| 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 |
2,243.2620 |
2,295.3200 |
52.0580 |
2.3% |
1,899.1560 |
| High |
2,342.6400 |
2,337.0380 |
-5.6020 |
-0.2% |
2,090.2850 |
| Low |
2,242.8360 |
2,269.0400 |
26.2040 |
1.2% |
1,721.5890 |
| Close |
2,297.0930 |
2,312.4810 |
15.3880 |
0.7% |
2,039.9830 |
| Range |
99.8040 |
67.9980 |
-31.8060 |
-31.9% |
368.6960 |
| ATR |
197.0900 |
187.8691 |
-9.2209 |
-4.7% |
0.0000 |
| Volume |
1,246,970 |
957,534 |
-289,436 |
-23.2% |
6,156,332 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.1803 |
2,479.3287 |
2,349.8799 |
|
| R3 |
2,442.1823 |
2,411.3307 |
2,331.1805 |
|
| R2 |
2,374.1843 |
2,374.1843 |
2,324.9473 |
|
| R1 |
2,343.3327 |
2,343.3327 |
2,318.7142 |
2,358.7585 |
| PP |
2,306.1863 |
2,306.1863 |
2,306.1863 |
2,313.8993 |
| S1 |
2,275.3347 |
2,275.3347 |
2,306.2479 |
2,290.7605 |
| S2 |
2,238.1883 |
2,238.1883 |
2,300.0147 |
|
| S3 |
2,170.1903 |
2,207.3367 |
2,293.7816 |
|
| S4 |
2,102.1923 |
2,139.3387 |
2,275.0821 |
|
|
| 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 |
1,998.0910 |
430.2790 |
18.6% |
162.8526 |
7.0% |
73% |
False |
False |
1,273,387 |
| 10 |
2,428.3700 |
1,721.5890 |
706.7810 |
30.6% |
158.5774 |
6.9% |
84% |
False |
False |
1,242,314 |
| 20 |
2,428.3700 |
1,721.5890 |
706.7810 |
30.6% |
157.8020 |
6.8% |
84% |
False |
False |
1,221,477 |
| 40 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
51.0% |
198.3987 |
8.6% |
51% |
False |
False |
1,283,994 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
115.1% |
308.1833 |
13.3% |
23% |
False |
False |
1,314,573 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
115.1% |
291.2424 |
12.6% |
23% |
False |
False |
1,204,975 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
122.0% |
256.7434 |
11.1% |
27% |
False |
False |
1,090,617 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
133.0% |
245.1817 |
10.6% |
33% |
False |
False |
1,068,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,626.0295 |
|
2.618 |
2,515.0568 |
|
1.618 |
2,447.0588 |
|
1.000 |
2,405.0360 |
|
0.618 |
2,379.0608 |
|
HIGH |
2,337.0380 |
|
0.618 |
2,311.0628 |
|
0.500 |
2,303.0390 |
|
0.382 |
2,295.0152 |
|
LOW |
2,269.0400 |
|
0.618 |
2,227.0172 |
|
1.000 |
2,201.0420 |
|
1.618 |
2,159.0192 |
|
2.618 |
2,091.0212 |
|
4.250 |
1,980.0485 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,309.3337 |
2,291.0973 |
| PP |
2,306.1863 |
2,269.7137 |
| S1 |
2,303.0390 |
2,248.3300 |
|