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 |
1,801.68 |
1,797.26 |
-4.42 |
-0.2% |
1,811.24 |
High |
1,810.88 |
1,804.60 |
-6.28 |
-0.3% |
1,823.69 |
Low |
1,796.47 |
1,793.74 |
-2.73 |
-0.2% |
1,793.21 |
Close |
1,797.22 |
1,798.64 |
1.42 |
0.1% |
1,801.70 |
Range |
14.41 |
10.86 |
-3.55 |
-24.6% |
30.48 |
ATR |
18.90 |
18.32 |
-0.57 |
-3.0% |
0.00 |
Volume |
6,352 |
6,416 |
64 |
1.0% |
31,029 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.57 |
1,825.97 |
1,804.61 |
|
R3 |
1,820.71 |
1,815.11 |
1,801.63 |
|
R2 |
1,809.85 |
1,809.85 |
1,800.63 |
|
R1 |
1,804.25 |
1,804.25 |
1,799.64 |
1,807.05 |
PP |
1,798.99 |
1,798.99 |
1,798.99 |
1,800.40 |
S1 |
1,793.39 |
1,793.39 |
1,797.64 |
1,796.19 |
S2 |
1,788.13 |
1,788.13 |
1,796.65 |
|
S3 |
1,777.27 |
1,782.53 |
1,795.65 |
|
S4 |
1,766.41 |
1,771.67 |
1,792.67 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.64 |
1,880.15 |
1,818.46 |
|
R3 |
1,867.16 |
1,849.67 |
1,810.08 |
|
R2 |
1,836.68 |
1,836.68 |
1,807.29 |
|
R1 |
1,819.19 |
1,819.19 |
1,804.49 |
1,812.70 |
PP |
1,806.20 |
1,806.20 |
1,806.20 |
1,802.95 |
S1 |
1,788.71 |
1,788.71 |
1,798.91 |
1,782.22 |
S2 |
1,775.72 |
1,775.72 |
1,796.11 |
|
S3 |
1,745.24 |
1,758.23 |
1,793.32 |
|
S4 |
1,714.76 |
1,727.75 |
1,784.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,813.13 |
1,793.21 |
19.92 |
1.1% |
14.52 |
0.8% |
27% |
False |
False |
6,252 |
10 |
1,832.87 |
1,793.21 |
39.66 |
2.2% |
16.80 |
0.9% |
14% |
False |
False |
6,229 |
20 |
1,832.87 |
1,752.19 |
80.68 |
4.5% |
17.54 |
1.0% |
58% |
False |
False |
6,277 |
40 |
1,915.42 |
1,752.19 |
163.23 |
9.1% |
21.09 |
1.2% |
28% |
False |
False |
6,294 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.1% |
21.95 |
1.2% |
28% |
False |
False |
6,339 |
80 |
1,915.42 |
1,721.63 |
193.79 |
10.8% |
21.16 |
1.2% |
40% |
False |
False |
6,402 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
21.48 |
1.2% |
51% |
False |
False |
6,454 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
22.68 |
1.3% |
51% |
False |
False |
6,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.76 |
2.618 |
1,833.03 |
1.618 |
1,822.17 |
1.000 |
1,815.46 |
0.618 |
1,811.31 |
HIGH |
1,804.60 |
0.618 |
1,800.45 |
0.500 |
1,799.17 |
0.382 |
1,797.89 |
LOW |
1,793.74 |
0.618 |
1,787.03 |
1.000 |
1,782.88 |
1.618 |
1,776.17 |
2.618 |
1,765.31 |
4.250 |
1,747.59 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,799.17 |
1,802.05 |
PP |
1,798.99 |
1,800.91 |
S1 |
1,798.82 |
1,799.78 |
|