Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,778.50 |
14,675.00 |
-103.50 |
-0.7% |
14,824.00 |
High |
14,869.50 |
14,682.50 |
-187.00 |
-1.3% |
14,996.00 |
Low |
14,656.00 |
14,445.00 |
-211.00 |
-1.4% |
14,656.00 |
Close |
14,670.50 |
14,540.75 |
-129.75 |
-0.9% |
14,670.50 |
Range |
213.50 |
237.50 |
24.00 |
11.2% |
340.00 |
ATR |
184.06 |
187.87 |
3.82 |
2.1% |
0.00 |
Volume |
539,012 |
720,291 |
181,279 |
33.6% |
2,541,988 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,268.50 |
15,142.25 |
14,671.50 |
|
R3 |
15,031.00 |
14,904.75 |
14,606.00 |
|
R2 |
14,793.50 |
14,793.50 |
14,584.25 |
|
R1 |
14,667.25 |
14,667.25 |
14,562.50 |
14,611.50 |
PP |
14,556.00 |
14,556.00 |
14,556.00 |
14,528.25 |
S1 |
14,429.75 |
14,429.75 |
14,519.00 |
14,374.00 |
S2 |
14,318.50 |
14,318.50 |
14,497.25 |
|
S3 |
14,081.00 |
14,192.25 |
14,475.50 |
|
S4 |
13,843.50 |
13,954.75 |
14,410.00 |
|
|
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 |
14,445.00 |
551.00 |
3.8% |
212.00 |
1.5% |
17% |
False |
True |
579,934 |
10 |
14,996.00 |
14,445.00 |
551.00 |
3.8% |
196.00 |
1.3% |
17% |
False |
True |
534,738 |
20 |
14,996.00 |
13,958.50 |
1,037.50 |
7.1% |
170.50 |
1.2% |
56% |
False |
False |
468,910 |
40 |
14,996.00 |
13,348.75 |
1,647.25 |
11.3% |
175.00 |
1.2% |
72% |
False |
False |
307,979 |
60 |
14,996.00 |
12,906.00 |
2,090.00 |
14.4% |
203.50 |
1.4% |
78% |
False |
False |
205,682 |
80 |
14,996.00 |
12,602.00 |
2,394.00 |
16.5% |
204.75 |
1.4% |
81% |
False |
False |
154,395 |
100 |
14,996.00 |
12,195.25 |
2,800.75 |
19.3% |
235.75 |
1.6% |
84% |
False |
False |
123,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,692.00 |
2.618 |
15,304.25 |
1.618 |
15,066.75 |
1.000 |
14,920.00 |
0.618 |
14,829.25 |
HIGH |
14,682.50 |
0.618 |
14,591.75 |
0.500 |
14,563.75 |
0.382 |
14,535.75 |
LOW |
14,445.00 |
0.618 |
14,298.25 |
1.000 |
14,207.50 |
1.618 |
14,060.75 |
2.618 |
13,823.25 |
4.250 |
13,435.50 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,563.75 |
14,704.00 |
PP |
14,556.00 |
14,649.50 |
S1 |
14,548.50 |
14,595.00 |
|