| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,275.4 |
2,277.3 |
1.9 |
0.1% |
2,304.5 |
| High |
2,283.4 |
2,278.4 |
-5.0 |
-0.2% |
2,311.8 |
| Low |
2,252.9 |
2,233.1 |
-19.8 |
-0.9% |
2,188.9 |
| Close |
2,277.3 |
2,234.2 |
-43.1 |
-1.9% |
2,275.4 |
| Range |
30.5 |
45.3 |
14.8 |
48.5% |
122.9 |
| ATR |
42.9 |
43.0 |
0.2 |
0.4% |
0.0 |
| Volume |
112,416 |
151,027 |
38,611 |
34.3% |
684,531 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.5 |
2,354.6 |
2,259.1 |
|
| R3 |
2,339.2 |
2,309.3 |
2,246.7 |
|
| R2 |
2,293.9 |
2,293.9 |
2,242.5 |
|
| R1 |
2,264.0 |
2,264.0 |
2,238.4 |
2,256.3 |
| PP |
2,248.6 |
2,248.6 |
2,248.6 |
2,244.7 |
| S1 |
2,218.7 |
2,218.7 |
2,230.0 |
2,211.0 |
| S2 |
2,203.3 |
2,203.3 |
2,225.9 |
|
| S3 |
2,158.0 |
2,173.4 |
2,221.7 |
|
| S4 |
2,112.7 |
2,128.1 |
2,209.3 |
|
|
| 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 |
2,283.4 |
2,188.9 |
94.5 |
4.2% |
50.8 |
2.3% |
48% |
False |
False |
158,708 |
| 10 |
2,335.9 |
2,188.9 |
147.0 |
6.6% |
43.6 |
2.0% |
31% |
False |
False |
146,026 |
| 20 |
2,346.7 |
2,188.9 |
157.8 |
7.1% |
43.4 |
1.9% |
29% |
False |
False |
157,794 |
| 40 |
2,346.9 |
2,149.7 |
197.2 |
8.8% |
40.0 |
1.8% |
43% |
False |
False |
91,814 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.6% |
42.6 |
1.9% |
52% |
False |
False |
61,261 |
| 80 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
44.5 |
2.0% |
56% |
False |
False |
45,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.9 |
|
2.618 |
2,397.0 |
|
1.618 |
2,351.7 |
|
1.000 |
2,323.7 |
|
0.618 |
2,306.4 |
|
HIGH |
2,278.4 |
|
0.618 |
2,261.1 |
|
0.500 |
2,255.8 |
|
0.382 |
2,250.4 |
|
LOW |
2,233.1 |
|
0.618 |
2,205.1 |
|
1.000 |
2,187.8 |
|
1.618 |
2,159.8 |
|
2.618 |
2,114.5 |
|
4.250 |
2,040.6 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.8 |
2,248.8 |
| PP |
2,248.6 |
2,243.9 |
| S1 |
2,241.4 |
2,239.1 |
|