| 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 |
14,869.39 |
14,972.66 |
103.27 |
0.7% |
14,758.54 |
| High |
15,002.28 |
15,001.13 |
-1.15 |
0.0% |
14,888.57 |
| Low |
14,843.80 |
14,871.73 |
27.93 |
0.2% |
14,551.76 |
| Close |
14,874.54 |
14,900.44 |
25.90 |
0.2% |
14,826.09 |
| Range |
158.48 |
129.40 |
-29.08 |
-18.3% |
336.81 |
| ATR |
151.89 |
150.29 |
-1.61 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,312.63 |
15,235.94 |
14,971.61 |
|
| R3 |
15,183.23 |
15,106.54 |
14,936.03 |
|
| R2 |
15,053.83 |
15,053.83 |
14,924.16 |
|
| R1 |
14,977.14 |
14,977.14 |
14,912.30 |
14,950.79 |
| PP |
14,924.43 |
14,924.43 |
14,924.43 |
14,911.26 |
| S1 |
14,847.74 |
14,847.74 |
14,888.58 |
14,821.39 |
| S2 |
14,795.03 |
14,795.03 |
14,876.72 |
|
| S3 |
14,665.63 |
14,718.34 |
14,864.86 |
|
| S4 |
14,536.23 |
14,588.94 |
14,829.27 |
|
|
| 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 |
15,002.28 |
14,551.76 |
450.52 |
3.0% |
147.32 |
1.0% |
77% |
False |
False |
|
| 10 |
15,002.28 |
14,483.42 |
518.86 |
3.5% |
130.55 |
0.9% |
80% |
False |
False |
|
| 20 |
15,002.28 |
13,847.32 |
1,154.96 |
7.8% |
136.27 |
0.9% |
91% |
False |
False |
|
| 40 |
15,002.28 |
12,994.35 |
2,007.93 |
13.5% |
138.01 |
0.9% |
95% |
False |
False |
|
| 60 |
15,002.28 |
12,967.18 |
2,035.10 |
13.7% |
158.79 |
1.1% |
95% |
False |
False |
|
| 80 |
15,002.28 |
12,627.93 |
2,374.35 |
15.9% |
159.26 |
1.1% |
96% |
False |
False |
|
| 100 |
15,002.28 |
12,208.39 |
2,793.89 |
18.8% |
190.00 |
1.3% |
96% |
False |
False |
|
| 120 |
15,002.28 |
12,208.39 |
2,793.89 |
18.8% |
188.69 |
1.3% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,551.08 |
|
2.618 |
15,339.90 |
|
1.618 |
15,210.50 |
|
1.000 |
15,130.53 |
|
0.618 |
15,081.10 |
|
HIGH |
15,001.13 |
|
0.618 |
14,951.70 |
|
0.500 |
14,936.43 |
|
0.382 |
14,921.16 |
|
LOW |
14,871.73 |
|
0.618 |
14,791.76 |
|
1.000 |
14,742.33 |
|
1.618 |
14,662.36 |
|
2.618 |
14,532.96 |
|
4.250 |
14,321.78 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,936.43 |
14,908.04 |
| PP |
14,924.43 |
14,905.50 |
| S1 |
14,912.44 |
14,902.97 |
|