| 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 |
14,709.32 |
14,878.71 |
169.39 |
1.2% |
14,758.54 |
| High |
14,838.72 |
14,897.42 |
58.70 |
0.4% |
14,888.57 |
| Low |
14,685.54 |
14,813.79 |
128.25 |
0.9% |
14,551.76 |
| Close |
14,826.09 |
14,877.89 |
51.80 |
0.3% |
14,826.09 |
| Range |
153.18 |
83.63 |
-69.55 |
-45.4% |
336.81 |
| ATR |
156.60 |
151.39 |
-5.21 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,113.92 |
15,079.54 |
14,923.89 |
|
| R3 |
15,030.29 |
14,995.91 |
14,900.89 |
|
| R2 |
14,946.66 |
14,946.66 |
14,893.22 |
|
| R1 |
14,912.28 |
14,912.28 |
14,885.56 |
14,887.66 |
| PP |
14,863.03 |
14,863.03 |
14,863.03 |
14,850.72 |
| S1 |
14,828.65 |
14,828.65 |
14,870.22 |
14,804.03 |
| S2 |
14,779.40 |
14,779.40 |
14,862.56 |
|
| S3 |
14,695.77 |
14,745.02 |
14,854.89 |
|
| S4 |
14,612.14 |
14,661.39 |
14,831.89 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,765.90 |
15,632.81 |
15,011.34 |
|
| R3 |
15,429.09 |
15,296.00 |
14,918.71 |
|
| R2 |
15,092.28 |
15,092.28 |
14,887.84 |
|
| R1 |
14,959.19 |
14,959.19 |
14,856.96 |
15,025.74 |
| PP |
14,755.47 |
14,755.47 |
14,755.47 |
14,788.75 |
| S1 |
14,622.38 |
14,622.38 |
14,795.22 |
14,688.93 |
| S2 |
14,418.66 |
14,418.66 |
14,764.34 |
|
| S3 |
14,081.85 |
14,285.57 |
14,733.47 |
|
| S4 |
13,745.04 |
13,948.76 |
14,640.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,897.42 |
14,551.76 |
345.66 |
2.3% |
152.33 |
1.0% |
94% |
True |
False |
|
| 10 |
14,897.42 |
14,411.43 |
485.99 |
3.3% |
122.96 |
0.8% |
96% |
True |
False |
|
| 20 |
14,897.42 |
13,847.32 |
1,050.10 |
7.1% |
136.01 |
0.9% |
98% |
True |
False |
|
| 40 |
14,897.42 |
12,994.35 |
1,903.07 |
12.8% |
139.90 |
0.9% |
99% |
True |
False |
|
| 60 |
14,897.42 |
12,967.18 |
1,930.24 |
13.0% |
158.56 |
1.1% |
99% |
True |
False |
|
| 80 |
14,897.42 |
12,627.93 |
2,269.49 |
15.3% |
161.42 |
1.1% |
99% |
True |
False |
|
| 100 |
14,897.42 |
12,208.39 |
2,689.03 |
18.1% |
190.61 |
1.3% |
99% |
True |
False |
|
| 120 |
14,897.42 |
12,208.39 |
2,689.03 |
18.1% |
189.04 |
1.3% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,252.85 |
|
2.618 |
15,116.36 |
|
1.618 |
15,032.73 |
|
1.000 |
14,981.05 |
|
0.618 |
14,949.10 |
|
HIGH |
14,897.42 |
|
0.618 |
14,865.47 |
|
0.500 |
14,855.61 |
|
0.382 |
14,845.74 |
|
LOW |
14,813.79 |
|
0.618 |
14,762.11 |
|
1.000 |
14,730.16 |
|
1.618 |
14,678.48 |
|
2.618 |
14,594.85 |
|
4.250 |
14,458.36 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,870.46 |
14,826.79 |
| PP |
14,863.03 |
14,775.69 |
| S1 |
14,855.61 |
14,724.59 |
|