Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,605.0 |
15,472.0 |
-133.0 |
-0.9% |
15,665.0 |
High |
15,687.0 |
15,477.0 |
-210.0 |
-1.3% |
15,802.0 |
Low |
15,461.0 |
15,032.0 |
-429.0 |
-2.8% |
15,461.0 |
Close |
15,514.0 |
15,094.0 |
-420.0 |
-2.7% |
15,514.0 |
Range |
226.0 |
445.0 |
219.0 |
96.9% |
341.0 |
ATR |
193.3 |
213.9 |
20.6 |
10.7% |
0.0 |
Volume |
83,625 |
132,419 |
48,794 |
58.3% |
354,894 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,536.0 |
16,260.0 |
15,338.8 |
|
R3 |
16,091.0 |
15,815.0 |
15,216.4 |
|
R2 |
15,646.0 |
15,646.0 |
15,175.6 |
|
R1 |
15,370.0 |
15,370.0 |
15,134.8 |
15,285.5 |
PP |
15,201.0 |
15,201.0 |
15,201.0 |
15,158.8 |
S1 |
14,925.0 |
14,925.0 |
15,053.2 |
14,840.5 |
S2 |
14,756.0 |
14,756.0 |
15,012.4 |
|
S3 |
14,311.0 |
14,480.0 |
14,971.6 |
|
S4 |
13,866.0 |
14,035.0 |
14,849.3 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,615.3 |
16,405.7 |
15,701.6 |
|
R3 |
16,274.3 |
16,064.7 |
15,607.8 |
|
R2 |
15,933.3 |
15,933.3 |
15,576.5 |
|
R1 |
15,723.7 |
15,723.7 |
15,545.3 |
15,658.0 |
PP |
15,592.3 |
15,592.3 |
15,592.3 |
15,559.5 |
S1 |
15,382.7 |
15,382.7 |
15,482.7 |
15,317.0 |
S2 |
15,251.3 |
15,251.3 |
15,451.5 |
|
S3 |
14,910.3 |
15,041.7 |
15,420.2 |
|
S4 |
14,569.3 |
14,700.7 |
15,326.5 |
|
|
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 |
15,032.0 |
770.0 |
5.1% |
206.6 |
1.4% |
8% |
False |
True |
82,898 |
10 |
15,802.0 |
15,032.0 |
770.0 |
5.1% |
242.6 |
1.6% |
8% |
False |
True |
83,075 |
20 |
15,802.0 |
15,032.0 |
770.0 |
5.1% |
217.7 |
1.4% |
8% |
False |
True |
70,865 |
40 |
15,802.0 |
15,032.0 |
770.0 |
5.1% |
174.6 |
1.2% |
8% |
False |
True |
41,223 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.7% |
175.4 |
1.2% |
30% |
False |
False |
27,502 |
80 |
15,802.0 |
14,450.0 |
1,352.0 |
9.0% |
159.4 |
1.1% |
48% |
False |
False |
20,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,368.3 |
2.618 |
16,642.0 |
1.618 |
16,197.0 |
1.000 |
15,922.0 |
0.618 |
15,752.0 |
HIGH |
15,477.0 |
0.618 |
15,307.0 |
0.500 |
15,254.5 |
0.382 |
15,202.0 |
LOW |
15,032.0 |
0.618 |
14,757.0 |
1.000 |
14,587.0 |
1.618 |
14,312.0 |
2.618 |
13,867.0 |
4.250 |
13,140.8 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,254.5 |
15,399.5 |
PP |
15,201.0 |
15,297.7 |
S1 |
15,147.5 |
15,195.8 |
|