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 |
15,787.0 |
15,763.0 |
-24.0 |
-0.2% |
15,644.0 |
High |
15,802.0 |
15,797.0 |
-5.0 |
0.0% |
15,700.0 |
Low |
15,732.0 |
15,698.0 |
-34.0 |
-0.2% |
15,287.0 |
Close |
15,771.0 |
15,777.0 |
6.0 |
0.0% |
15,658.0 |
Range |
70.0 |
99.0 |
29.0 |
41.4% |
413.0 |
ATR |
196.8 |
189.8 |
-7.0 |
-3.5% |
0.0 |
Volume |
53,362 |
58,224 |
4,862 |
9.1% |
343,440 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,054.3 |
16,014.7 |
15,831.5 |
|
R3 |
15,955.3 |
15,915.7 |
15,804.2 |
|
R2 |
15,856.3 |
15,856.3 |
15,795.2 |
|
R1 |
15,816.7 |
15,816.7 |
15,786.1 |
15,836.5 |
PP |
15,757.3 |
15,757.3 |
15,757.3 |
15,767.3 |
S1 |
15,717.7 |
15,717.7 |
15,767.9 |
15,737.5 |
S2 |
15,658.3 |
15,658.3 |
15,758.9 |
|
S3 |
15,559.3 |
15,618.7 |
15,749.8 |
|
S4 |
15,460.3 |
15,519.7 |
15,722.6 |
|
|
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% |
218.6 |
1.4% |
95% |
False |
False |
76,574 |
10 |
15,802.0 |
15,287.0 |
515.0 |
3.3% |
215.9 |
1.4% |
95% |
False |
False |
74,399 |
20 |
15,802.0 |
15,257.0 |
545.0 |
3.5% |
202.4 |
1.3% |
95% |
False |
False |
63,871 |
40 |
15,802.0 |
14,930.0 |
872.0 |
5.5% |
171.8 |
1.1% |
97% |
False |
False |
33,657 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
169.7 |
1.1% |
98% |
False |
False |
22,455 |
80 |
15,802.0 |
14,450.0 |
1,352.0 |
8.6% |
151.6 |
1.0% |
98% |
False |
False |
16,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,217.8 |
2.618 |
16,056.2 |
1.618 |
15,957.2 |
1.000 |
15,896.0 |
0.618 |
15,858.2 |
HIGH |
15,797.0 |
0.618 |
15,759.2 |
0.500 |
15,747.5 |
0.382 |
15,735.8 |
LOW |
15,698.0 |
0.618 |
15,636.8 |
1.000 |
15,599.0 |
1.618 |
15,537.8 |
2.618 |
15,438.8 |
4.250 |
15,277.3 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,767.2 |
15,754.3 |
PP |
15,757.3 |
15,731.7 |
S1 |
15,747.5 |
15,709.0 |
|