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 |
34,920.83 |
34,924.81 |
3.98 |
0.0% |
34,790.16 |
High |
35,069.18 |
34,990.41 |
-78.77 |
-0.2% |
34,893.72 |
Low |
34,826.87 |
34,762.87 |
-64.00 |
-0.2% |
34,145.59 |
Close |
34,933.23 |
34,987.02 |
53.79 |
0.2% |
34,870.16 |
Range |
242.31 |
227.54 |
-14.77 |
-6.1% |
748.13 |
ATR |
309.18 |
303.35 |
-5.83 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,596.05 |
35,519.08 |
35,112.17 |
|
R3 |
35,368.51 |
35,291.54 |
35,049.59 |
|
R2 |
35,140.97 |
35,140.97 |
35,028.74 |
|
R1 |
35,064.00 |
35,064.00 |
35,007.88 |
35,102.49 |
PP |
34,913.43 |
34,913.43 |
34,913.43 |
34,932.68 |
S1 |
34,836.46 |
34,836.46 |
34,966.16 |
34,874.95 |
S2 |
34,685.89 |
34,685.89 |
34,945.30 |
|
S3 |
34,458.35 |
34,608.92 |
34,924.45 |
|
S4 |
34,230.81 |
34,381.38 |
34,861.87 |
|
|
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 |
35,069.18 |
34,457.51 |
611.67 |
1.7% |
265.87 |
0.8% |
87% |
False |
False |
|
10 |
35,069.18 |
34,145.59 |
923.59 |
2.6% |
282.95 |
0.8% |
91% |
False |
False |
|
20 |
35,069.18 |
33,271.93 |
1,797.25 |
5.1% |
295.84 |
0.8% |
95% |
False |
False |
|
40 |
35,069.18 |
33,271.93 |
1,797.25 |
5.1% |
276.97 |
0.8% |
95% |
False |
False |
|
60 |
35,091.56 |
33,271.93 |
1,819.63 |
5.2% |
302.00 |
0.9% |
94% |
False |
False |
|
80 |
35,091.56 |
32,074.60 |
3,016.96 |
8.6% |
294.65 |
0.8% |
97% |
False |
False |
|
100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.0% |
325.62 |
0.9% |
98% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.0% |
326.40 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,957.46 |
2.618 |
35,586.11 |
1.618 |
35,358.57 |
1.000 |
35,217.95 |
0.618 |
35,131.03 |
HIGH |
34,990.41 |
0.618 |
34,903.49 |
0.500 |
34,876.64 |
0.382 |
34,849.79 |
LOW |
34,762.87 |
0.618 |
34,622.25 |
1.000 |
34,535.33 |
1.618 |
34,394.71 |
2.618 |
34,167.17 |
4.250 |
33,795.83 |
|
|
Fisher Pivots for day following 15-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,950.23 |
34,963.36 |
PP |
34,913.43 |
34,939.69 |
S1 |
34,876.64 |
34,916.03 |
|