| 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 |
15,763.0 |
15,748.0 |
-15.0 |
-0.1% |
15,644.0 |
| High |
15,797.0 |
15,767.0 |
-30.0 |
-0.2% |
15,700.0 |
| Low |
15,698.0 |
15,574.0 |
-124.0 |
-0.8% |
15,287.0 |
| Close |
15,777.0 |
15,611.0 |
-166.0 |
-1.1% |
15,658.0 |
| Range |
99.0 |
193.0 |
94.0 |
94.9% |
413.0 |
| ATR |
189.8 |
190.7 |
0.9 |
0.5% |
0.0 |
| Volume |
58,224 |
86,861 |
28,637 |
49.2% |
343,440 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,229.7 |
16,113.3 |
15,717.2 |
|
| R3 |
16,036.7 |
15,920.3 |
15,664.1 |
|
| R2 |
15,843.7 |
15,843.7 |
15,646.4 |
|
| R1 |
15,727.3 |
15,727.3 |
15,628.7 |
15,689.0 |
| PP |
15,650.7 |
15,650.7 |
15,650.7 |
15,631.5 |
| S1 |
15,534.3 |
15,534.3 |
15,593.3 |
15,496.0 |
| S2 |
15,457.7 |
15,457.7 |
15,575.6 |
|
| S3 |
15,264.7 |
15,341.3 |
15,557.9 |
|
| S4 |
15,071.7 |
15,148.3 |
15,504.9 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,787.3 |
16,635.7 |
15,885.2 |
|
| R3 |
16,374.3 |
16,222.7 |
15,771.6 |
|
| R2 |
15,961.3 |
15,961.3 |
15,733.7 |
|
| R1 |
15,809.7 |
15,809.7 |
15,695.9 |
15,885.5 |
| PP |
15,548.3 |
15,548.3 |
15,548.3 |
15,586.3 |
| S1 |
15,396.7 |
15,396.7 |
15,620.1 |
15,472.5 |
| S2 |
15,135.3 |
15,135.3 |
15,582.3 |
|
| S3 |
14,722.3 |
14,983.7 |
15,544.4 |
|
| S4 |
14,309.3 |
14,570.7 |
15,430.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,802.0 |
15,343.0 |
459.0 |
2.9% |
175.6 |
1.1% |
58% |
False |
False |
70,404 |
| 10 |
15,802.0 |
15,287.0 |
515.0 |
3.3% |
208.6 |
1.3% |
63% |
False |
False |
75,005 |
| 20 |
15,802.0 |
15,257.0 |
545.0 |
3.5% |
207.4 |
1.3% |
65% |
False |
False |
66,516 |
| 40 |
15,802.0 |
14,930.0 |
872.0 |
5.6% |
172.7 |
1.1% |
78% |
False |
False |
35,827 |
| 60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
168.9 |
1.1% |
81% |
False |
False |
23,902 |
| 80 |
15,802.0 |
14,450.0 |
1,352.0 |
8.7% |
152.9 |
1.0% |
86% |
False |
False |
17,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,587.3 |
|
2.618 |
16,272.3 |
|
1.618 |
16,079.3 |
|
1.000 |
15,960.0 |
|
0.618 |
15,886.3 |
|
HIGH |
15,767.0 |
|
0.618 |
15,693.3 |
|
0.500 |
15,670.5 |
|
0.382 |
15,647.7 |
|
LOW |
15,574.0 |
|
0.618 |
15,454.7 |
|
1.000 |
15,381.0 |
|
1.618 |
15,261.7 |
|
2.618 |
15,068.7 |
|
4.250 |
14,753.8 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,670.5 |
15,688.0 |
| PP |
15,650.7 |
15,662.3 |
| S1 |
15,630.8 |
15,636.7 |
|