| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,830.7 |
1,811.6 |
-19.1 |
-1.0% |
1,808.5 |
| High |
1,832.7 |
1,818.0 |
-14.7 |
-0.8% |
1,835.0 |
| Low |
1,809.5 |
1,795.0 |
-14.5 |
-0.8% |
1,791.0 |
| Close |
1,815.0 |
1,809.2 |
-5.8 |
-0.3% |
1,815.0 |
| Range |
23.2 |
23.0 |
-0.2 |
-0.9% |
44.0 |
| ATR |
23.9 |
23.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
184,655 |
249,675 |
65,020 |
35.2% |
1,033,738 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,876.4 |
1,865.8 |
1,821.9 |
|
| R3 |
1,853.4 |
1,842.8 |
1,815.5 |
|
| R2 |
1,830.4 |
1,830.4 |
1,813.4 |
|
| R1 |
1,819.8 |
1,819.8 |
1,811.3 |
1,813.6 |
| PP |
1,807.4 |
1,807.4 |
1,807.4 |
1,804.3 |
| S1 |
1,796.8 |
1,796.8 |
1,807.1 |
1,790.6 |
| S2 |
1,784.4 |
1,784.4 |
1,805.0 |
|
| S3 |
1,761.4 |
1,773.8 |
1,802.9 |
|
| S4 |
1,738.4 |
1,750.8 |
1,796.6 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,945.7 |
1,924.3 |
1,839.2 |
|
| R3 |
1,901.7 |
1,880.3 |
1,827.1 |
|
| R2 |
1,857.7 |
1,857.7 |
1,823.1 |
|
| R1 |
1,836.3 |
1,836.3 |
1,819.0 |
1,847.0 |
| PP |
1,813.7 |
1,813.7 |
1,813.7 |
1,819.0 |
| S1 |
1,792.3 |
1,792.3 |
1,811.0 |
1,803.0 |
| S2 |
1,769.7 |
1,769.7 |
1,806.9 |
|
| S3 |
1,725.7 |
1,748.3 |
1,802.9 |
|
| S4 |
1,681.7 |
1,704.3 |
1,790.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,835.0 |
1,795.0 |
40.0 |
2.2% |
21.2 |
1.2% |
36% |
False |
True |
216,399 |
| 10 |
1,835.0 |
1,784.7 |
50.3 |
2.8% |
21.6 |
1.2% |
49% |
False |
False |
216,600 |
| 20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
20.9 |
1.2% |
70% |
False |
False |
199,143 |
| 40 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.8 |
1.4% |
35% |
False |
False |
201,018 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.6 |
1.4% |
35% |
False |
False |
143,838 |
| 80 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
24.3 |
1.3% |
54% |
False |
False |
108,619 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.9 |
1.4% |
54% |
False |
False |
87,546 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.1 |
1.4% |
54% |
False |
False |
73,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,915.8 |
|
2.618 |
1,878.2 |
|
1.618 |
1,855.2 |
|
1.000 |
1,841.0 |
|
0.618 |
1,832.2 |
|
HIGH |
1,818.0 |
|
0.618 |
1,809.2 |
|
0.500 |
1,806.5 |
|
0.382 |
1,803.8 |
|
LOW |
1,795.0 |
|
0.618 |
1,780.8 |
|
1.000 |
1,772.0 |
|
1.618 |
1,757.8 |
|
2.618 |
1,734.8 |
|
4.250 |
1,697.3 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.3 |
1,815.0 |
| PP |
1,807.4 |
1,813.1 |
| S1 |
1,806.5 |
1,811.1 |
|