| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
38,032.08 |
39,976.85 |
1,944.77 |
5.1% |
31,837.17 |
| High |
40,834.99 |
40,600.98 |
-234.01 |
-0.6% |
32,837.96 |
| Low |
37,976.12 |
39,316.09 |
1,339.97 |
3.5% |
29,348.60 |
| Close |
40,002.19 |
39,724.27 |
-277.92 |
-0.7% |
32,493.35 |
| Range |
2,858.87 |
1,284.89 |
-1,573.98 |
-55.1% |
3,489.36 |
| ATR |
2,615.22 |
2,520.19 |
-95.02 |
-3.6% |
0.00 |
| Volume |
117,923 |
23,239 |
-94,684 |
-80.3% |
260,133 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43,735.12 |
43,014.58 |
40,430.96 |
|
| R3 |
42,450.23 |
41,729.69 |
40,077.61 |
|
| R2 |
41,165.34 |
41,165.34 |
39,959.83 |
|
| R1 |
40,444.80 |
40,444.80 |
39,842.05 |
40,162.63 |
| PP |
39,880.45 |
39,880.45 |
39,880.45 |
39,739.36 |
| S1 |
39,159.91 |
39,159.91 |
39,606.49 |
38,877.74 |
| S2 |
38,595.56 |
38,595.56 |
39,488.71 |
|
| S3 |
37,310.67 |
37,875.02 |
39,370.93 |
|
| S4 |
36,025.78 |
36,590.13 |
39,017.58 |
|
|
| 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 |
40,834.99 |
32,053.79 |
8,781.20 |
22.1% |
3,044.24 |
7.7% |
87% |
False |
False |
75,301 |
| 10 |
40,834.99 |
29,348.60 |
11,486.39 |
28.9% |
2,391.72 |
6.0% |
90% |
False |
False |
64,293 |
| 20 |
40,834.99 |
29,348.60 |
11,486.39 |
28.9% |
2,024.85 |
5.1% |
90% |
False |
False |
50,246 |
| 40 |
41,299.27 |
28,957.79 |
12,341.48 |
31.1% |
2,627.90 |
6.6% |
87% |
False |
False |
71,421 |
| 60 |
59,558.80 |
28,957.79 |
30,601.01 |
77.0% |
3,409.23 |
8.6% |
35% |
False |
False |
78,101 |
| 80 |
64,789.27 |
28,957.79 |
35,831.48 |
90.2% |
3,493.14 |
8.8% |
30% |
False |
False |
71,632 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
90.2% |
3,484.11 |
8.8% |
30% |
False |
False |
67,986 |
| 120 |
64,789.27 |
28,957.79 |
35,831.48 |
90.2% |
3,702.61 |
9.3% |
30% |
False |
False |
71,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46,061.76 |
|
2.618 |
43,964.82 |
|
1.618 |
42,679.93 |
|
1.000 |
41,885.87 |
|
0.618 |
41,395.04 |
|
HIGH |
40,600.98 |
|
0.618 |
40,110.15 |
|
0.500 |
39,958.54 |
|
0.382 |
39,806.92 |
|
LOW |
39,316.09 |
|
0.618 |
38,522.03 |
|
1.000 |
38,031.20 |
|
1.618 |
37,237.14 |
|
2.618 |
35,952.25 |
|
4.250 |
33,855.31 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
39,958.54 |
39,363.09 |
| PP |
39,880.45 |
39,001.91 |
| S1 |
39,802.36 |
38,640.74 |
|