Trading Metrics calculated at close of trading on 13-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
34,836.75 |
34,959.96 |
123.21 |
0.4% |
34,790.16 |
High |
35,014.90 |
35,018.79 |
3.89 |
0.0% |
34,893.72 |
Low |
34,733.49 |
34,876.89 |
143.40 |
0.4% |
34,145.59 |
Close |
34,996.18 |
34,888.79 |
-107.39 |
-0.3% |
34,870.16 |
Range |
281.41 |
141.90 |
-139.51 |
-49.6% |
748.13 |
ATR |
327.58 |
314.32 |
-13.26 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,353.86 |
35,263.22 |
34,966.84 |
|
R3 |
35,211.96 |
35,121.32 |
34,927.81 |
|
R2 |
35,070.06 |
35,070.06 |
34,914.81 |
|
R1 |
34,979.42 |
34,979.42 |
34,901.80 |
34,953.79 |
PP |
34,928.16 |
34,928.16 |
34,928.16 |
34,915.34 |
S1 |
34,837.52 |
34,837.52 |
34,875.78 |
34,811.89 |
S2 |
34,786.26 |
34,786.26 |
34,862.78 |
|
S3 |
34,644.36 |
34,695.62 |
34,849.77 |
|
S4 |
34,502.46 |
34,553.72 |
34,810.75 |
|
|
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 |
35,018.79 |
34,145.59 |
873.20 |
2.5% |
311.23 |
0.9% |
85% |
True |
False |
|
10 |
35,018.79 |
34,145.59 |
873.20 |
2.5% |
287.04 |
0.8% |
85% |
True |
False |
|
20 |
35,018.79 |
33,271.93 |
1,746.86 |
5.0% |
304.21 |
0.9% |
93% |
True |
False |
|
40 |
35,018.79 |
33,271.93 |
1,746.86 |
5.0% |
279.52 |
0.8% |
93% |
True |
False |
|
60 |
35,091.56 |
33,271.93 |
1,819.63 |
5.2% |
303.32 |
0.9% |
89% |
False |
False |
|
80 |
35,091.56 |
32,074.60 |
3,016.96 |
8.6% |
296.92 |
0.9% |
93% |
False |
False |
|
100 |
35,091.56 |
30,547.53 |
4,544.03 |
13.0% |
326.37 |
0.9% |
96% |
False |
False |
|
120 |
35,091.56 |
29,856.30 |
5,235.26 |
15.0% |
325.68 |
0.9% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,621.87 |
2.618 |
35,390.28 |
1.618 |
35,248.38 |
1.000 |
35,160.69 |
0.618 |
35,106.48 |
HIGH |
35,018.79 |
0.618 |
34,964.58 |
0.500 |
34,947.84 |
0.382 |
34,931.10 |
LOW |
34,876.89 |
0.618 |
34,789.20 |
1.000 |
34,734.99 |
1.618 |
34,647.30 |
2.618 |
34,505.40 |
4.250 |
34,273.82 |
|
|
Fisher Pivots for day following 13-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,947.84 |
34,838.58 |
PP |
34,928.16 |
34,788.36 |
S1 |
34,908.47 |
34,738.15 |
|