| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,811.6 |
1,813.5 |
1.9 |
0.1% |
1,808.5 |
| High |
1,818.0 |
1,825.9 |
7.9 |
0.4% |
1,835.0 |
| Low |
1,795.0 |
1,805.2 |
10.2 |
0.6% |
1,791.0 |
| Close |
1,809.2 |
1,811.4 |
2.2 |
0.1% |
1,815.0 |
| Range |
23.0 |
20.7 |
-2.3 |
-10.0% |
44.0 |
| ATR |
23.8 |
23.6 |
-0.2 |
-0.9% |
0.0 |
| Volume |
249,675 |
221,136 |
-28,539 |
-11.4% |
1,033,738 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,876.3 |
1,864.5 |
1,822.8 |
|
| R3 |
1,855.6 |
1,843.8 |
1,817.1 |
|
| R2 |
1,834.9 |
1,834.9 |
1,815.2 |
|
| R1 |
1,823.1 |
1,823.1 |
1,813.3 |
1,818.7 |
| PP |
1,814.2 |
1,814.2 |
1,814.2 |
1,811.9 |
| S1 |
1,802.4 |
1,802.4 |
1,809.5 |
1,798.0 |
| S2 |
1,793.5 |
1,793.5 |
1,807.6 |
|
| S3 |
1,772.8 |
1,781.7 |
1,805.7 |
|
| S4 |
1,752.1 |
1,761.0 |
1,800.0 |
|
|
| 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% |
21.5 |
1.2% |
41% |
False |
False |
212,191 |
| 10 |
1,835.0 |
1,791.0 |
44.0 |
2.4% |
20.5 |
1.1% |
46% |
False |
False |
211,054 |
| 20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
20.8 |
1.1% |
72% |
False |
False |
200,424 |
| 40 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.9 |
1.4% |
36% |
False |
False |
205,220 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
24.5 |
1.4% |
36% |
False |
False |
147,438 |
| 80 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
24.2 |
1.3% |
55% |
False |
False |
111,347 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.8 |
1.4% |
55% |
False |
False |
89,738 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
25.1 |
1.4% |
55% |
False |
False |
75,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,913.9 |
|
2.618 |
1,880.1 |
|
1.618 |
1,859.4 |
|
1.000 |
1,846.6 |
|
0.618 |
1,838.7 |
|
HIGH |
1,825.9 |
|
0.618 |
1,818.0 |
|
0.500 |
1,815.6 |
|
0.382 |
1,813.1 |
|
LOW |
1,805.2 |
|
0.618 |
1,792.4 |
|
1.000 |
1,784.5 |
|
1.618 |
1,771.7 |
|
2.618 |
1,751.0 |
|
4.250 |
1,717.2 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,815.6 |
1,813.9 |
| PP |
1,814.2 |
1,813.0 |
| S1 |
1,812.8 |
1,812.2 |
|