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 |
1,811.9 |
1,810.6 |
-1.3 |
-0.1% |
1,792.1 |
High |
1,813.8 |
1,821.5 |
7.7 |
0.4% |
1,823.2 |
Low |
1,795.5 |
1,802.9 |
7.4 |
0.4% |
1,788.9 |
Close |
1,809.9 |
1,814.0 |
4.1 |
0.2% |
1,814.6 |
Range |
18.3 |
18.6 |
0.3 |
1.6% |
34.3 |
ATR |
24.3 |
23.9 |
-0.4 |
-1.7% |
0.0 |
Volume |
48,433 |
49,855 |
1,422 |
2.9% |
101,295 |
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.6 |
1,859.9 |
1,824.2 |
|
R3 |
1,850.0 |
1,841.3 |
1,819.1 |
|
R2 |
1,831.4 |
1,831.4 |
1,817.4 |
|
R1 |
1,822.7 |
1,822.7 |
1,815.7 |
1,827.1 |
PP |
1,812.8 |
1,812.8 |
1,812.8 |
1,815.0 |
S1 |
1,804.1 |
1,804.1 |
1,812.3 |
1,808.5 |
S2 |
1,794.2 |
1,794.2 |
1,810.6 |
|
S3 |
1,775.6 |
1,785.5 |
1,808.9 |
|
S4 |
1,757.0 |
1,766.9 |
1,803.8 |
|
|
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 |
1,795.5 |
27.7 |
1.5% |
18.8 |
1.0% |
67% |
False |
False |
37,956 |
10 |
1,823.2 |
1,754.5 |
68.7 |
3.8% |
21.1 |
1.2% |
87% |
False |
False |
22,444 |
20 |
1,874.3 |
1,754.5 |
119.8 |
6.6% |
24.5 |
1.4% |
50% |
False |
False |
12,875 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.4 |
1.3% |
35% |
False |
False |
8,933 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.8 |
1.3% |
35% |
False |
False |
7,020 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.3 |
1.3% |
55% |
False |
False |
5,627 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.4 |
1.3% |
55% |
False |
False |
4,740 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.4 |
1.3% |
55% |
False |
False |
4,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,900.6 |
2.618 |
1,870.2 |
1.618 |
1,851.6 |
1.000 |
1,840.1 |
0.618 |
1,833.0 |
HIGH |
1,821.5 |
0.618 |
1,814.4 |
0.500 |
1,812.2 |
0.382 |
1,810.0 |
LOW |
1,802.9 |
0.618 |
1,791.4 |
1.000 |
1,784.3 |
1.618 |
1,772.8 |
2.618 |
1,754.2 |
4.250 |
1,723.9 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,813.4 |
1,812.2 |
PP |
1,812.8 |
1,810.3 |
S1 |
1,812.2 |
1,808.5 |
|