| 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 |
1,810.6 |
1,812.0 |
1.4 |
0.1% |
1,792.1 |
| High |
1,821.5 |
1,835.1 |
13.6 |
0.7% |
1,823.2 |
| Low |
1,802.9 |
1,809.2 |
6.3 |
0.3% |
1,788.9 |
| Close |
1,814.0 |
1,829.1 |
15.1 |
0.8% |
1,814.6 |
| Range |
18.6 |
25.9 |
7.3 |
39.2% |
34.3 |
| ATR |
23.9 |
24.0 |
0.1 |
0.6% |
0.0 |
| Volume |
49,855 |
52,003 |
2,148 |
4.3% |
101,295 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,902.2 |
1,891.5 |
1,843.3 |
|
| R3 |
1,876.3 |
1,865.6 |
1,836.2 |
|
| R2 |
1,850.4 |
1,850.4 |
1,833.8 |
|
| R1 |
1,839.7 |
1,839.7 |
1,831.5 |
1,845.1 |
| PP |
1,824.5 |
1,824.5 |
1,824.5 |
1,827.1 |
| S1 |
1,813.8 |
1,813.8 |
1,826.7 |
1,819.2 |
| S2 |
1,798.6 |
1,798.6 |
1,824.4 |
|
| S3 |
1,772.7 |
1,787.9 |
1,822.0 |
|
| S4 |
1,746.8 |
1,762.0 |
1,814.9 |
|
|
| 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 |
1,835.1 |
1,795.5 |
39.6 |
2.2% |
20.9 |
1.1% |
85% |
True |
False |
46,324 |
| 10 |
1,835.1 |
1,757.3 |
77.8 |
4.3% |
20.8 |
1.1% |
92% |
True |
False |
26,895 |
| 20 |
1,869.0 |
1,754.5 |
114.5 |
6.3% |
25.0 |
1.4% |
65% |
False |
False |
15,390 |
| 40 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
24.5 |
1.3% |
44% |
False |
False |
10,076 |
| 60 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
23.8 |
1.3% |
44% |
False |
False |
7,857 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
23.4 |
1.3% |
61% |
False |
False |
6,262 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
24.4 |
1.3% |
61% |
False |
False |
5,258 |
| 120 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
24.5 |
1.3% |
61% |
False |
False |
4,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,945.2 |
|
2.618 |
1,902.9 |
|
1.618 |
1,877.0 |
|
1.000 |
1,861.0 |
|
0.618 |
1,851.1 |
|
HIGH |
1,835.1 |
|
0.618 |
1,825.2 |
|
0.500 |
1,822.2 |
|
0.382 |
1,819.1 |
|
LOW |
1,809.2 |
|
0.618 |
1,793.2 |
|
1.000 |
1,783.3 |
|
1.618 |
1,767.3 |
|
2.618 |
1,741.4 |
|
4.250 |
1,699.1 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,826.8 |
1,824.5 |
| PP |
1,824.5 |
1,819.9 |
| S1 |
1,822.2 |
1,815.3 |
|