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 |
6,952.0 |
7,050.5 |
98.5 |
1.4% |
7,057.0 |
High |
7,056.0 |
7,065.0 |
9.0 |
0.1% |
7,102.5 |
Low |
6,937.5 |
6,995.0 |
57.5 |
0.8% |
6,911.5 |
Close |
7,044.0 |
7,063.5 |
19.5 |
0.3% |
7,044.0 |
Range |
118.5 |
70.0 |
-48.5 |
-40.9% |
191.0 |
ATR |
81.3 |
80.5 |
-0.8 |
-1.0% |
0.0 |
Volume |
98,898 |
68,578 |
-30,320 |
-30.7% |
458,358 |
|
Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,251.0 |
7,227.5 |
7,102.0 |
|
R3 |
7,181.0 |
7,157.5 |
7,083.0 |
|
R2 |
7,111.0 |
7,111.0 |
7,076.5 |
|
R1 |
7,087.5 |
7,087.5 |
7,070.0 |
7,099.0 |
PP |
7,041.0 |
7,041.0 |
7,041.0 |
7,047.0 |
S1 |
7,017.5 |
7,017.5 |
7,057.0 |
7,029.0 |
S2 |
6,971.0 |
6,971.0 |
7,050.5 |
|
S3 |
6,901.0 |
6,947.5 |
7,044.0 |
|
S4 |
6,831.0 |
6,877.5 |
7,025.0 |
|
|
Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,592.5 |
7,509.0 |
7,149.0 |
|
R3 |
7,401.5 |
7,318.0 |
7,096.5 |
|
R2 |
7,210.5 |
7,210.5 |
7,079.0 |
|
R1 |
7,127.0 |
7,127.0 |
7,061.5 |
7,073.0 |
PP |
7,019.5 |
7,019.5 |
7,019.5 |
6,992.5 |
S1 |
6,936.0 |
6,936.0 |
7,026.5 |
6,882.0 |
S2 |
6,828.5 |
6,828.5 |
7,009.0 |
|
S3 |
6,637.5 |
6,745.0 |
6,991.5 |
|
S4 |
6,446.5 |
6,554.0 |
6,939.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,102.5 |
6,911.5 |
191.0 |
2.7% |
106.0 |
1.5% |
80% |
False |
False |
96,249 |
10 |
7,102.5 |
6,911.5 |
191.0 |
2.7% |
89.5 |
1.3% |
80% |
False |
False |
89,024 |
20 |
7,143.0 |
6,872.0 |
271.0 |
3.8% |
81.5 |
1.2% |
71% |
False |
False |
101,630 |
40 |
7,143.0 |
6,819.5 |
323.5 |
4.6% |
64.0 |
0.9% |
75% |
False |
False |
64,897 |
60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
57.5 |
0.8% |
81% |
False |
False |
43,335 |
80 |
7,143.0 |
6,511.0 |
632.0 |
8.9% |
48.0 |
0.7% |
87% |
False |
False |
32,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,362.5 |
2.618 |
7,248.5 |
1.618 |
7,178.5 |
1.000 |
7,135.0 |
0.618 |
7,108.5 |
HIGH |
7,065.0 |
0.618 |
7,038.5 |
0.500 |
7,030.0 |
0.382 |
7,021.5 |
LOW |
6,995.0 |
0.618 |
6,951.5 |
1.000 |
6,925.0 |
1.618 |
6,881.5 |
2.618 |
6,811.5 |
4.250 |
6,697.5 |
|
|
Fisher Pivots for day following 12-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
7,052.5 |
7,041.5 |
PP |
7,041.0 |
7,019.5 |
S1 |
7,030.0 |
6,997.0 |
|