Trading Metrics calculated at close of trading on 12-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
32,720 |
34,265 |
1,545 |
4.7% |
36,000 |
High |
33,820 |
34,910 |
1,090 |
3.2% |
36,020 |
Low |
32,340 |
32,740 |
400 |
1.2% |
32,180 |
Close |
33,565 |
32,900 |
-665 |
-2.0% |
33,565 |
Range |
1,480 |
2,170 |
690 |
46.6% |
3,840 |
ATR |
2,925 |
2,871 |
-54 |
-1.8% |
0 |
Volume |
67 |
54 |
-13 |
-19.4% |
367 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40,027 |
38,633 |
34,094 |
|
R3 |
37,857 |
36,463 |
33,497 |
|
R2 |
35,687 |
35,687 |
33,298 |
|
R1 |
34,293 |
34,293 |
33,099 |
33,905 |
PP |
33,517 |
33,517 |
33,517 |
33,323 |
S1 |
32,123 |
32,123 |
32,701 |
31,735 |
S2 |
31,347 |
31,347 |
32,502 |
|
S3 |
29,177 |
29,953 |
32,303 |
|
S4 |
27,007 |
27,783 |
31,707 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45,442 |
43,343 |
35,677 |
|
R3 |
41,602 |
39,503 |
34,621 |
|
R2 |
37,762 |
37,762 |
34,269 |
|
R1 |
35,663 |
35,663 |
33,917 |
34,793 |
PP |
33,922 |
33,922 |
33,922 |
33,486 |
S1 |
31,823 |
31,823 |
33,213 |
30,953 |
S2 |
30,082 |
30,082 |
32,861 |
|
S3 |
26,242 |
27,983 |
32,509 |
|
S4 |
22,402 |
24,143 |
31,453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
36,020 |
32,180 |
3,840 |
11.7% |
1,898 |
5.8% |
19% |
False |
False |
84 |
10 |
36,830 |
32,180 |
4,650 |
14.1% |
1,980 |
6.0% |
15% |
False |
False |
90 |
20 |
41,675 |
28,825 |
12,850 |
39.1% |
2,502 |
7.6% |
32% |
False |
False |
124 |
40 |
52,400 |
28,825 |
23,575 |
71.7% |
3,384 |
10.3% |
17% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44,133 |
2.618 |
40,591 |
1.618 |
38,421 |
1.000 |
37,080 |
0.618 |
36,251 |
HIGH |
34,910 |
0.618 |
34,081 |
0.500 |
33,825 |
0.382 |
33,569 |
LOW |
32,740 |
0.618 |
31,399 |
1.000 |
30,570 |
1.618 |
29,229 |
2.618 |
27,059 |
4.250 |
23,518 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
33,825 |
33,545 |
PP |
33,517 |
33,330 |
S1 |
33,208 |
33,115 |
|