| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,295.3200 |
2,312.4810 |
17.1610 |
0.7% |
2,039.9830 |
| High |
2,337.0380 |
2,446.9420 |
109.9040 |
4.7% |
2,446.9420 |
| Low |
2,269.0400 |
2,304.5840 |
35.5440 |
1.6% |
2,037.5830 |
| Close |
2,312.4810 |
2,422.0910 |
109.6100 |
4.7% |
2,422.0910 |
| Range |
67.9980 |
142.3580 |
74.3600 |
109.4% |
409.3590 |
| ATR |
187.8691 |
184.6183 |
-3.2508 |
-1.7% |
0.0000 |
| Volume |
957,534 |
961,959 |
4,425 |
0.5% |
6,280,146 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.2797 |
2,762.5433 |
2,500.3879 |
|
| R3 |
2,675.9217 |
2,620.1853 |
2,461.2395 |
|
| R2 |
2,533.5637 |
2,533.5637 |
2,448.1900 |
|
| R1 |
2,477.8273 |
2,477.8273 |
2,435.1405 |
2,505.6955 |
| PP |
2,391.2057 |
2,391.2057 |
2,391.2057 |
2,405.1398 |
| S1 |
2,335.4693 |
2,335.4693 |
2,409.0415 |
2,363.3375 |
| S2 |
2,248.8477 |
2,248.8477 |
2,395.9920 |
|
| S3 |
2,106.4897 |
2,193.1113 |
2,382.9426 |
|
| S4 |
1,964.1317 |
2,050.7533 |
2,343.7941 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,530.2823 |
3,385.5457 |
2,647.2385 |
|
| R3 |
3,120.9233 |
2,976.1867 |
2,534.6647 |
|
| R2 |
2,711.5643 |
2,711.5643 |
2,497.1402 |
|
| R1 |
2,566.8277 |
2,566.8277 |
2,459.6156 |
2,639.1960 |
| PP |
2,302.2053 |
2,302.2053 |
2,302.2053 |
2,338.3895 |
| S1 |
2,157.4687 |
2,157.4687 |
2,384.5664 |
2,229.8370 |
| S2 |
1,892.8463 |
1,892.8463 |
2,347.0419 |
|
| S3 |
1,483.4873 |
1,748.1097 |
2,309.5173 |
|
| S4 |
1,074.1283 |
1,338.7507 |
2,196.9436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,446.9420 |
2,037.5830 |
409.3590 |
16.9% |
172.8854 |
7.1% |
94% |
True |
False |
1,256,029 |
| 10 |
2,446.9420 |
1,721.5890 |
725.3530 |
29.9% |
161.8305 |
6.7% |
97% |
True |
False |
1,243,647 |
| 20 |
2,446.9420 |
1,721.5890 |
725.3530 |
29.9% |
154.7987 |
6.4% |
97% |
True |
False |
1,192,729 |
| 40 |
2,870.5160 |
1,709.6900 |
1,160.8260 |
47.9% |
196.4075 |
8.1% |
61% |
False |
False |
1,287,486 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
109.9% |
306.0940 |
12.6% |
27% |
False |
False |
1,314,971 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
109.9% |
290.6561 |
12.0% |
27% |
False |
False |
1,207,772 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
116.4% |
257.3144 |
10.6% |
31% |
False |
False |
1,092,728 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
127.0% |
244.0102 |
10.1% |
37% |
False |
False |
1,067,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,051.9635 |
|
2.618 |
2,819.6352 |
|
1.618 |
2,677.2772 |
|
1.000 |
2,589.3000 |
|
0.618 |
2,534.9192 |
|
HIGH |
2,446.9420 |
|
0.618 |
2,392.5612 |
|
0.500 |
2,375.7630 |
|
0.382 |
2,358.9648 |
|
LOW |
2,304.5840 |
|
0.618 |
2,216.6068 |
|
1.000 |
2,162.2260 |
|
1.618 |
2,074.2488 |
|
2.618 |
1,931.8908 |
|
4.250 |
1,699.5625 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,406.6483 |
2,396.3570 |
| PP |
2,391.2057 |
2,370.6230 |
| S1 |
2,375.7630 |
2,344.8890 |
|