Trading Metrics calculated at close of trading on 21-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,820.5140 |
1,794.1810 |
-26.3330 |
-1.4% |
2,134.2450 |
High |
1,839.2410 |
2,019.1590 |
179.9180 |
9.8% |
2,190.3240 |
Low |
1,721.5890 |
1,758.8740 |
37.2850 |
2.2% |
1,852.6990 |
Close |
1,794.5060 |
1,948.5680 |
154.0620 |
8.6% |
1,899.1560 |
Range |
117.6520 |
260.2850 |
142.6330 |
121.2% |
337.6250 |
ATR |
205.2936 |
209.2216 |
3.9280 |
1.9% |
0.0000 |
Volume |
1,407,266 |
1,358,559 |
-48,707 |
-3.5% |
5,046,692 |
|
Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,689.7220 |
2,579.4300 |
2,091.7248 |
|
R3 |
2,429.4370 |
2,319.1450 |
2,020.1464 |
|
R2 |
2,169.1520 |
2,169.1520 |
1,996.2869 |
|
R1 |
2,058.8600 |
2,058.8600 |
1,972.4275 |
2,114.0060 |
PP |
1,908.8670 |
1,908.8670 |
1,908.8670 |
1,936.4400 |
S1 |
1,798.5750 |
1,798.5750 |
1,924.7085 |
1,853.7210 |
S2 |
1,648.5820 |
1,648.5820 |
1,900.8491 |
|
S3 |
1,388.2970 |
1,538.2900 |
1,876.9896 |
|
S4 |
1,128.0120 |
1,278.0050 |
1,805.4113 |
|
|
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 |
16.3% |
164.8714 |
8.5% |
72% |
False |
False |
1,155,904 |
10 |
2,362.3930 |
1,721.5890 |
640.8040 |
32.9% |
164.0692 |
8.4% |
35% |
False |
False |
1,174,576 |
20 |
2,406.8320 |
1,718.7330 |
688.0990 |
35.3% |
181.0034 |
9.3% |
33% |
False |
False |
1,282,450 |
40 |
2,911.7250 |
1,709.6900 |
1,202.0350 |
61.7% |
220.2358 |
11.3% |
20% |
False |
False |
1,261,551 |
60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
136.6% |
319.0707 |
16.4% |
9% |
False |
False |
1,284,717 |
80 |
4,370.7670 |
1,662.2130 |
2,708.5540 |
139.0% |
289.2146 |
14.8% |
11% |
False |
False |
1,151,552 |
100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
157.9% |
258.5862 |
13.3% |
21% |
False |
False |
1,062,078 |
120 |
4,370.7670 |
1,271.9050 |
3,098.8620 |
159.0% |
245.3486 |
12.6% |
22% |
False |
False |
1,065,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,125.3703 |
2.618 |
2,700.5851 |
1.618 |
2,440.3001 |
1.000 |
2,279.4440 |
0.618 |
2,180.0151 |
HIGH |
2,019.1590 |
0.618 |
1,919.7301 |
0.500 |
1,889.0165 |
0.382 |
1,858.3029 |
LOW |
1,758.8740 |
0.618 |
1,598.0179 |
1.000 |
1,498.5890 |
1.618 |
1,337.7329 |
2.618 |
1,077.4479 |
4.250 |
652.6628 |
|
|
Fisher Pivots for day following 21-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,928.7175 |
1,922.5033 |
PP |
1,908.8670 |
1,896.4387 |
S1 |
1,889.0165 |
1,870.3740 |
|