Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,810.6 |
1,803.9 |
-6.7 |
-0.4% |
1,808.5 |
High |
1,814.4 |
1,808.4 |
-6.0 |
-0.3% |
1,835.0 |
Low |
1,794.3 |
1,791.9 |
-2.4 |
-0.1% |
1,791.0 |
Close |
1,803.4 |
1,805.4 |
2.0 |
0.1% |
1,815.0 |
Range |
20.1 |
16.5 |
-3.6 |
-17.9% |
44.0 |
ATR |
23.3 |
22.8 |
-0.5 |
-2.1% |
0.0 |
Volume |
218,636 |
193,318 |
-25,318 |
-11.6% |
1,033,738 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.4 |
1,844.9 |
1,814.5 |
|
R3 |
1,834.9 |
1,828.4 |
1,809.9 |
|
R2 |
1,818.4 |
1,818.4 |
1,808.4 |
|
R1 |
1,811.9 |
1,811.9 |
1,806.9 |
1,815.2 |
PP |
1,801.9 |
1,801.9 |
1,801.9 |
1,803.5 |
S1 |
1,795.4 |
1,795.4 |
1,803.9 |
1,798.7 |
S2 |
1,785.4 |
1,785.4 |
1,802.4 |
|
S3 |
1,768.9 |
1,778.9 |
1,800.9 |
|
S4 |
1,752.4 |
1,762.4 |
1,796.3 |
|
|
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 |
1,832.7 |
1,791.9 |
40.8 |
2.3% |
20.7 |
1.1% |
33% |
False |
True |
213,484 |
10 |
1,835.0 |
1,791.0 |
44.0 |
2.4% |
20.0 |
1.1% |
33% |
False |
False |
210,208 |
20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
20.6 |
1.1% |
65% |
False |
False |
203,420 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.8 |
1.4% |
33% |
False |
False |
209,708 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.7 |
1.4% |
33% |
False |
False |
154,112 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
24.1 |
1.3% |
53% |
False |
False |
116,403 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.2 |
1.3% |
53% |
False |
False |
93,788 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.9 |
1.4% |
53% |
False |
False |
78,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.5 |
2.618 |
1,851.6 |
1.618 |
1,835.1 |
1.000 |
1,824.9 |
0.618 |
1,818.6 |
HIGH |
1,808.4 |
0.618 |
1,802.1 |
0.500 |
1,800.2 |
0.382 |
1,798.2 |
LOW |
1,791.9 |
0.618 |
1,781.7 |
1.000 |
1,775.4 |
1.618 |
1,765.2 |
2.618 |
1,748.7 |
4.250 |
1,721.8 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,803.7 |
1,808.9 |
PP |
1,801.9 |
1,807.7 |
S1 |
1,800.2 |
1,806.6 |
|