| 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 |
1,947.2500 |
1,989.0170 |
41.7670 |
2.1% |
2,216.1550 |
| High |
2,015.9590 |
2,038.7700 |
22.8110 |
1.1% |
2,406.8320 |
| Low |
1,868.4520 |
1,885.3900 |
16.9380 |
0.9% |
2,050.2220 |
| Close |
1,989.4340 |
1,926.0380 |
-63.3960 |
-3.2% |
2,134.0960 |
| Range |
147.5070 |
153.3800 |
5.8730 |
4.0% |
356.6100 |
| ATR |
227.5855 |
222.2851 |
-5.3004 |
-2.3% |
0.0000 |
| Volume |
1,181,642 |
1,009,642 |
-172,000 |
-14.6% |
5,116,710 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,410.2060 |
2,321.5020 |
2,010.3970 |
|
| R3 |
2,256.8260 |
2,168.1220 |
1,968.2175 |
|
| R2 |
2,103.4460 |
2,103.4460 |
1,954.1577 |
|
| R1 |
2,014.7420 |
2,014.7420 |
1,940.0978 |
1,982.4040 |
| PP |
1,950.0660 |
1,950.0660 |
1,950.0660 |
1,933.8970 |
| S1 |
1,861.3620 |
1,861.3620 |
1,911.9782 |
1,829.0240 |
| S2 |
1,796.6860 |
1,796.6860 |
1,897.9183 |
|
| S3 |
1,643.3060 |
1,707.9820 |
1,883.8585 |
|
| S4 |
1,489.9260 |
1,554.6020 |
1,841.6790 |
|
|
| 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 |
2,190.3240 |
1,868.4520 |
321.8720 |
16.7% |
147.6440 |
7.7% |
18% |
False |
False |
1,122,489 |
| 10 |
2,406.8320 |
1,868.4520 |
538.3800 |
28.0% |
157.0266 |
8.2% |
11% |
False |
False |
1,200,639 |
| 20 |
2,458.6910 |
1,709.6900 |
749.0010 |
38.9% |
200.1532 |
10.4% |
29% |
False |
False |
1,362,880 |
| 40 |
3,464.9490 |
1,709.6900 |
1,755.2590 |
91.1% |
300.9820 |
15.6% |
12% |
False |
False |
1,365,940 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
138.2% |
328.8153 |
17.1% |
8% |
False |
False |
1,285,219 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
146.4% |
285.6969 |
14.8% |
13% |
False |
False |
1,123,890 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
159.7% |
261.2956 |
13.6% |
21% |
False |
False |
1,067,550 |
| 120 |
4,370.7670 |
1,197.6320 |
3,173.1350 |
164.7% |
245.6668 |
12.8% |
23% |
False |
False |
1,074,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.6350 |
|
2.618 |
2,440.3188 |
|
1.618 |
2,286.9388 |
|
1.000 |
2,192.1500 |
|
0.618 |
2,133.5588 |
|
HIGH |
2,038.7700 |
|
0.618 |
1,980.1788 |
|
0.500 |
1,962.0800 |
|
0.382 |
1,943.9812 |
|
LOW |
1,885.3900 |
|
0.618 |
1,790.6012 |
|
1.000 |
1,732.0100 |
|
1.618 |
1,637.2212 |
|
2.618 |
1,483.8412 |
|
4.250 |
1,233.5250 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,962.0800 |
1,955.5900 |
| PP |
1,950.0660 |
1,945.7393 |
| S1 |
1,938.0520 |
1,935.8887 |
|