| 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 |
1,808.3 |
1,828.7 |
20.4 |
1.1% |
1,787.5 |
| High |
1,831.1 |
1,835.0 |
3.9 |
0.2% |
1,819.5 |
| Low |
1,804.9 |
1,820.6 |
15.7 |
0.9% |
1,784.7 |
| Close |
1,825.0 |
1,829.0 |
4.0 |
0.2% |
1,810.6 |
| Range |
26.2 |
14.4 |
-11.8 |
-45.0% |
34.8 |
| ATR |
24.6 |
23.9 |
-0.7 |
-3.0% |
0.0 |
| Volume |
229,879 |
175,611 |
-54,268 |
-23.6% |
882,593 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,871.4 |
1,864.6 |
1,836.9 |
|
| R3 |
1,857.0 |
1,850.2 |
1,833.0 |
|
| R2 |
1,842.6 |
1,842.6 |
1,831.6 |
|
| R1 |
1,835.8 |
1,835.8 |
1,830.3 |
1,839.2 |
| PP |
1,828.2 |
1,828.2 |
1,828.2 |
1,829.9 |
| S1 |
1,821.4 |
1,821.4 |
1,827.7 |
1,824.8 |
| S2 |
1,813.8 |
1,813.8 |
1,826.4 |
|
| S3 |
1,799.4 |
1,807.0 |
1,825.0 |
|
| S4 |
1,785.0 |
1,792.6 |
1,821.1 |
|
|
| 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 |
1,835.0 |
1,791.0 |
44.0 |
2.4% |
19.3 |
1.1% |
86% |
True |
False |
206,932 |
| 10 |
1,835.0 |
1,765.9 |
69.1 |
3.8% |
20.8 |
1.1% |
91% |
True |
False |
210,897 |
| 20 |
1,835.0 |
1,750.1 |
84.9 |
4.6% |
23.4 |
1.3% |
93% |
True |
False |
209,951 |
| 40 |
1,919.2 |
1,750.1 |
169.1 |
9.2% |
25.2 |
1.4% |
47% |
False |
False |
192,753 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.2% |
24.6 |
1.3% |
47% |
False |
False |
136,689 |
| 80 |
1,919.2 |
1,679.4 |
239.8 |
13.1% |
24.1 |
1.3% |
62% |
False |
False |
103,284 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.2% |
24.9 |
1.4% |
63% |
False |
False |
83,221 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.2% |
24.9 |
1.4% |
63% |
False |
False |
69,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,896.2 |
|
2.618 |
1,872.7 |
|
1.618 |
1,858.3 |
|
1.000 |
1,849.4 |
|
0.618 |
1,843.9 |
|
HIGH |
1,835.0 |
|
0.618 |
1,829.5 |
|
0.500 |
1,827.8 |
|
0.382 |
1,826.1 |
|
LOW |
1,820.6 |
|
0.618 |
1,811.7 |
|
1.000 |
1,806.2 |
|
1.618 |
1,797.3 |
|
2.618 |
1,782.9 |
|
4.250 |
1,759.4 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,828.6 |
1,825.0 |
| PP |
1,828.2 |
1,820.9 |
| S1 |
1,827.8 |
1,816.9 |
|