| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,899.1560 |
1,820.5140 |
-78.6420 |
-4.1% |
2,134.2450 |
| High |
1,991.1020 |
1,839.2410 |
-151.8610 |
-7.6% |
2,190.3240 |
| Low |
1,807.8890 |
1,721.5890 |
-86.3000 |
-4.8% |
1,852.6990 |
| Close |
1,820.1410 |
1,794.5060 |
-25.6350 |
-1.4% |
1,899.1560 |
| Range |
183.2130 |
117.6520 |
-65.5610 |
-35.8% |
337.6250 |
| ATR |
212.0353 |
205.2936 |
-6.7417 |
-3.2% |
0.0000 |
| Volume |
1,055,428 |
1,407,266 |
351,838 |
33.3% |
5,046,692 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.0680 |
2,083.9390 |
1,859.2146 |
|
| R3 |
2,020.4160 |
1,966.2870 |
1,826.8603 |
|
| R2 |
1,902.7640 |
1,902.7640 |
1,816.0755 |
|
| R1 |
1,848.6350 |
1,848.6350 |
1,805.2908 |
1,816.8735 |
| PP |
1,785.1120 |
1,785.1120 |
1,785.1120 |
1,769.2313 |
| S1 |
1,730.9830 |
1,730.9830 |
1,783.7212 |
1,699.2215 |
| S2 |
1,667.4600 |
1,667.4600 |
1,772.9365 |
|
| S3 |
1,549.8080 |
1,613.3310 |
1,762.1517 |
|
| S4 |
1,432.1560 |
1,495.6790 |
1,729.7974 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.6013 |
2,784.0037 |
2,084.8498 |
|
| R3 |
2,655.9763 |
2,446.3787 |
1,992.0029 |
|
| R2 |
2,318.3513 |
2,318.3513 |
1,961.0539 |
|
| R1 |
2,108.7537 |
2,108.7537 |
1,930.1050 |
2,044.7400 |
| PP |
1,980.7263 |
1,980.7263 |
1,980.7263 |
1,948.7195 |
| S1 |
1,771.1287 |
1,771.1287 |
1,868.2070 |
1,707.1150 |
| S2 |
1,643.1013 |
1,643.1013 |
1,837.2581 |
|
| S3 |
1,305.4763 |
1,433.5037 |
1,806.3091 |
|
| S4 |
967.8513 |
1,095.8787 |
1,713.4623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,038.7700 |
1,721.5890 |
317.1810 |
17.7% |
142.3158 |
7.9% |
23% |
False |
True |
1,120,520 |
| 10 |
2,406.8320 |
1,721.5890 |
685.2430 |
38.2% |
150.8769 |
8.4% |
11% |
False |
True |
1,199,584 |
| 20 |
2,406.8320 |
1,709.6900 |
697.1420 |
38.8% |
182.2764 |
10.2% |
12% |
False |
False |
1,342,056 |
| 40 |
2,911.7250 |
1,709.6900 |
1,202.0350 |
67.0% |
236.8343 |
13.2% |
7% |
False |
False |
1,271,622 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
148.3% |
320.8554 |
17.9% |
3% |
False |
False |
1,276,654 |
| 80 |
4,370.7670 |
1,580.5260 |
2,790.2410 |
155.5% |
287.1264 |
16.0% |
8% |
False |
False |
1,142,924 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
171.4% |
257.5838 |
14.4% |
16% |
False |
False |
1,059,477 |
| 120 |
4,370.7670 |
1,221.4350 |
3,149.3320 |
175.5% |
244.3279 |
13.6% |
18% |
False |
False |
1,063,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,339.2620 |
|
2.618 |
2,147.2539 |
|
1.618 |
2,029.6019 |
|
1.000 |
1,956.8930 |
|
0.618 |
1,911.9499 |
|
HIGH |
1,839.2410 |
|
0.618 |
1,794.2979 |
|
0.500 |
1,780.4150 |
|
0.382 |
1,766.5321 |
|
LOW |
1,721.5890 |
|
0.618 |
1,648.8801 |
|
1.000 |
1,603.9370 |
|
1.618 |
1,531.2281 |
|
2.618 |
1,413.5761 |
|
4.250 |
1,221.5680 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,789.8090 |
1,856.3455 |
| PP |
1,785.1120 |
1,835.7323 |
| S1 |
1,780.4150 |
1,815.1192 |
|