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 |
34,924.81 |
35,007.94 |
83.13 |
0.2% |
34,836.75 |
High |
34,990.41 |
35,090.01 |
99.60 |
0.3% |
35,090.01 |
Low |
34,762.87 |
34,647.82 |
-115.05 |
-0.3% |
34,647.82 |
Close |
34,987.02 |
34,687.85 |
-299.17 |
-0.9% |
34,687.85 |
Range |
227.54 |
442.19 |
214.65 |
94.3% |
442.19 |
ATR |
303.35 |
313.26 |
9.92 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,135.13 |
35,853.68 |
34,931.05 |
|
R3 |
35,692.94 |
35,411.49 |
34,809.45 |
|
R2 |
35,250.75 |
35,250.75 |
34,768.92 |
|
R1 |
34,969.30 |
34,969.30 |
34,728.38 |
34,888.93 |
PP |
34,808.56 |
34,808.56 |
34,808.56 |
34,768.38 |
S1 |
34,527.11 |
34,527.11 |
34,647.32 |
34,446.74 |
S2 |
34,366.37 |
34,366.37 |
34,606.78 |
|
S3 |
33,924.18 |
34,084.92 |
34,566.25 |
|
S4 |
33,481.99 |
33,642.73 |
34,444.65 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,135.13 |
35,853.68 |
34,931.05 |
|
R3 |
35,692.94 |
35,411.49 |
34,809.45 |
|
R2 |
35,250.75 |
35,250.75 |
34,768.92 |
|
R1 |
34,969.30 |
34,969.30 |
34,728.38 |
34,888.93 |
PP |
34,808.56 |
34,808.56 |
34,808.56 |
34,768.38 |
S1 |
34,527.11 |
34,527.11 |
34,647.32 |
34,446.74 |
S2 |
34,366.37 |
34,366.37 |
34,606.78 |
|
S3 |
33,924.18 |
34,084.92 |
34,566.25 |
|
S4 |
33,481.99 |
33,642.73 |
34,444.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,090.01 |
34,647.82 |
442.19 |
1.3% |
267.07 |
0.8% |
9% |
True |
True |
|
10 |
35,090.01 |
34,145.59 |
944.42 |
2.7% |
313.03 |
0.9% |
57% |
True |
False |
|
20 |
35,090.01 |
33,271.93 |
1,818.08 |
5.2% |
295.24 |
0.9% |
78% |
True |
False |
|
40 |
35,090.01 |
33,271.93 |
1,818.08 |
5.2% |
276.22 |
0.8% |
78% |
True |
False |
|
60 |
35,091.56 |
33,271.93 |
1,819.63 |
5.2% |
302.94 |
0.9% |
78% |
False |
False |
|
80 |
35,091.56 |
32,074.60 |
3,016.96 |
8.7% |
295.21 |
0.9% |
87% |
False |
False |
|
100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.1% |
325.16 |
0.9% |
91% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.1% |
326.68 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,969.32 |
2.618 |
36,247.66 |
1.618 |
35,805.47 |
1.000 |
35,532.20 |
0.618 |
35,363.28 |
HIGH |
35,090.01 |
0.618 |
34,921.09 |
0.500 |
34,868.92 |
0.382 |
34,816.74 |
LOW |
34,647.82 |
0.618 |
34,374.55 |
1.000 |
34,205.63 |
1.618 |
33,932.36 |
2.618 |
33,490.17 |
4.250 |
32,768.51 |
|
|
Fisher Pivots for day following 16-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,868.92 |
34,868.92 |
PP |
34,808.56 |
34,808.56 |
S1 |
34,748.21 |
34,748.21 |
|