| 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 |
2,234.7 |
2,199.0 |
-35.7 |
-1.6% |
2,304.5 |
| High |
2,254.9 |
2,201.3 |
-53.6 |
-2.4% |
2,311.8 |
| Low |
2,196.3 |
2,159.3 |
-37.0 |
-1.7% |
2,188.9 |
| Close |
2,199.3 |
2,186.8 |
-12.5 |
-0.6% |
2,275.4 |
| Range |
58.6 |
42.0 |
-16.6 |
-28.3% |
122.9 |
| ATR |
44.2 |
44.0 |
-0.2 |
-0.3% |
0.0 |
| Volume |
176,902 |
224,386 |
47,484 |
26.8% |
684,531 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.5 |
2,289.6 |
2,209.9 |
|
| R3 |
2,266.5 |
2,247.6 |
2,198.4 |
|
| R2 |
2,224.5 |
2,224.5 |
2,194.5 |
|
| R1 |
2,205.6 |
2,205.6 |
2,190.7 |
2,194.1 |
| PP |
2,182.5 |
2,182.5 |
2,182.5 |
2,176.7 |
| S1 |
2,163.6 |
2,163.6 |
2,183.0 |
2,152.1 |
| S2 |
2,140.5 |
2,140.5 |
2,179.1 |
|
| S3 |
2,098.5 |
2,121.6 |
2,175.3 |
|
| S4 |
2,056.5 |
2,079.6 |
2,163.7 |
|
|
| 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 |
2,159.3 |
124.1 |
5.7% |
48.2 |
2.2% |
22% |
False |
True |
162,617 |
| 10 |
2,335.9 |
2,159.3 |
176.6 |
8.1% |
47.7 |
2.2% |
16% |
False |
True |
161,751 |
| 20 |
2,346.7 |
2,159.3 |
187.4 |
8.6% |
45.3 |
2.1% |
15% |
False |
True |
157,819 |
| 40 |
2,346.9 |
2,149.7 |
197.2 |
9.0% |
40.5 |
1.9% |
19% |
False |
False |
101,835 |
| 60 |
2,346.9 |
2,110.1 |
236.8 |
10.8% |
42.5 |
1.9% |
32% |
False |
False |
67,947 |
| 80 |
2,346.9 |
2,088.9 |
258.0 |
11.8% |
44.6 |
2.0% |
38% |
False |
False |
50,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,379.8 |
|
2.618 |
2,311.3 |
|
1.618 |
2,269.3 |
|
1.000 |
2,243.3 |
|
0.618 |
2,227.3 |
|
HIGH |
2,201.3 |
|
0.618 |
2,185.3 |
|
0.500 |
2,180.3 |
|
0.382 |
2,175.3 |
|
LOW |
2,159.3 |
|
0.618 |
2,133.3 |
|
1.000 |
2,117.3 |
|
1.618 |
2,091.3 |
|
2.618 |
2,049.3 |
|
4.250 |
1,980.8 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.6 |
2,218.9 |
| PP |
2,182.5 |
2,208.2 |
| S1 |
2,180.3 |
2,197.5 |
|