Trading Metrics calculated at close of trading on 13-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,665.0 |
15,787.0 |
122.0 |
0.8% |
15,644.0 |
High |
15,792.0 |
15,802.0 |
10.0 |
0.1% |
15,700.0 |
Low |
15,616.0 |
15,732.0 |
116.0 |
0.7% |
15,287.0 |
Close |
15,789.0 |
15,771.0 |
-18.0 |
-0.1% |
15,658.0 |
Range |
176.0 |
70.0 |
-106.0 |
-60.2% |
413.0 |
ATR |
206.5 |
196.8 |
-9.8 |
-4.7% |
0.0 |
Volume |
72,822 |
53,362 |
-19,460 |
-26.7% |
343,440 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,978.3 |
15,944.7 |
15,809.5 |
|
R3 |
15,908.3 |
15,874.7 |
15,790.3 |
|
R2 |
15,838.3 |
15,838.3 |
15,783.8 |
|
R1 |
15,804.7 |
15,804.7 |
15,777.4 |
15,786.5 |
PP |
15,768.3 |
15,768.3 |
15,768.3 |
15,759.3 |
S1 |
15,734.7 |
15,734.7 |
15,764.6 |
15,716.5 |
S2 |
15,698.3 |
15,698.3 |
15,758.2 |
|
S3 |
15,628.3 |
15,664.7 |
15,751.8 |
|
S4 |
15,558.3 |
15,594.7 |
15,732.5 |
|
|
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 |
15,802.0 |
15,287.0 |
515.0 |
3.3% |
246.4 |
1.6% |
94% |
True |
False |
79,284 |
10 |
15,802.0 |
15,287.0 |
515.0 |
3.3% |
228.3 |
1.4% |
94% |
True |
False |
74,634 |
20 |
15,802.0 |
15,257.0 |
545.0 |
3.5% |
201.4 |
1.3% |
94% |
True |
False |
62,856 |
40 |
15,802.0 |
14,930.0 |
872.0 |
5.5% |
172.4 |
1.1% |
96% |
True |
False |
32,203 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
170.0 |
1.1% |
97% |
True |
False |
21,485 |
80 |
15,802.0 |
14,450.0 |
1,352.0 |
8.6% |
150.4 |
1.0% |
98% |
True |
False |
16,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,099.5 |
2.618 |
15,985.3 |
1.618 |
15,915.3 |
1.000 |
15,872.0 |
0.618 |
15,845.3 |
HIGH |
15,802.0 |
0.618 |
15,775.3 |
0.500 |
15,767.0 |
0.382 |
15,758.7 |
LOW |
15,732.0 |
0.618 |
15,688.7 |
1.000 |
15,662.0 |
1.618 |
15,618.7 |
2.618 |
15,548.7 |
4.250 |
15,434.5 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,769.7 |
15,704.8 |
PP |
15,768.3 |
15,638.7 |
S1 |
15,767.0 |
15,572.5 |
|