Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,803.9 |
1,807.7 |
3.8 |
0.2% |
1,811.6 |
High |
1,808.4 |
1,810.7 |
2.3 |
0.1% |
1,825.9 |
Low |
1,791.9 |
1,789.1 |
-2.8 |
-0.2% |
1,789.1 |
Close |
1,805.4 |
1,801.8 |
-3.6 |
-0.2% |
1,801.8 |
Range |
16.5 |
21.6 |
5.1 |
30.9% |
36.8 |
ATR |
22.8 |
22.8 |
-0.1 |
-0.4% |
0.0 |
Volume |
193,318 |
236,764 |
43,446 |
22.5% |
1,119,529 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.3 |
1,855.2 |
1,813.7 |
|
R3 |
1,843.7 |
1,833.6 |
1,807.7 |
|
R2 |
1,822.1 |
1,822.1 |
1,805.8 |
|
R1 |
1,812.0 |
1,812.0 |
1,803.8 |
1,806.3 |
PP |
1,800.5 |
1,800.5 |
1,800.5 |
1,797.7 |
S1 |
1,790.4 |
1,790.4 |
1,799.8 |
1,784.7 |
S2 |
1,778.9 |
1,778.9 |
1,797.8 |
|
S3 |
1,757.3 |
1,768.8 |
1,795.9 |
|
S4 |
1,735.7 |
1,747.2 |
1,789.9 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.0 |
1,895.7 |
1,822.0 |
|
R3 |
1,879.2 |
1,858.9 |
1,811.9 |
|
R2 |
1,842.4 |
1,842.4 |
1,808.5 |
|
R1 |
1,822.1 |
1,822.1 |
1,805.2 |
1,813.9 |
PP |
1,805.6 |
1,805.6 |
1,805.6 |
1,801.5 |
S1 |
1,785.3 |
1,785.3 |
1,798.4 |
1,777.1 |
S2 |
1,768.8 |
1,768.8 |
1,795.1 |
|
S3 |
1,732.0 |
1,748.5 |
1,791.7 |
|
S4 |
1,695.2 |
1,711.7 |
1,781.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,825.9 |
1,789.1 |
36.8 |
2.0% |
20.4 |
1.1% |
35% |
False |
True |
223,905 |
10 |
1,835.0 |
1,789.1 |
45.9 |
2.5% |
20.5 |
1.1% |
28% |
False |
True |
215,326 |
20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
20.9 |
1.2% |
61% |
False |
False |
207,647 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.7 |
1.4% |
31% |
False |
False |
211,173 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.7 |
1.4% |
31% |
False |
False |
157,958 |
80 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
24.0 |
1.3% |
51% |
False |
False |
119,329 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
24.1 |
1.3% |
51% |
False |
False |
96,117 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
24.9 |
1.4% |
51% |
False |
False |
80,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.5 |
2.618 |
1,867.2 |
1.618 |
1,845.6 |
1.000 |
1,832.3 |
0.618 |
1,824.0 |
HIGH |
1,810.7 |
0.618 |
1,802.4 |
0.500 |
1,799.9 |
0.382 |
1,797.4 |
LOW |
1,789.1 |
0.618 |
1,775.8 |
1.000 |
1,767.5 |
1.618 |
1,754.2 |
2.618 |
1,732.6 |
4.250 |
1,697.3 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,801.2 |
1,801.8 |
PP |
1,800.5 |
1,801.8 |
S1 |
1,799.9 |
1,801.8 |
|