| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,277.3 |
2,234.7 |
-42.6 |
-1.9% |
2,304.5 |
| High |
2,278.4 |
2,254.9 |
-23.5 |
-1.0% |
2,311.8 |
| Low |
2,233.1 |
2,196.3 |
-36.8 |
-1.6% |
2,188.9 |
| Close |
2,234.2 |
2,199.3 |
-34.9 |
-1.6% |
2,275.4 |
| Range |
45.3 |
58.6 |
13.3 |
29.4% |
122.9 |
| ATR |
43.0 |
44.2 |
1.1 |
2.6% |
0.0 |
| Volume |
151,027 |
176,902 |
25,875 |
17.1% |
684,531 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.6 |
2,354.6 |
2,231.5 |
|
| R3 |
2,334.0 |
2,296.0 |
2,215.4 |
|
| R2 |
2,275.4 |
2,275.4 |
2,210.0 |
|
| R1 |
2,237.4 |
2,237.4 |
2,204.7 |
2,227.1 |
| PP |
2,216.8 |
2,216.8 |
2,216.8 |
2,211.7 |
| S1 |
2,178.8 |
2,178.8 |
2,193.9 |
2,168.5 |
| S2 |
2,158.2 |
2,158.2 |
2,188.6 |
|
| S3 |
2,099.6 |
2,120.2 |
2,183.2 |
|
| S4 |
2,041.0 |
2,061.6 |
2,167.1 |
|
|
| 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 |
4.3% |
52.7 |
2.4% |
11% |
False |
False |
161,259 |
| 10 |
2,335.9 |
2,188.9 |
147.0 |
6.7% |
46.6 |
2.1% |
7% |
False |
False |
152,794 |
| 20 |
2,346.7 |
2,188.9 |
157.8 |
7.2% |
44.8 |
2.0% |
7% |
False |
False |
155,685 |
| 40 |
2,346.9 |
2,149.7 |
197.2 |
9.0% |
40.5 |
1.8% |
25% |
False |
False |
96,232 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.8% |
42.9 |
2.0% |
38% |
False |
False |
64,209 |
| 80 |
2,346.9 |
2,088.9 |
258.0 |
11.7% |
44.6 |
2.0% |
43% |
False |
False |
48,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.0 |
|
2.618 |
2,408.3 |
|
1.618 |
2,349.7 |
|
1.000 |
2,313.5 |
|
0.618 |
2,291.1 |
|
HIGH |
2,254.9 |
|
0.618 |
2,232.5 |
|
0.500 |
2,225.6 |
|
0.382 |
2,218.7 |
|
LOW |
2,196.3 |
|
0.618 |
2,160.1 |
|
1.000 |
2,137.7 |
|
1.618 |
2,101.5 |
|
2.618 |
2,042.9 |
|
4.250 |
1,947.3 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.6 |
2,239.9 |
| PP |
2,216.8 |
2,226.3 |
| S1 |
2,208.1 |
2,212.8 |
|