Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,359.50 |
4,366.50 |
7.00 |
0.2% |
4,341.00 |
High |
4,384.50 |
4,370.25 |
-14.25 |
-0.3% |
4,364.00 |
Low |
4,350.00 |
4,332.50 |
-17.50 |
-0.4% |
4,279.25 |
Close |
4,367.75 |
4,352.00 |
-15.75 |
-0.4% |
4,360.00 |
Range |
34.50 |
37.75 |
3.25 |
9.4% |
84.75 |
ATR |
39.88 |
39.73 |
-0.15 |
-0.4% |
0.00 |
Volume |
1,308,582 |
1,611,726 |
303,144 |
23.2% |
5,892,353 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.75 |
4,446.25 |
4,372.75 |
|
R3 |
4,427.00 |
4,408.50 |
4,362.50 |
|
R2 |
4,389.25 |
4,389.25 |
4,359.00 |
|
R1 |
4,370.75 |
4,370.75 |
4,355.50 |
4,361.00 |
PP |
4,351.50 |
4,351.50 |
4,351.50 |
4,346.75 |
S1 |
4,333.00 |
4,333.00 |
4,348.50 |
4,323.50 |
S2 |
4,313.75 |
4,313.75 |
4,345.00 |
|
S3 |
4,276.00 |
4,295.25 |
4,341.50 |
|
S4 |
4,238.25 |
4,257.50 |
4,331.25 |
|
|
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 |
4,293.25 |
91.25 |
2.1% |
41.50 |
1.0% |
64% |
False |
False |
1,307,489 |
10 |
4,384.50 |
4,279.25 |
105.25 |
2.4% |
42.25 |
1.0% |
69% |
False |
False |
1,310,326 |
20 |
4,384.50 |
4,126.75 |
257.75 |
5.9% |
40.50 |
0.9% |
87% |
False |
False |
1,233,939 |
40 |
4,384.50 |
4,046.00 |
338.50 |
7.8% |
39.00 |
0.9% |
90% |
False |
False |
796,174 |
60 |
4,384.50 |
4,020.00 |
364.50 |
8.4% |
43.25 |
1.0% |
91% |
False |
False |
531,908 |
80 |
4,384.50 |
3,833.75 |
550.75 |
12.7% |
42.50 |
1.0% |
94% |
False |
False |
399,187 |
100 |
4,384.50 |
3,701.50 |
683.00 |
15.7% |
48.50 |
1.1% |
95% |
False |
False |
319,415 |
120 |
4,384.50 |
3,639.25 |
745.25 |
17.1% |
49.75 |
1.1% |
96% |
False |
False |
266,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,530.75 |
2.618 |
4,469.00 |
1.618 |
4,431.25 |
1.000 |
4,408.00 |
0.618 |
4,393.50 |
HIGH |
4,370.25 |
0.618 |
4,355.75 |
0.500 |
4,351.50 |
0.382 |
4,347.00 |
LOW |
4,332.50 |
0.618 |
4,309.25 |
1.000 |
4,294.75 |
1.618 |
4,271.50 |
2.618 |
4,233.75 |
4.250 |
4,172.00 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,351.75 |
4,358.50 |
PP |
4,351.50 |
4,356.25 |
S1 |
4,351.50 |
4,354.25 |
|