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 |
15,413.0 |
15,665.0 |
252.0 |
1.6% |
15,644.0 |
High |
15,683.0 |
15,792.0 |
109.0 |
0.7% |
15,700.0 |
Low |
15,343.0 |
15,616.0 |
273.0 |
1.8% |
15,287.0 |
Close |
15,658.0 |
15,789.0 |
131.0 |
0.8% |
15,658.0 |
Range |
340.0 |
176.0 |
-164.0 |
-48.2% |
413.0 |
ATR |
208.9 |
206.5 |
-2.3 |
-1.1% |
0.0 |
Volume |
80,754 |
72,822 |
-7,932 |
-9.8% |
343,440 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,260.3 |
16,200.7 |
15,885.8 |
|
R3 |
16,084.3 |
16,024.7 |
15,837.4 |
|
R2 |
15,908.3 |
15,908.3 |
15,821.3 |
|
R1 |
15,848.7 |
15,848.7 |
15,805.1 |
15,878.5 |
PP |
15,732.3 |
15,732.3 |
15,732.3 |
15,747.3 |
S1 |
15,672.7 |
15,672.7 |
15,772.9 |
15,702.5 |
S2 |
15,556.3 |
15,556.3 |
15,756.7 |
|
S3 |
15,380.3 |
15,496.7 |
15,740.6 |
|
S4 |
15,204.3 |
15,320.7 |
15,692.2 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,787.3 |
16,635.7 |
15,885.2 |
|
R3 |
16,374.3 |
16,222.7 |
15,771.6 |
|
R2 |
15,961.3 |
15,961.3 |
15,733.7 |
|
R1 |
15,809.7 |
15,809.7 |
15,695.9 |
15,885.5 |
PP |
15,548.3 |
15,548.3 |
15,548.3 |
15,586.3 |
S1 |
15,396.7 |
15,396.7 |
15,620.1 |
15,472.5 |
S2 |
15,135.3 |
15,135.3 |
15,582.3 |
|
S3 |
14,722.3 |
14,983.7 |
15,544.4 |
|
S4 |
14,309.3 |
14,570.7 |
15,430.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,792.0 |
15,287.0 |
505.0 |
3.2% |
278.6 |
1.8% |
99% |
True |
False |
83,252 |
10 |
15,792.0 |
15,287.0 |
505.0 |
3.2% |
234.3 |
1.5% |
99% |
True |
False |
74,504 |
20 |
15,792.0 |
15,257.0 |
535.0 |
3.4% |
204.5 |
1.3% |
99% |
True |
False |
61,181 |
40 |
15,792.0 |
14,930.0 |
862.0 |
5.5% |
175.7 |
1.1% |
100% |
True |
False |
30,870 |
60 |
15,792.0 |
14,795.0 |
997.0 |
6.3% |
172.4 |
1.1% |
100% |
True |
False |
20,596 |
80 |
15,792.0 |
14,450.0 |
1,342.0 |
8.5% |
149.5 |
0.9% |
100% |
True |
False |
15,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,540.0 |
2.618 |
16,252.8 |
1.618 |
16,076.8 |
1.000 |
15,968.0 |
0.618 |
15,900.8 |
HIGH |
15,792.0 |
0.618 |
15,724.8 |
0.500 |
15,704.0 |
0.382 |
15,683.2 |
LOW |
15,616.0 |
0.618 |
15,507.2 |
1.000 |
15,440.0 |
1.618 |
15,331.2 |
2.618 |
15,155.2 |
4.250 |
14,868.0 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,760.7 |
15,705.8 |
PP |
15,732.3 |
15,622.7 |
S1 |
15,704.0 |
15,539.5 |
|