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 |
4,366.50 |
4,347.75 |
-18.75 |
-0.4% |
4,362.00 |
High |
4,370.25 |
4,368.00 |
-2.25 |
-0.1% |
4,384.50 |
Low |
4,332.50 |
4,314.25 |
-18.25 |
-0.4% |
4,314.25 |
Close |
4,352.00 |
4,318.50 |
-33.50 |
-0.8% |
4,318.50 |
Range |
37.75 |
53.75 |
16.00 |
42.4% |
70.25 |
ATR |
39.73 |
40.73 |
1.00 |
2.5% |
0.00 |
Volume |
1,611,726 |
1,636,065 |
24,339 |
1.5% |
6,862,005 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,494.75 |
4,460.50 |
4,348.00 |
|
R3 |
4,441.00 |
4,406.75 |
4,333.25 |
|
R2 |
4,387.25 |
4,387.25 |
4,328.25 |
|
R1 |
4,353.00 |
4,353.00 |
4,323.50 |
4,343.25 |
PP |
4,333.50 |
4,333.50 |
4,333.50 |
4,328.75 |
S1 |
4,299.25 |
4,299.25 |
4,313.50 |
4,289.50 |
S2 |
4,279.75 |
4,279.75 |
4,308.75 |
|
S3 |
4,226.00 |
4,245.50 |
4,303.75 |
|
S4 |
4,172.25 |
4,191.75 |
4,289.00 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,549.75 |
4,504.50 |
4,357.25 |
|
R3 |
4,479.50 |
4,434.25 |
4,337.75 |
|
R2 |
4,409.25 |
4,409.25 |
4,331.50 |
|
R1 |
4,364.00 |
4,364.00 |
4,325.00 |
4,351.50 |
PP |
4,339.00 |
4,339.00 |
4,339.00 |
4,333.00 |
S1 |
4,293.75 |
4,293.75 |
4,312.00 |
4,281.25 |
S2 |
4,268.75 |
4,268.75 |
4,305.50 |
|
S3 |
4,198.50 |
4,223.50 |
4,299.25 |
|
S4 |
4,128.25 |
4,153.25 |
4,279.75 |
|
|
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 |
4,314.25 |
70.25 |
1.6% |
38.25 |
0.9% |
6% |
False |
True |
1,372,401 |
10 |
4,384.50 |
4,279.25 |
105.25 |
2.4% |
45.00 |
1.0% |
37% |
False |
False |
1,375,413 |
20 |
4,384.50 |
4,126.75 |
257.75 |
6.0% |
41.00 |
1.0% |
74% |
False |
False |
1,228,427 |
40 |
4,384.50 |
4,075.00 |
309.50 |
7.2% |
38.75 |
0.9% |
79% |
False |
False |
836,952 |
60 |
4,384.50 |
4,020.00 |
364.50 |
8.4% |
43.25 |
1.0% |
82% |
False |
False |
559,159 |
80 |
4,384.50 |
3,833.75 |
550.75 |
12.8% |
42.50 |
1.0% |
88% |
False |
False |
419,627 |
100 |
4,384.50 |
3,701.50 |
683.00 |
15.8% |
48.00 |
1.1% |
90% |
False |
False |
335,775 |
120 |
4,384.50 |
3,639.25 |
745.25 |
17.3% |
49.75 |
1.2% |
91% |
False |
False |
279,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,596.50 |
2.618 |
4,508.75 |
1.618 |
4,455.00 |
1.000 |
4,421.75 |
0.618 |
4,401.25 |
HIGH |
4,368.00 |
0.618 |
4,347.50 |
0.500 |
4,341.00 |
0.382 |
4,334.75 |
LOW |
4,314.25 |
0.618 |
4,281.00 |
1.000 |
4,260.50 |
1.618 |
4,227.25 |
2.618 |
4,173.50 |
4.250 |
4,085.75 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,341.00 |
4,349.50 |
PP |
4,333.50 |
4,339.00 |
S1 |
4,326.00 |
4,328.75 |
|