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 |
34,457.51 |
34,836.75 |
379.24 |
1.1% |
34,790.16 |
High |
34,893.72 |
35,014.90 |
121.18 |
0.3% |
34,893.72 |
Low |
34,457.51 |
34,733.49 |
275.98 |
0.8% |
34,145.59 |
Close |
34,870.16 |
34,996.18 |
126.02 |
0.4% |
34,870.16 |
Range |
436.21 |
281.41 |
-154.80 |
-35.5% |
748.13 |
ATR |
331.14 |
327.58 |
-3.55 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,759.09 |
35,659.04 |
35,150.96 |
|
R3 |
35,477.68 |
35,377.63 |
35,073.57 |
|
R2 |
35,196.27 |
35,196.27 |
35,047.77 |
|
R1 |
35,096.22 |
35,096.22 |
35,021.98 |
35,146.25 |
PP |
34,914.86 |
34,914.86 |
34,914.86 |
34,939.87 |
S1 |
34,814.81 |
34,814.81 |
34,970.38 |
34,864.84 |
S2 |
34,633.45 |
34,633.45 |
34,944.59 |
|
S3 |
34,352.04 |
34,533.40 |
34,918.79 |
|
S4 |
34,070.63 |
34,251.99 |
34,841.40 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,880.88 |
36,623.65 |
35,281.63 |
|
R3 |
36,132.75 |
35,875.52 |
35,075.90 |
|
R2 |
35,384.62 |
35,384.62 |
35,007.32 |
|
R1 |
35,127.39 |
35,127.39 |
34,938.74 |
35,256.01 |
PP |
34,636.49 |
34,636.49 |
34,636.49 |
34,700.80 |
S1 |
34,379.26 |
34,379.26 |
34,801.58 |
34,507.88 |
S2 |
33,888.36 |
33,888.36 |
34,733.00 |
|
S3 |
33,140.23 |
33,631.13 |
34,664.42 |
|
S4 |
32,392.10 |
32,883.00 |
34,458.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,014.90 |
34,145.59 |
869.31 |
2.5% |
373.58 |
1.1% |
98% |
True |
False |
|
10 |
35,014.90 |
34,145.59 |
869.31 |
2.5% |
298.96 |
0.9% |
98% |
True |
False |
|
20 |
35,014.90 |
33,271.93 |
1,742.97 |
5.0% |
310.17 |
0.9% |
99% |
True |
False |
|
40 |
35,014.90 |
33,271.93 |
1,742.97 |
5.0% |
286.06 |
0.8% |
99% |
True |
False |
|
60 |
35,091.56 |
33,271.93 |
1,819.63 |
5.2% |
304.27 |
0.9% |
95% |
False |
False |
|
80 |
35,091.56 |
32,074.60 |
3,016.96 |
8.6% |
300.10 |
0.9% |
97% |
False |
False |
|
100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.0% |
327.68 |
0.9% |
98% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.0% |
326.49 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,210.89 |
2.618 |
35,751.63 |
1.618 |
35,470.22 |
1.000 |
35,296.31 |
0.618 |
35,188.81 |
HIGH |
35,014.90 |
0.618 |
34,907.40 |
0.500 |
34,874.20 |
0.382 |
34,840.99 |
LOW |
34,733.49 |
0.618 |
34,559.58 |
1.000 |
34,452.08 |
1.618 |
34,278.17 |
2.618 |
33,996.76 |
4.250 |
33,537.50 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,955.52 |
34,857.54 |
PP |
34,914.86 |
34,718.89 |
S1 |
34,874.20 |
34,580.25 |
|