| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
31,844.24 |
32,248.87 |
404.63 |
1.3% |
31,837.17 |
| High |
32,529.85 |
32,837.96 |
308.11 |
0.9% |
32,837.96 |
| Low |
31,710.23 |
32,053.79 |
343.56 |
1.1% |
29,348.60 |
| Close |
32,245.26 |
32,493.35 |
248.09 |
0.8% |
32,493.35 |
| Range |
819.62 |
784.17 |
-35.45 |
-4.3% |
3,489.36 |
| ATR |
2,315.33 |
2,205.96 |
-109.37 |
-4.7% |
0.00 |
| Volume |
21,333 |
15,938 |
-5,395 |
-25.3% |
260,133 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,814.21 |
34,437.95 |
32,924.64 |
|
| R3 |
34,030.04 |
33,653.78 |
32,709.00 |
|
| R2 |
33,245.87 |
33,245.87 |
32,637.11 |
|
| R1 |
32,869.61 |
32,869.61 |
32,565.23 |
33,057.74 |
| PP |
32,461.70 |
32,461.70 |
32,461.70 |
32,555.77 |
| S1 |
32,085.44 |
32,085.44 |
32,421.47 |
32,273.57 |
| S2 |
31,677.53 |
31,677.53 |
32,349.59 |
|
| S3 |
30,893.36 |
31,301.27 |
32,277.70 |
|
| S4 |
30,109.19 |
30,517.10 |
32,062.06 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,028.05 |
40,750.06 |
34,412.50 |
|
| R3 |
38,538.69 |
37,260.70 |
33,452.92 |
|
| R2 |
35,049.33 |
35,049.33 |
33,133.07 |
|
| R1 |
33,771.34 |
33,771.34 |
32,813.21 |
34,410.34 |
| PP |
31,559.97 |
31,559.97 |
31,559.97 |
31,879.47 |
| S1 |
30,281.98 |
30,281.98 |
32,173.49 |
30,920.98 |
| S2 |
28,070.61 |
28,070.61 |
31,853.63 |
|
| S3 |
24,581.25 |
26,792.62 |
31,533.78 |
|
| S4 |
21,091.89 |
23,303.26 |
30,574.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
32,837.96 |
29,348.60 |
3,489.36 |
10.7% |
1,664.06 |
5.1% |
90% |
True |
False |
52,026 |
| 10 |
34,636.76 |
29,348.60 |
5,288.16 |
16.3% |
1,593.76 |
4.9% |
59% |
False |
False |
41,473 |
| 20 |
36,510.03 |
29,348.60 |
7,161.43 |
22.0% |
1,982.75 |
6.1% |
44% |
False |
False |
49,759 |
| 40 |
41,299.27 |
28,957.79 |
12,341.48 |
38.0% |
2,551.19 |
7.9% |
29% |
False |
False |
69,215 |
| 60 |
59,558.80 |
28,957.79 |
30,601.01 |
94.2% |
3,404.36 |
10.5% |
12% |
False |
False |
75,409 |
| 80 |
64,789.27 |
28,957.79 |
35,831.48 |
110.3% |
3,428.15 |
10.6% |
10% |
False |
False |
68,453 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
110.3% |
3,512.63 |
10.8% |
10% |
False |
False |
66,911 |
| 120 |
64,789.27 |
28,957.79 |
35,831.48 |
110.3% |
3,654.52 |
11.2% |
10% |
False |
False |
70,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,170.68 |
|
2.618 |
34,890.92 |
|
1.618 |
34,106.75 |
|
1.000 |
33,622.13 |
|
0.618 |
33,322.58 |
|
HIGH |
32,837.96 |
|
0.618 |
32,538.41 |
|
0.500 |
32,445.88 |
|
0.382 |
32,353.34 |
|
LOW |
32,053.79 |
|
0.618 |
31,569.17 |
|
1.000 |
31,269.62 |
|
1.618 |
30,785.00 |
|
2.618 |
30,000.83 |
|
4.250 |
28,721.07 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
32,477.53 |
32,052.29 |
| PP |
32,461.70 |
31,611.23 |
| S1 |
32,445.88 |
31,170.18 |
|