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 |
1,798.62 |
1,806.60 |
7.98 |
0.4% |
1,811.24 |
High |
1,808.88 |
1,832.17 |
23.29 |
1.3% |
1,823.69 |
Low |
1,795.71 |
1,805.47 |
9.76 |
0.5% |
1,793.21 |
Close |
1,806.65 |
1,827.74 |
21.09 |
1.2% |
1,801.70 |
Range |
13.17 |
26.70 |
13.53 |
102.7% |
30.48 |
ATR |
17.95 |
18.58 |
0.62 |
3.5% |
0.00 |
Volume |
6,444 |
6,548 |
104 |
1.6% |
31,029 |
|
Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.89 |
1,891.52 |
1,842.43 |
|
R3 |
1,875.19 |
1,864.82 |
1,835.08 |
|
R2 |
1,848.49 |
1,848.49 |
1,832.64 |
|
R1 |
1,838.12 |
1,838.12 |
1,830.19 |
1,843.31 |
PP |
1,821.79 |
1,821.79 |
1,821.79 |
1,824.39 |
S1 |
1,811.42 |
1,811.42 |
1,825.29 |
1,816.61 |
S2 |
1,795.09 |
1,795.09 |
1,822.85 |
|
S3 |
1,768.39 |
1,784.72 |
1,820.40 |
|
S4 |
1,741.69 |
1,758.02 |
1,813.06 |
|
|
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 |
1,832.17 |
1,793.21 |
38.96 |
2.1% |
16.32 |
0.9% |
89% |
True |
False |
6,372 |
10 |
1,832.17 |
1,793.21 |
38.96 |
2.1% |
17.25 |
0.9% |
89% |
True |
False |
6,295 |
20 |
1,832.87 |
1,766.24 |
66.63 |
3.6% |
17.24 |
0.9% |
92% |
False |
False |
6,289 |
40 |
1,909.13 |
1,752.19 |
156.94 |
8.6% |
21.19 |
1.2% |
48% |
False |
False |
6,301 |
60 |
1,915.42 |
1,752.19 |
163.23 |
8.9% |
21.74 |
1.2% |
46% |
False |
False |
6,332 |
80 |
1,915.42 |
1,723.88 |
191.54 |
10.5% |
21.30 |
1.2% |
54% |
False |
False |
6,407 |
100 |
1,915.42 |
1,678.24 |
237.18 |
13.0% |
21.37 |
1.2% |
63% |
False |
False |
6,462 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.0% |
22.43 |
1.2% |
63% |
False |
False |
6,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,945.65 |
2.618 |
1,902.07 |
1.618 |
1,875.37 |
1.000 |
1,858.87 |
0.618 |
1,848.67 |
HIGH |
1,832.17 |
0.618 |
1,821.97 |
0.500 |
1,818.82 |
0.382 |
1,815.67 |
LOW |
1,805.47 |
0.618 |
1,788.97 |
1.000 |
1,778.77 |
1.618 |
1,762.27 |
2.618 |
1,735.57 |
4.250 |
1,692.00 |
|
|
Fisher Pivots for day following 29-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,824.77 |
1,822.81 |
PP |
1,821.79 |
1,817.88 |
S1 |
1,818.82 |
1,812.96 |
|