Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,797.26 |
1,798.62 |
1.36 |
0.1% |
1,811.24 |
High |
1,804.60 |
1,808.88 |
4.28 |
0.2% |
1,823.69 |
Low |
1,793.74 |
1,795.71 |
1.97 |
0.1% |
1,793.21 |
Close |
1,798.64 |
1,806.65 |
8.01 |
0.4% |
1,801.70 |
Range |
10.86 |
13.17 |
2.31 |
21.3% |
30.48 |
ATR |
18.32 |
17.95 |
-0.37 |
-2.0% |
0.00 |
Volume |
6,416 |
6,444 |
28 |
0.4% |
31,029 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.26 |
1,838.12 |
1,813.89 |
|
R3 |
1,830.09 |
1,824.95 |
1,810.27 |
|
R2 |
1,816.92 |
1,816.92 |
1,809.06 |
|
R1 |
1,811.78 |
1,811.78 |
1,807.86 |
1,814.35 |
PP |
1,803.75 |
1,803.75 |
1,803.75 |
1,805.03 |
S1 |
1,798.61 |
1,798.61 |
1,805.44 |
1,801.18 |
S2 |
1,790.58 |
1,790.58 |
1,804.24 |
|
S3 |
1,777.41 |
1,785.44 |
1,803.03 |
|
S4 |
1,764.24 |
1,772.27 |
1,799.41 |
|
|
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 |
1,810.88 |
1,793.21 |
17.67 |
1.0% |
13.82 |
0.8% |
76% |
False |
False |
6,300 |
10 |
1,832.87 |
1,793.21 |
39.66 |
2.2% |
15.78 |
0.9% |
34% |
False |
False |
6,252 |
20 |
1,832.87 |
1,753.31 |
79.56 |
4.4% |
16.88 |
0.9% |
67% |
False |
False |
6,284 |
40 |
1,909.13 |
1,752.19 |
156.94 |
8.7% |
20.86 |
1.2% |
35% |
False |
False |
6,297 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
21.68 |
1.2% |
33% |
False |
False |
6,336 |
80 |
1,915.42 |
1,723.88 |
191.54 |
10.6% |
21.19 |
1.2% |
43% |
False |
False |
6,402 |
100 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
21.46 |
1.2% |
54% |
False |
False |
6,456 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
22.39 |
1.2% |
54% |
False |
False |
6,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,864.85 |
2.618 |
1,843.36 |
1.618 |
1,830.19 |
1.000 |
1,822.05 |
0.618 |
1,817.02 |
HIGH |
1,808.88 |
0.618 |
1,803.85 |
0.500 |
1,802.30 |
0.382 |
1,800.74 |
LOW |
1,795.71 |
0.618 |
1,787.57 |
1.000 |
1,782.54 |
1.618 |
1,774.40 |
2.618 |
1,761.23 |
4.250 |
1,739.74 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,805.20 |
1,805.20 |
PP |
1,803.75 |
1,803.76 |
S1 |
1,802.30 |
1,802.31 |
|