| 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 |
2,039.9830 |
2,259.7060 |
219.7230 |
10.8% |
1,899.1560 |
| High |
2,428.3700 |
2,317.5000 |
-110.8700 |
-4.6% |
2,090.2850 |
| Low |
2,037.5830 |
2,154.0200 |
116.4370 |
5.7% |
1,721.5890 |
| Close |
2,259.7320 |
2,243.0760 |
-16.6560 |
-0.7% |
2,039.9830 |
| Range |
390.7870 |
163.4800 |
-227.3070 |
-58.2% |
368.6960 |
| ATR |
207.7346 |
204.5735 |
-3.1610 |
-1.5% |
0.0000 |
| Volume |
1,474,466 |
1,639,217 |
164,751 |
11.2% |
6,156,332 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.6387 |
2,649.3373 |
2,332.9900 |
|
| R3 |
2,565.1587 |
2,485.8573 |
2,288.0330 |
|
| R2 |
2,401.6787 |
2,401.6787 |
2,273.0473 |
|
| R1 |
2,322.3773 |
2,322.3773 |
2,258.0617 |
2,280.2880 |
| PP |
2,238.1987 |
2,238.1987 |
2,238.1987 |
2,217.1540 |
| S1 |
2,158.8973 |
2,158.8973 |
2,228.0903 |
2,116.8080 |
| S2 |
2,074.7187 |
2,074.7187 |
2,213.1047 |
|
| S3 |
1,911.2387 |
1,995.4173 |
2,198.1190 |
|
| S4 |
1,747.7587 |
1,831.9373 |
2,153.1620 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.7070 |
2,917.0410 |
2,242.7658 |
|
| R3 |
2,688.0110 |
2,548.3450 |
2,141.3744 |
|
| R2 |
2,319.3150 |
2,319.3150 |
2,107.5773 |
|
| R1 |
2,179.6490 |
2,179.6490 |
2,073.7801 |
2,249.4820 |
| PP |
1,950.6190 |
1,950.6190 |
1,950.6190 |
1,985.5355 |
| S1 |
1,810.9530 |
1,810.9530 |
2,006.1859 |
1,880.7860 |
| S2 |
1,581.9230 |
1,581.9230 |
1,972.3887 |
|
| S3 |
1,213.2270 |
1,442.2570 |
1,938.5916 |
|
| S4 |
844.5310 |
1,073.5610 |
1,837.2002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,428.3700 |
1,758.8740 |
669.4960 |
29.8% |
201.4560 |
9.0% |
72% |
False |
False |
1,361,464 |
| 10 |
2,428.3700 |
1,721.5890 |
706.7810 |
31.5% |
171.8859 |
7.7% |
74% |
False |
False |
1,240,992 |
| 20 |
2,428.3700 |
1,721.5890 |
706.7810 |
31.5% |
167.7421 |
7.5% |
74% |
False |
False |
1,256,648 |
| 40 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
52.5% |
205.3763 |
9.2% |
45% |
False |
False |
1,276,770 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
118.6% |
320.6276 |
14.3% |
20% |
False |
False |
1,320,713 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
118.6% |
292.4171 |
13.0% |
20% |
False |
False |
1,191,269 |
| 100 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
130.4% |
258.8748 |
11.5% |
27% |
False |
False |
1,084,836 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
137.1% |
246.3485 |
11.0% |
31% |
False |
False |
1,068,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.2900 |
|
2.618 |
2,745.4906 |
|
1.618 |
2,582.0106 |
|
1.000 |
2,480.9800 |
|
0.618 |
2,418.5306 |
|
HIGH |
2,317.5000 |
|
0.618 |
2,255.0506 |
|
0.500 |
2,235.7600 |
|
0.382 |
2,216.4694 |
|
LOW |
2,154.0200 |
|
0.618 |
2,052.9894 |
|
1.000 |
1,990.5400 |
|
1.618 |
1,889.5094 |
|
2.618 |
1,726.0294 |
|
4.250 |
1,459.2300 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,240.6373 |
2,233.1275 |
| PP |
2,238.1987 |
2,223.1790 |
| S1 |
2,235.7600 |
2,213.2305 |
|