Trading Metrics calculated at close of trading on 15-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,812.0 |
1,832.9 |
20.9 |
1.2% |
1,792.1 |
High |
1,835.1 |
1,839.0 |
3.9 |
0.2% |
1,823.2 |
Low |
1,809.2 |
1,824.8 |
15.6 |
0.9% |
1,788.9 |
Close |
1,829.1 |
1,833.1 |
4.0 |
0.2% |
1,814.6 |
Range |
25.9 |
14.2 |
-11.7 |
-45.2% |
34.3 |
ATR |
24.0 |
23.3 |
-0.7 |
-2.9% |
0.0 |
Volume |
52,003 |
32,868 |
-19,135 |
-36.8% |
101,295 |
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.9 |
1,868.2 |
1,840.9 |
|
R3 |
1,860.7 |
1,854.0 |
1,837.0 |
|
R2 |
1,846.5 |
1,846.5 |
1,835.7 |
|
R1 |
1,839.8 |
1,839.8 |
1,834.4 |
1,843.2 |
PP |
1,832.3 |
1,832.3 |
1,832.3 |
1,834.0 |
S1 |
1,825.6 |
1,825.6 |
1,831.8 |
1,829.0 |
S2 |
1,818.1 |
1,818.1 |
1,830.5 |
|
S3 |
1,803.9 |
1,811.4 |
1,829.2 |
|
S4 |
1,789.7 |
1,797.2 |
1,825.3 |
|
|
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 |
1,839.0 |
1,795.5 |
43.5 |
2.4% |
18.6 |
1.0% |
86% |
True |
False |
45,726 |
10 |
1,839.0 |
1,771.7 |
67.3 |
3.7% |
20.1 |
1.1% |
91% |
True |
False |
29,752 |
20 |
1,839.0 |
1,754.5 |
84.5 |
4.6% |
22.6 |
1.2% |
93% |
True |
False |
16,830 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
24.5 |
1.3% |
47% |
False |
False |
10,809 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
23.8 |
1.3% |
47% |
False |
False |
8,384 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
23.4 |
1.3% |
63% |
False |
False |
6,662 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
24.2 |
1.3% |
63% |
False |
False |
5,579 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
24.4 |
1.3% |
63% |
False |
False |
4,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.4 |
2.618 |
1,876.2 |
1.618 |
1,862.0 |
1.000 |
1,853.2 |
0.618 |
1,847.8 |
HIGH |
1,839.0 |
0.618 |
1,833.6 |
0.500 |
1,831.9 |
0.382 |
1,830.2 |
LOW |
1,824.8 |
0.618 |
1,816.0 |
1.000 |
1,810.6 |
1.618 |
1,801.8 |
2.618 |
1,787.6 |
4.250 |
1,764.5 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,832.7 |
1,829.1 |
PP |
1,832.3 |
1,825.0 |
S1 |
1,831.9 |
1,821.0 |
|