| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
14,895.00 |
14,778.50 |
-116.50 |
-0.8% |
14,824.00 |
| High |
14,962.75 |
14,869.50 |
-93.25 |
-0.6% |
14,996.00 |
| Low |
14,708.25 |
14,656.00 |
-52.25 |
-0.4% |
14,656.00 |
| Close |
14,787.50 |
14,670.50 |
-117.00 |
-0.8% |
14,670.50 |
| Range |
254.50 |
213.50 |
-41.00 |
-16.1% |
340.00 |
| ATR |
181.79 |
184.06 |
2.26 |
1.2% |
0.00 |
| Volume |
634,785 |
539,012 |
-95,773 |
-15.1% |
2,541,988 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,372.50 |
15,235.00 |
14,788.00 |
|
| R3 |
15,159.00 |
15,021.50 |
14,729.25 |
|
| R2 |
14,945.50 |
14,945.50 |
14,709.75 |
|
| R1 |
14,808.00 |
14,808.00 |
14,690.00 |
14,770.00 |
| PP |
14,732.00 |
14,732.00 |
14,732.00 |
14,713.00 |
| S1 |
14,594.50 |
14,594.50 |
14,651.00 |
14,556.50 |
| S2 |
14,518.50 |
14,518.50 |
14,631.25 |
|
| S3 |
14,305.00 |
14,381.00 |
14,611.75 |
|
| S4 |
14,091.50 |
14,167.50 |
14,553.00 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,794.25 |
15,572.25 |
14,857.50 |
|
| R3 |
15,454.25 |
15,232.25 |
14,764.00 |
|
| R2 |
15,114.25 |
15,114.25 |
14,732.75 |
|
| R1 |
14,892.25 |
14,892.25 |
14,701.75 |
14,833.25 |
| PP |
14,774.25 |
14,774.25 |
14,774.25 |
14,744.50 |
| S1 |
14,552.25 |
14,552.25 |
14,639.25 |
14,493.25 |
| S2 |
14,434.25 |
14,434.25 |
14,608.25 |
|
| S3 |
14,094.25 |
14,212.25 |
14,577.00 |
|
| S4 |
13,754.25 |
13,872.25 |
14,483.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,996.00 |
14,656.00 |
340.00 |
2.3% |
185.25 |
1.3% |
4% |
False |
True |
508,397 |
| 10 |
14,996.00 |
14,513.25 |
482.75 |
3.3% |
193.75 |
1.3% |
33% |
False |
False |
501,926 |
| 20 |
14,996.00 |
13,958.50 |
1,037.50 |
7.1% |
168.25 |
1.1% |
69% |
False |
False |
461,663 |
| 40 |
14,996.00 |
13,140.00 |
1,856.00 |
12.7% |
178.25 |
1.2% |
82% |
False |
False |
289,998 |
| 60 |
14,996.00 |
12,906.00 |
2,090.00 |
14.2% |
203.50 |
1.4% |
84% |
False |
False |
193,686 |
| 80 |
14,996.00 |
12,602.00 |
2,394.00 |
16.3% |
206.25 |
1.4% |
86% |
False |
False |
145,397 |
| 100 |
14,996.00 |
12,195.25 |
2,800.75 |
19.1% |
236.75 |
1.6% |
88% |
False |
False |
116,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,777.00 |
|
2.618 |
15,428.50 |
|
1.618 |
15,215.00 |
|
1.000 |
15,083.00 |
|
0.618 |
15,001.50 |
|
HIGH |
14,869.50 |
|
0.618 |
14,788.00 |
|
0.500 |
14,762.75 |
|
0.382 |
14,737.50 |
|
LOW |
14,656.00 |
|
0.618 |
14,524.00 |
|
1.000 |
14,442.50 |
|
1.618 |
14,310.50 |
|
2.618 |
14,097.00 |
|
4.250 |
13,748.50 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,762.75 |
14,826.00 |
| PP |
14,732.00 |
14,774.25 |
| S1 |
14,701.25 |
14,722.25 |
|