| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,813.5 |
1,810.6 |
-2.9 |
-0.2% |
1,808.5 |
| High |
1,825.9 |
1,814.4 |
-11.5 |
-0.6% |
1,835.0 |
| Low |
1,805.2 |
1,794.3 |
-10.9 |
-0.6% |
1,791.0 |
| Close |
1,811.4 |
1,803.4 |
-8.0 |
-0.4% |
1,815.0 |
| Range |
20.7 |
20.1 |
-0.6 |
-2.9% |
44.0 |
| ATR |
23.6 |
23.3 |
-0.2 |
-1.1% |
0.0 |
| Volume |
221,136 |
218,636 |
-2,500 |
-1.1% |
1,033,738 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,864.3 |
1,854.0 |
1,814.5 |
|
| R3 |
1,844.2 |
1,833.9 |
1,808.9 |
|
| R2 |
1,824.1 |
1,824.1 |
1,807.1 |
|
| R1 |
1,813.8 |
1,813.8 |
1,805.2 |
1,808.9 |
| PP |
1,804.0 |
1,804.0 |
1,804.0 |
1,801.6 |
| S1 |
1,793.7 |
1,793.7 |
1,801.6 |
1,788.8 |
| S2 |
1,783.9 |
1,783.9 |
1,799.7 |
|
| S3 |
1,763.8 |
1,773.6 |
1,797.9 |
|
| S4 |
1,743.7 |
1,753.5 |
1,792.3 |
|
|
| 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 |
1,794.3 |
40.7 |
2.3% |
20.3 |
1.1% |
22% |
False |
True |
209,942 |
| 10 |
1,835.0 |
1,791.0 |
44.0 |
2.4% |
20.9 |
1.2% |
28% |
False |
False |
215,810 |
| 20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
20.9 |
1.2% |
63% |
False |
False |
202,718 |
| 40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
25.1 |
1.4% |
32% |
False |
False |
209,290 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.6 |
1.4% |
32% |
False |
False |
151,020 |
| 80 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
24.3 |
1.3% |
52% |
False |
False |
114,037 |
| 100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
24.4 |
1.4% |
52% |
False |
False |
91,873 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
25.0 |
1.4% |
52% |
False |
False |
76,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,899.8 |
|
2.618 |
1,867.0 |
|
1.618 |
1,846.9 |
|
1.000 |
1,834.5 |
|
0.618 |
1,826.8 |
|
HIGH |
1,814.4 |
|
0.618 |
1,806.7 |
|
0.500 |
1,804.4 |
|
0.382 |
1,802.0 |
|
LOW |
1,794.3 |
|
0.618 |
1,781.9 |
|
1.000 |
1,774.2 |
|
1.618 |
1,761.8 |
|
2.618 |
1,741.7 |
|
4.250 |
1,708.9 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,804.4 |
1,810.1 |
| PP |
1,804.0 |
1,807.9 |
| S1 |
1,803.7 |
1,805.6 |
|