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 |
1,807.2 |
1,811.9 |
4.7 |
0.3% |
1,792.1 |
High |
1,816.9 |
1,813.8 |
-3.1 |
-0.2% |
1,823.2 |
Low |
1,800.8 |
1,795.5 |
-5.3 |
-0.3% |
1,788.9 |
Close |
1,814.6 |
1,809.9 |
-4.7 |
-0.3% |
1,814.6 |
Range |
16.1 |
18.3 |
2.2 |
13.7% |
34.3 |
ATR |
24.7 |
24.3 |
-0.4 |
-1.6% |
0.0 |
Volume |
45,475 |
48,433 |
2,958 |
6.5% |
101,295 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.3 |
1,853.9 |
1,820.0 |
|
R3 |
1,843.0 |
1,835.6 |
1,814.9 |
|
R2 |
1,824.7 |
1,824.7 |
1,813.3 |
|
R1 |
1,817.3 |
1,817.3 |
1,811.6 |
1,811.9 |
PP |
1,806.4 |
1,806.4 |
1,806.4 |
1,803.7 |
S1 |
1,799.0 |
1,799.0 |
1,808.2 |
1,793.6 |
S2 |
1,788.1 |
1,788.1 |
1,806.5 |
|
S3 |
1,769.8 |
1,780.7 |
1,804.9 |
|
S4 |
1,751.5 |
1,762.4 |
1,799.8 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.8 |
1,897.5 |
1,833.5 |
|
R3 |
1,877.5 |
1,863.2 |
1,824.0 |
|
R2 |
1,843.2 |
1,843.2 |
1,820.9 |
|
R1 |
1,828.9 |
1,828.9 |
1,817.7 |
1,836.1 |
PP |
1,808.9 |
1,808.9 |
1,808.9 |
1,812.5 |
S1 |
1,794.6 |
1,794.6 |
1,811.5 |
1,801.8 |
S2 |
1,774.6 |
1,774.6 |
1,808.3 |
|
S3 |
1,740.3 |
1,760.3 |
1,805.2 |
|
S4 |
1,706.0 |
1,726.0 |
1,795.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,823.2 |
1,788.9 |
34.3 |
1.9% |
21.2 |
1.2% |
61% |
False |
False |
29,945 |
10 |
1,823.2 |
1,754.5 |
68.7 |
3.8% |
20.7 |
1.1% |
81% |
False |
False |
17,839 |
20 |
1,883.8 |
1,754.5 |
129.3 |
7.1% |
25.3 |
1.4% |
43% |
False |
False |
10,601 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.6 |
1.4% |
33% |
False |
False |
7,770 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.9 |
1.3% |
33% |
False |
False |
6,205 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.5 |
1.3% |
53% |
False |
False |
5,020 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.4 |
1.3% |
53% |
False |
False |
4,253 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.6 |
1.4% |
53% |
False |
False |
3,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.6 |
2.618 |
1,861.7 |
1.618 |
1,843.4 |
1.000 |
1,832.1 |
0.618 |
1,825.1 |
HIGH |
1,813.8 |
0.618 |
1,806.8 |
0.500 |
1,804.7 |
0.382 |
1,802.5 |
LOW |
1,795.5 |
0.618 |
1,784.2 |
1.000 |
1,777.2 |
1.618 |
1,765.9 |
2.618 |
1,747.6 |
4.250 |
1,717.7 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,808.2 |
1,809.7 |
PP |
1,806.4 |
1,809.5 |
S1 |
1,804.7 |
1,809.4 |
|