| 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 |
2,224.2 |
2,275.4 |
51.2 |
2.3% |
2,304.5 |
| High |
2,278.7 |
2,283.4 |
4.7 |
0.2% |
2,311.8 |
| Low |
2,214.1 |
2,252.9 |
38.8 |
1.8% |
2,188.9 |
| Close |
2,275.4 |
2,277.3 |
1.9 |
0.1% |
2,275.4 |
| Range |
64.6 |
30.5 |
-34.1 |
-52.8% |
122.9 |
| ATR |
43.8 |
42.9 |
-1.0 |
-2.2% |
0.0 |
| Volume |
148,358 |
112,416 |
-35,942 |
-24.2% |
684,531 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.7 |
2,350.5 |
2,294.1 |
|
| R3 |
2,332.2 |
2,320.0 |
2,285.7 |
|
| R2 |
2,301.7 |
2,301.7 |
2,282.9 |
|
| R1 |
2,289.5 |
2,289.5 |
2,280.1 |
2,295.6 |
| PP |
2,271.2 |
2,271.2 |
2,271.2 |
2,274.3 |
| S1 |
2,259.0 |
2,259.0 |
2,274.5 |
2,265.1 |
| S2 |
2,240.7 |
2,240.7 |
2,271.7 |
|
| S3 |
2,210.2 |
2,228.5 |
2,268.9 |
|
| S4 |
2,179.7 |
2,198.0 |
2,260.5 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.4 |
2,574.3 |
2,343.0 |
|
| R3 |
2,504.5 |
2,451.4 |
2,309.2 |
|
| R2 |
2,381.6 |
2,381.6 |
2,297.9 |
|
| R1 |
2,328.5 |
2,328.5 |
2,286.7 |
2,293.6 |
| PP |
2,258.7 |
2,258.7 |
2,258.7 |
2,241.3 |
| S1 |
2,205.6 |
2,205.6 |
2,264.1 |
2,170.7 |
| S2 |
2,135.8 |
2,135.8 |
2,252.9 |
|
| S3 |
2,012.9 |
2,082.7 |
2,241.6 |
|
| S4 |
1,890.0 |
1,959.8 |
2,207.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,311.8 |
2,188.9 |
122.9 |
5.4% |
54.1 |
2.4% |
72% |
False |
False |
159,389 |
| 10 |
2,338.6 |
2,188.9 |
149.7 |
6.6% |
43.0 |
1.9% |
59% |
False |
False |
144,711 |
| 20 |
2,346.9 |
2,188.9 |
158.0 |
6.9% |
42.8 |
1.9% |
56% |
False |
False |
163,367 |
| 40 |
2,346.9 |
2,149.7 |
197.2 |
8.7% |
40.2 |
1.8% |
65% |
False |
False |
88,048 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.4% |
42.3 |
1.9% |
71% |
False |
False |
58,746 |
| 80 |
2,346.9 |
2,088.9 |
258.0 |
11.3% |
44.9 |
2.0% |
73% |
False |
False |
44,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,413.0 |
|
2.618 |
2,363.2 |
|
1.618 |
2,332.7 |
|
1.000 |
2,313.9 |
|
0.618 |
2,302.2 |
|
HIGH |
2,283.4 |
|
0.618 |
2,271.7 |
|
0.500 |
2,268.2 |
|
0.382 |
2,264.6 |
|
LOW |
2,252.9 |
|
0.618 |
2,234.1 |
|
1.000 |
2,222.4 |
|
1.618 |
2,203.6 |
|
2.618 |
2,173.1 |
|
4.250 |
2,123.3 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.3 |
2,263.6 |
| PP |
2,271.2 |
2,249.9 |
| S1 |
2,268.2 |
2,236.2 |
|