Trading Metrics calculated at close of trading on 12-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,310.25 |
4,362.00 |
51.75 |
1.2% |
4,341.00 |
High |
4,364.00 |
4,379.25 |
15.25 |
0.3% |
4,364.00 |
Low |
4,293.25 |
4,341.75 |
48.50 |
1.1% |
4,279.25 |
Close |
4,360.00 |
4,376.50 |
16.50 |
0.4% |
4,360.00 |
Range |
70.75 |
37.50 |
-33.25 |
-47.0% |
84.75 |
ATR |
41.59 |
41.30 |
-0.29 |
-0.7% |
0.00 |
Volume |
1,311,506 |
1,055,739 |
-255,767 |
-19.5% |
5,892,353 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.25 |
4,465.00 |
4,397.00 |
|
R3 |
4,440.75 |
4,427.50 |
4,386.75 |
|
R2 |
4,403.25 |
4,403.25 |
4,383.50 |
|
R1 |
4,390.00 |
4,390.00 |
4,380.00 |
4,396.50 |
PP |
4,365.75 |
4,365.75 |
4,365.75 |
4,369.25 |
S1 |
4,352.50 |
4,352.50 |
4,373.00 |
4,359.00 |
S2 |
4,328.25 |
4,328.25 |
4,369.50 |
|
S3 |
4,290.75 |
4,315.00 |
4,366.25 |
|
S4 |
4,253.25 |
4,277.50 |
4,356.00 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,588.75 |
4,559.00 |
4,406.50 |
|
R3 |
4,504.00 |
4,474.25 |
4,383.25 |
|
R2 |
4,419.25 |
4,419.25 |
4,375.50 |
|
R1 |
4,389.50 |
4,389.50 |
4,367.75 |
4,404.50 |
PP |
4,334.50 |
4,334.50 |
4,334.50 |
4,341.75 |
S1 |
4,304.75 |
4,304.75 |
4,352.25 |
4,319.50 |
S2 |
4,249.75 |
4,249.75 |
4,344.50 |
|
S3 |
4,165.00 |
4,220.00 |
4,336.75 |
|
S4 |
4,080.25 |
4,135.25 |
4,313.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,379.25 |
4,279.25 |
100.00 |
2.3% |
51.50 |
1.2% |
97% |
True |
False |
1,389,618 |
10 |
4,379.25 |
4,264.25 |
115.00 |
2.6% |
38.50 |
0.9% |
98% |
True |
False |
1,159,831 |
20 |
4,379.25 |
4,126.75 |
252.50 |
5.8% |
40.75 |
0.9% |
99% |
True |
False |
1,275,345 |
40 |
4,379.25 |
4,046.00 |
333.25 |
7.6% |
41.00 |
0.9% |
99% |
True |
False |
692,181 |
60 |
4,379.25 |
4,020.00 |
359.25 |
8.2% |
43.50 |
1.0% |
99% |
True |
False |
462,447 |
80 |
4,379.25 |
3,833.75 |
545.50 |
12.5% |
43.50 |
1.0% |
99% |
True |
False |
347,099 |
100 |
4,379.25 |
3,701.50 |
677.75 |
15.5% |
49.00 |
1.1% |
100% |
True |
False |
277,716 |
120 |
4,379.25 |
3,639.25 |
740.00 |
16.9% |
49.75 |
1.1% |
100% |
True |
False |
231,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,538.50 |
2.618 |
4,477.50 |
1.618 |
4,440.00 |
1.000 |
4,416.75 |
0.618 |
4,402.50 |
HIGH |
4,379.25 |
0.618 |
4,365.00 |
0.500 |
4,360.50 |
0.382 |
4,356.00 |
LOW |
4,341.75 |
0.618 |
4,318.50 |
1.000 |
4,304.25 |
1.618 |
4,281.00 |
2.618 |
4,243.50 |
4.250 |
4,182.50 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,371.25 |
4,360.75 |
PP |
4,365.75 |
4,345.00 |
S1 |
4,360.50 |
4,329.25 |
|