| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,026.7890 |
1,947.2500 |
-79.5390 |
-3.9% |
2,216.1550 |
| High |
2,042.7280 |
2,015.9590 |
-26.7690 |
-1.3% |
2,406.8320 |
| Low |
1,920.6720 |
1,868.4520 |
-52.2200 |
-2.7% |
2,050.2220 |
| Close |
1,948.2440 |
1,989.4340 |
41.1900 |
2.1% |
2,134.0960 |
| Range |
122.0560 |
147.5070 |
25.4510 |
20.9% |
356.6100 |
| ATR |
233.7454 |
227.5855 |
-6.1599 |
-2.6% |
0.0000 |
| Volume |
1,113,029 |
1,181,642 |
68,613 |
6.2% |
5,116,710 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,400.4693 |
2,342.4587 |
2,070.5629 |
|
| R3 |
2,252.9623 |
2,194.9517 |
2,029.9984 |
|
| R2 |
2,105.4553 |
2,105.4553 |
2,016.4770 |
|
| R1 |
2,047.4447 |
2,047.4447 |
2,002.9555 |
2,076.4500 |
| PP |
1,957.9483 |
1,957.9483 |
1,957.9483 |
1,972.4510 |
| S1 |
1,899.9377 |
1,899.9377 |
1,975.9125 |
1,928.9430 |
| S2 |
1,810.4413 |
1,810.4413 |
1,962.3911 |
|
| S3 |
1,662.9343 |
1,752.4307 |
1,948.8696 |
|
| S4 |
1,515.4273 |
1,604.9237 |
1,908.3052 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,266.8800 |
3,057.0980 |
2,330.2315 |
|
| R3 |
2,910.2700 |
2,700.4880 |
2,232.1638 |
|
| R2 |
2,553.6600 |
2,553.6600 |
2,199.4745 |
|
| R1 |
2,343.8780 |
2,343.8780 |
2,166.7853 |
2,270.4640 |
| PP |
2,197.0500 |
2,197.0500 |
2,197.0500 |
2,160.3430 |
| S1 |
1,987.2680 |
1,987.2680 |
2,101.4068 |
1,913.8540 |
| S2 |
1,840.4400 |
1,840.4400 |
2,068.7175 |
|
| S3 |
1,483.8300 |
1,630.6580 |
2,036.0283 |
|
| S4 |
1,127.2200 |
1,274.0480 |
1,937.9605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,362.3930 |
1,868.4520 |
493.9410 |
24.8% |
163.2670 |
8.2% |
24% |
False |
True |
1,193,248 |
| 10 |
2,406.8320 |
1,868.4520 |
538.3800 |
27.1% |
160.5972 |
8.1% |
22% |
False |
True |
1,242,660 |
| 20 |
2,564.7660 |
1,709.6900 |
855.0760 |
43.0% |
201.5958 |
10.1% |
33% |
False |
False |
1,362,908 |
| 40 |
3,560.4720 |
1,709.6900 |
1,850.7820 |
93.0% |
306.1521 |
15.4% |
15% |
False |
False |
1,366,683 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
133.8% |
330.8536 |
16.6% |
11% |
False |
False |
1,284,277 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
141.8% |
286.1713 |
14.4% |
16% |
False |
False |
1,117,761 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
154.6% |
264.7051 |
13.3% |
23% |
False |
False |
1,073,060 |
| 120 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
167.2% |
246.3166 |
12.4% |
28% |
False |
False |
1,082,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,642.8638 |
|
2.618 |
2,402.1323 |
|
1.618 |
2,254.6253 |
|
1.000 |
2,163.4660 |
|
0.618 |
2,107.1183 |
|
HIGH |
2,015.9590 |
|
0.618 |
1,959.6113 |
|
0.500 |
1,942.2055 |
|
0.382 |
1,924.7997 |
|
LOW |
1,868.4520 |
|
0.618 |
1,777.2927 |
|
1.000 |
1,720.9450 |
|
1.618 |
1,629.7857 |
|
2.618 |
1,482.2787 |
|
4.250 |
1,241.5473 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.6912 |
2,029.3880 |
| PP |
1,957.9483 |
2,016.0700 |
| S1 |
1,942.2055 |
2,002.7520 |
|