| 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 |
33,135 |
32,685 |
-450 |
-1.4% |
36,000 |
| High |
33,440 |
33,220 |
-220 |
-0.7% |
36,020 |
| Low |
32,285 |
31,650 |
-635 |
-2.0% |
32,180 |
| Close |
32,345 |
32,800 |
455 |
1.4% |
33,565 |
| Range |
1,155 |
1,570 |
415 |
35.9% |
3,840 |
| ATR |
2,749 |
2,664 |
-84 |
-3.1% |
0 |
| Volume |
55 |
67 |
12 |
21.8% |
367 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,267 |
36,603 |
33,664 |
|
| R3 |
35,697 |
35,033 |
33,232 |
|
| R2 |
34,127 |
34,127 |
33,088 |
|
| R1 |
33,463 |
33,463 |
32,944 |
33,795 |
| PP |
32,557 |
32,557 |
32,557 |
32,723 |
| S1 |
31,893 |
31,893 |
32,656 |
32,225 |
| S2 |
30,987 |
30,987 |
32,512 |
|
| S3 |
29,417 |
30,323 |
32,368 |
|
| S4 |
27,847 |
28,753 |
31,937 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45,442 |
43,343 |
35,677 |
|
| R3 |
41,602 |
39,503 |
34,621 |
|
| R2 |
37,762 |
37,762 |
34,269 |
|
| R1 |
35,663 |
35,663 |
33,917 |
34,793 |
| PP |
33,922 |
33,922 |
33,922 |
33,486 |
| S1 |
31,823 |
31,823 |
33,213 |
30,953 |
| S2 |
30,082 |
30,082 |
32,861 |
|
| S3 |
26,242 |
27,983 |
32,509 |
|
| S4 |
22,402 |
24,143 |
31,453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,910 |
31,650 |
3,260 |
9.9% |
1,639 |
5.0% |
35% |
False |
True |
71 |
| 10 |
36,275 |
31,650 |
4,625 |
14.1% |
1,807 |
5.5% |
25% |
False |
True |
83 |
| 20 |
40,800 |
28,825 |
11,975 |
36.5% |
2,439 |
7.4% |
33% |
False |
False |
122 |
| 40 |
46,535 |
28,825 |
17,710 |
54.0% |
3,239 |
9.9% |
22% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39,893 |
|
2.618 |
37,330 |
|
1.618 |
35,760 |
|
1.000 |
34,790 |
|
0.618 |
34,190 |
|
HIGH |
33,220 |
|
0.618 |
32,620 |
|
0.500 |
32,435 |
|
0.382 |
32,250 |
|
LOW |
31,650 |
|
0.618 |
30,680 |
|
1.000 |
30,080 |
|
1.618 |
29,110 |
|
2.618 |
27,540 |
|
4.250 |
24,978 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
32,678 |
33,280 |
| PP |
32,557 |
33,120 |
| S1 |
32,435 |
32,960 |
|