Trading Metrics calculated at close of trading on 16-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,832.9 |
1,834.5 |
1.6 |
0.1% |
1,811.9 |
High |
1,839.0 |
1,836.2 |
-2.8 |
-0.2% |
1,839.0 |
Low |
1,824.8 |
1,813.6 |
-11.2 |
-0.6% |
1,795.5 |
Close |
1,833.1 |
1,819.1 |
-14.0 |
-0.8% |
1,819.1 |
Range |
14.2 |
22.6 |
8.4 |
59.2% |
43.5 |
ATR |
23.3 |
23.3 |
-0.1 |
-0.2% |
0.0 |
Volume |
32,868 |
13,975 |
-18,893 |
-57.5% |
197,134 |
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.8 |
1,877.5 |
1,831.5 |
|
R3 |
1,868.2 |
1,854.9 |
1,825.3 |
|
R2 |
1,845.6 |
1,845.6 |
1,823.2 |
|
R1 |
1,832.3 |
1,832.3 |
1,821.2 |
1,827.7 |
PP |
1,823.0 |
1,823.0 |
1,823.0 |
1,820.6 |
S1 |
1,809.7 |
1,809.7 |
1,817.0 |
1,805.1 |
S2 |
1,800.4 |
1,800.4 |
1,815.0 |
|
S3 |
1,777.8 |
1,787.1 |
1,812.9 |
|
S4 |
1,755.2 |
1,764.5 |
1,806.7 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.4 |
1,927.2 |
1,843.0 |
|
R3 |
1,904.9 |
1,883.7 |
1,831.1 |
|
R2 |
1,861.4 |
1,861.4 |
1,827.1 |
|
R1 |
1,840.2 |
1,840.2 |
1,823.1 |
1,850.8 |
PP |
1,817.9 |
1,817.9 |
1,817.9 |
1,823.2 |
S1 |
1,796.7 |
1,796.7 |
1,815.1 |
1,807.3 |
S2 |
1,774.4 |
1,774.4 |
1,811.1 |
|
S3 |
1,730.9 |
1,753.2 |
1,807.1 |
|
S4 |
1,687.4 |
1,709.7 |
1,795.2 |
|
|
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% |
19.9 |
1.1% |
54% |
False |
False |
39,426 |
10 |
1,839.0 |
1,779.1 |
59.9 |
3.3% |
20.8 |
1.1% |
67% |
False |
False |
30,549 |
20 |
1,839.0 |
1,754.5 |
84.5 |
4.6% |
20.9 |
1.1% |
76% |
False |
False |
17,198 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
24.1 |
1.3% |
38% |
False |
False |
11,002 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
23.9 |
1.3% |
38% |
False |
False |
8,606 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.4 |
1.3% |
57% |
False |
False |
6,821 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.3 |
1.3% |
57% |
False |
False |
5,715 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.4 |
1.3% |
57% |
False |
False |
4,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.3 |
2.618 |
1,895.4 |
1.618 |
1,872.8 |
1.000 |
1,858.8 |
0.618 |
1,850.2 |
HIGH |
1,836.2 |
0.618 |
1,827.6 |
0.500 |
1,824.9 |
0.382 |
1,822.2 |
LOW |
1,813.6 |
0.618 |
1,799.6 |
1.000 |
1,791.0 |
1.618 |
1,777.0 |
2.618 |
1,754.4 |
4.250 |
1,717.6 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,824.9 |
1,824.1 |
PP |
1,823.0 |
1,822.4 |
S1 |
1,821.0 |
1,820.8 |
|