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 |
4,364.00 |
4,350.00 |
-14.00 |
-0.3% |
4,331.00 |
High |
4,373.00 |
4,374.00 |
1.00 |
0.0% |
4,353.25 |
Low |
4,346.50 |
4,339.75 |
-6.75 |
-0.2% |
4,269.75 |
Close |
4,350.75 |
4,357.25 |
6.50 |
0.1% |
4,349.50 |
Range |
26.50 |
34.25 |
7.75 |
29.2% |
83.50 |
ATR |
39.39 |
39.02 |
-0.37 |
-0.9% |
0.00 |
Volume |
1,457 |
2,558 |
1,101 |
75.6% |
6,061 |
|
Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,459.75 |
4,442.75 |
4,376.00 |
|
R3 |
4,425.50 |
4,408.50 |
4,366.75 |
|
R2 |
4,391.25 |
4,391.25 |
4,363.50 |
|
R1 |
4,374.25 |
4,374.25 |
4,360.50 |
4,382.75 |
PP |
4,357.00 |
4,357.00 |
4,357.00 |
4,361.25 |
S1 |
4,340.00 |
4,340.00 |
4,354.00 |
4,348.50 |
S2 |
4,322.75 |
4,322.75 |
4,351.00 |
|
S3 |
4,288.50 |
4,305.75 |
4,347.75 |
|
S4 |
4,254.25 |
4,271.50 |
4,338.50 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,574.75 |
4,545.50 |
4,395.50 |
|
R3 |
4,491.25 |
4,462.00 |
4,372.50 |
|
R2 |
4,407.75 |
4,407.75 |
4,364.75 |
|
R1 |
4,378.50 |
4,378.50 |
4,357.25 |
4,393.00 |
PP |
4,324.25 |
4,324.25 |
4,324.25 |
4,331.50 |
S1 |
4,295.00 |
4,295.00 |
4,341.75 |
4,309.50 |
S2 |
4,240.75 |
4,240.75 |
4,334.25 |
|
S3 |
4,157.25 |
4,211.50 |
4,326.50 |
|
S4 |
4,073.75 |
4,128.00 |
4,303.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,374.00 |
4,269.75 |
104.25 |
2.4% |
47.75 |
1.1% |
84% |
True |
False |
1,517 |
10 |
4,374.00 |
4,259.00 |
115.00 |
2.6% |
40.00 |
0.9% |
85% |
True |
False |
1,600 |
20 |
4,374.00 |
4,117.00 |
257.00 |
5.9% |
40.00 |
0.9% |
93% |
True |
False |
1,293 |
40 |
4,374.00 |
4,036.75 |
337.25 |
7.7% |
38.75 |
0.9% |
95% |
True |
False |
753 |
60 |
4,374.00 |
4,011.25 |
362.75 |
8.3% |
42.50 |
1.0% |
95% |
True |
False |
569 |
80 |
4,374.00 |
3,824.00 |
550.00 |
12.6% |
41.25 |
0.9% |
97% |
True |
False |
985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,519.50 |
2.618 |
4,463.75 |
1.618 |
4,429.50 |
1.000 |
4,408.25 |
0.618 |
4,395.25 |
HIGH |
4,374.00 |
0.618 |
4,361.00 |
0.500 |
4,357.00 |
0.382 |
4,352.75 |
LOW |
4,339.75 |
0.618 |
4,318.50 |
1.000 |
4,305.50 |
1.618 |
4,284.25 |
2.618 |
4,250.00 |
4.250 |
4,194.25 |
|
|
Fisher Pivots for day following 14-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,357.00 |
4,355.75 |
PP |
4,357.00 |
4,354.50 |
S1 |
4,357.00 |
4,353.00 |
|