Trading Metrics calculated at close of trading on 14-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,377.00 |
4,359.50 |
-17.50 |
-0.4% |
4,341.00 |
High |
4,383.75 |
4,384.50 |
0.75 |
0.0% |
4,364.00 |
Low |
4,356.50 |
4,350.00 |
-6.50 |
-0.1% |
4,279.25 |
Close |
4,361.25 |
4,367.75 |
6.50 |
0.1% |
4,360.00 |
Range |
27.25 |
34.50 |
7.25 |
26.6% |
84.75 |
ATR |
40.30 |
39.88 |
-0.41 |
-1.0% |
0.00 |
Volume |
1,249,893 |
1,308,582 |
58,689 |
4.7% |
5,892,353 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,471.00 |
4,453.75 |
4,386.75 |
|
R3 |
4,436.50 |
4,419.25 |
4,377.25 |
|
R2 |
4,402.00 |
4,402.00 |
4,374.00 |
|
R1 |
4,384.75 |
4,384.75 |
4,371.00 |
4,393.50 |
PP |
4,367.50 |
4,367.50 |
4,367.50 |
4,371.75 |
S1 |
4,350.25 |
4,350.25 |
4,364.50 |
4,359.00 |
S2 |
4,333.00 |
4,333.00 |
4,361.50 |
|
S3 |
4,298.50 |
4,315.75 |
4,358.25 |
|
S4 |
4,264.00 |
4,281.25 |
4,348.75 |
|
|
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 |
4,384.50 |
4,279.25 |
105.25 |
2.4% |
48.50 |
1.1% |
84% |
True |
False |
1,383,471 |
10 |
4,384.50 |
4,269.25 |
115.25 |
2.6% |
41.00 |
0.9% |
85% |
True |
False |
1,259,159 |
20 |
4,384.50 |
4,126.75 |
257.75 |
5.9% |
41.00 |
0.9% |
94% |
True |
False |
1,233,971 |
40 |
4,384.50 |
4,046.00 |
338.50 |
7.7% |
39.75 |
0.9% |
95% |
True |
False |
755,965 |
60 |
4,384.50 |
4,020.00 |
364.50 |
8.3% |
43.50 |
1.0% |
95% |
True |
False |
505,066 |
80 |
4,384.50 |
3,833.75 |
550.75 |
12.6% |
42.75 |
1.0% |
97% |
True |
False |
379,050 |
100 |
4,384.50 |
3,701.50 |
683.00 |
15.6% |
48.50 |
1.1% |
98% |
True |
False |
303,298 |
120 |
4,384.50 |
3,639.25 |
745.25 |
17.1% |
49.75 |
1.1% |
98% |
True |
False |
252,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,531.00 |
2.618 |
4,474.75 |
1.618 |
4,440.25 |
1.000 |
4,419.00 |
0.618 |
4,405.75 |
HIGH |
4,384.50 |
0.618 |
4,371.25 |
0.500 |
4,367.25 |
0.382 |
4,363.25 |
LOW |
4,350.00 |
0.618 |
4,328.75 |
1.000 |
4,315.50 |
1.618 |
4,294.25 |
2.618 |
4,259.75 |
4.250 |
4,203.50 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,367.50 |
4,366.25 |
PP |
4,367.50 |
4,364.75 |
S1 |
4,367.25 |
4,363.00 |
|