| 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 |
32,839.89 |
32,526.29 |
-313.60 |
-1.0% |
33,857.23 |
| High |
33,312.93 |
33,054.88 |
-258.05 |
-0.8% |
35,079.20 |
| Low |
32,239.19 |
31,636.75 |
-602.44 |
-1.9% |
32,163.55 |
| Close |
32,529.01 |
32,813.68 |
284.67 |
0.9% |
33,509.56 |
| Range |
1,073.74 |
1,418.13 |
344.39 |
32.1% |
2,915.65 |
| ATR |
2,706.87 |
2,614.82 |
-92.05 |
-3.4% |
0.00 |
| Volume |
20,907 |
24,438 |
3,531 |
16.9% |
174,894 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,756.16 |
36,203.05 |
33,593.65 |
|
| R3 |
35,338.03 |
34,784.92 |
33,203.67 |
|
| R2 |
33,919.90 |
33,919.90 |
33,073.67 |
|
| R1 |
33,366.79 |
33,366.79 |
32,943.68 |
33,643.35 |
| PP |
32,501.77 |
32,501.77 |
32,501.77 |
32,640.05 |
| S1 |
31,948.66 |
31,948.66 |
32,683.68 |
32,225.22 |
| S2 |
31,083.64 |
31,083.64 |
32,553.69 |
|
| S3 |
29,665.51 |
30,530.53 |
32,423.69 |
|
| S4 |
28,247.38 |
29,112.40 |
32,033.71 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,331.05 |
40,835.96 |
35,113.17 |
|
| R3 |
39,415.40 |
37,920.31 |
34,311.36 |
|
| R2 |
36,499.75 |
36,499.75 |
34,044.10 |
|
| R1 |
35,004.66 |
35,004.66 |
33,776.83 |
34,294.38 |
| PP |
33,584.10 |
33,584.10 |
33,584.10 |
33,228.97 |
| S1 |
32,089.01 |
32,089.01 |
33,242.29 |
31,378.73 |
| S2 |
30,668.45 |
30,668.45 |
32,975.02 |
|
| S3 |
27,752.80 |
29,173.36 |
32,707.76 |
|
| S4 |
24,837.15 |
26,257.71 |
31,905.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,636.76 |
31,636.75 |
3,000.01 |
9.1% |
1,640.47 |
5.0% |
39% |
False |
True |
42,017 |
| 10 |
36,299.01 |
31,636.75 |
4,662.26 |
14.2% |
1,681.08 |
5.1% |
25% |
False |
True |
41,357 |
| 20 |
40,476.09 |
28,957.79 |
11,518.30 |
35.1% |
2,501.02 |
7.6% |
33% |
False |
False |
67,554 |
| 40 |
45,786.44 |
28,957.79 |
16,828.65 |
51.3% |
3,403.28 |
10.4% |
23% |
False |
False |
83,941 |
| 60 |
59,558.80 |
28,957.79 |
30,601.01 |
93.3% |
3,669.12 |
11.2% |
13% |
False |
False |
77,706 |
| 80 |
64,789.27 |
28,957.79 |
35,831.48 |
109.2% |
3,603.56 |
11.0% |
11% |
False |
False |
69,272 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
109.2% |
3,820.73 |
11.6% |
11% |
False |
False |
71,151 |
| 120 |
64,789.27 |
28,860.59 |
35,928.68 |
109.5% |
3,787.95 |
11.5% |
11% |
False |
False |
75,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
39,081.93 |
|
2.618 |
36,767.54 |
|
1.618 |
35,349.41 |
|
1.000 |
34,473.01 |
|
0.618 |
33,931.28 |
|
HIGH |
33,054.88 |
|
0.618 |
32,513.15 |
|
0.500 |
32,345.82 |
|
0.382 |
32,178.48 |
|
LOW |
31,636.75 |
|
0.618 |
30,760.35 |
|
1.000 |
30,218.62 |
|
1.618 |
29,342.22 |
|
2.618 |
27,924.09 |
|
4.250 |
25,609.70 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
32,657.73 |
33,136.76 |
| PP |
32,501.77 |
33,029.06 |
| S1 |
32,345.82 |
32,921.37 |
|