Trading Metrics calculated at close of trading on 12-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,803.2 |
1,808.5 |
5.3 |
0.3% |
1,787.5 |
High |
1,813.0 |
1,811.0 |
-2.0 |
-0.1% |
1,819.5 |
Low |
1,796.6 |
1,791.0 |
-5.6 |
-0.3% |
1,784.7 |
Close |
1,810.6 |
1,805.9 |
-4.7 |
-0.3% |
1,810.6 |
Range |
16.4 |
20.0 |
3.6 |
22.0% |
34.8 |
ATR |
25.3 |
24.9 |
-0.4 |
-1.5% |
0.0 |
Volume |
185,581 |
201,416 |
15,835 |
8.5% |
882,593 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.6 |
1,854.3 |
1,816.9 |
|
R3 |
1,842.6 |
1,834.3 |
1,811.4 |
|
R2 |
1,822.6 |
1,822.6 |
1,809.6 |
|
R1 |
1,814.3 |
1,814.3 |
1,807.7 |
1,808.5 |
PP |
1,802.6 |
1,802.6 |
1,802.6 |
1,799.7 |
S1 |
1,794.3 |
1,794.3 |
1,804.1 |
1,788.5 |
S2 |
1,782.6 |
1,782.6 |
1,802.2 |
|
S3 |
1,762.6 |
1,774.3 |
1,800.4 |
|
S4 |
1,742.6 |
1,754.3 |
1,794.9 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.3 |
1,894.8 |
1,829.7 |
|
R3 |
1,874.5 |
1,860.0 |
1,820.2 |
|
R2 |
1,839.7 |
1,839.7 |
1,817.0 |
|
R1 |
1,825.2 |
1,825.2 |
1,813.8 |
1,832.5 |
PP |
1,804.9 |
1,804.9 |
1,804.9 |
1,808.6 |
S1 |
1,790.4 |
1,790.4 |
1,807.4 |
1,797.7 |
S2 |
1,770.1 |
1,770.1 |
1,804.2 |
|
S3 |
1,735.3 |
1,755.6 |
1,801.0 |
|
S4 |
1,700.5 |
1,720.8 |
1,791.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,819.5 |
1,784.7 |
34.8 |
1.9% |
21.9 |
1.2% |
61% |
False |
False |
216,801 |
10 |
1,819.5 |
1,750.1 |
69.4 |
3.8% |
21.5 |
1.2% |
80% |
False |
False |
203,989 |
20 |
1,879.7 |
1,750.1 |
129.6 |
7.2% |
26.1 |
1.4% |
43% |
False |
False |
209,155 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
25.4 |
1.4% |
33% |
False |
False |
179,456 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.6 |
1.4% |
33% |
False |
False |
126,000 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
24.2 |
1.3% |
53% |
False |
False |
95,272 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.1 |
1.4% |
53% |
False |
False |
76,778 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.1 |
1.4% |
53% |
False |
False |
64,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.0 |
2.618 |
1,863.4 |
1.618 |
1,843.4 |
1.000 |
1,831.0 |
0.618 |
1,823.4 |
HIGH |
1,811.0 |
0.618 |
1,803.4 |
0.500 |
1,801.0 |
0.382 |
1,798.6 |
LOW |
1,791.0 |
0.618 |
1,778.6 |
1.000 |
1,771.0 |
1.618 |
1,758.6 |
2.618 |
1,738.6 |
4.250 |
1,706.0 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,804.3 |
1,805.7 |
PP |
1,802.6 |
1,805.5 |
S1 |
1,801.0 |
1,805.3 |
|