Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
32,493.50 |
37,681.44 |
5,187.94 |
16.0% |
31,837.17 |
High |
40,474.29 |
38,735.89 |
-1,738.40 |
-4.3% |
32,837.96 |
Low |
32,470.43 |
36,446.48 |
3,976.05 |
12.2% |
29,348.60 |
Close |
37,681.39 |
38,030.39 |
349.00 |
0.9% |
32,493.35 |
Range |
8,003.86 |
2,289.41 |
-5,714.45 |
-71.4% |
3,489.36 |
ATR |
2,620.10 |
2,596.48 |
-23.62 |
-0.9% |
0.00 |
Volume |
123,668 |
95,740 |
-27,928 |
-22.6% |
260,133 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44,605.82 |
43,607.51 |
39,289.57 |
|
R3 |
42,316.41 |
41,318.10 |
38,659.98 |
|
R2 |
40,027.00 |
40,027.00 |
38,450.12 |
|
R1 |
39,028.69 |
39,028.69 |
38,240.25 |
39,527.85 |
PP |
37,737.59 |
37,737.59 |
37,737.59 |
37,987.16 |
S1 |
36,739.28 |
36,739.28 |
37,820.53 |
37,238.44 |
S2 |
35,448.18 |
35,448.18 |
37,610.66 |
|
S3 |
33,158.77 |
34,449.87 |
37,400.80 |
|
S4 |
30,869.36 |
32,160.46 |
36,771.21 |
|
|
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 |
40,474.29 |
29,502.39 |
10,971.90 |
28.9% |
3,006.32 |
7.9% |
78% |
False |
False |
69,529 |
10 |
40,474.29 |
29,348.60 |
11,125.69 |
29.3% |
2,319.45 |
6.1% |
78% |
False |
False |
55,257 |
20 |
40,474.29 |
29,348.60 |
11,125.69 |
29.3% |
2,047.57 |
5.4% |
78% |
False |
False |
51,333 |
40 |
41,299.27 |
28,957.79 |
12,341.48 |
32.5% |
2,632.09 |
6.9% |
74% |
False |
False |
70,798 |
60 |
59,558.80 |
28,957.79 |
30,601.01 |
80.5% |
3,455.41 |
9.1% |
30% |
False |
False |
77,496 |
80 |
64,789.27 |
28,957.79 |
35,831.48 |
94.2% |
3,507.71 |
9.2% |
25% |
False |
False |
70,424 |
100 |
64,789.27 |
28,957.79 |
35,831.48 |
94.2% |
3,521.55 |
9.3% |
25% |
False |
False |
67,768 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
94.2% |
3,702.41 |
9.7% |
25% |
False |
False |
71,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48,465.88 |
2.618 |
44,729.57 |
1.618 |
42,440.16 |
1.000 |
41,025.30 |
0.618 |
40,150.75 |
HIGH |
38,735.89 |
0.618 |
37,861.34 |
0.500 |
37,591.19 |
0.382 |
37,321.03 |
LOW |
36,446.48 |
0.618 |
35,031.62 |
1.000 |
34,157.07 |
1.618 |
32,742.21 |
2.618 |
30,452.80 |
4.250 |
26,716.49 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
37,883.99 |
37,441.61 |
PP |
37,737.59 |
36,852.82 |
S1 |
37,591.19 |
36,264.04 |
|