Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,802.3 |
1,797.1 |
-5.2 |
-0.3% |
1,811.6 |
High |
1,812.0 |
1,805.4 |
-6.6 |
-0.4% |
1,825.9 |
Low |
1,796.0 |
1,792.8 |
-3.2 |
-0.2% |
1,789.1 |
Close |
1,799.2 |
1,799.8 |
0.6 |
0.0% |
1,801.8 |
Range |
16.0 |
12.6 |
-3.4 |
-21.3% |
36.8 |
ATR |
22.3 |
21.6 |
-0.7 |
-3.1% |
0.0 |
Volume |
204,547 |
177,043 |
-27,504 |
-13.4% |
1,119,529 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.1 |
1,831.1 |
1,806.7 |
|
R3 |
1,824.5 |
1,818.5 |
1,803.3 |
|
R2 |
1,811.9 |
1,811.9 |
1,802.1 |
|
R1 |
1,805.9 |
1,805.9 |
1,801.0 |
1,808.9 |
PP |
1,799.3 |
1,799.3 |
1,799.3 |
1,800.9 |
S1 |
1,793.3 |
1,793.3 |
1,798.6 |
1,796.3 |
S2 |
1,786.7 |
1,786.7 |
1,797.5 |
|
S3 |
1,774.1 |
1,780.7 |
1,796.3 |
|
S4 |
1,761.5 |
1,768.1 |
1,792.9 |
|
|
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 |
1,814.4 |
1,789.1 |
25.3 |
1.4% |
17.4 |
1.0% |
42% |
False |
False |
206,061 |
10 |
1,835.0 |
1,789.1 |
45.9 |
2.6% |
19.4 |
1.1% |
23% |
False |
False |
209,126 |
20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
20.6 |
1.1% |
59% |
False |
False |
210,627 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.4 |
1.4% |
29% |
False |
False |
210,465 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.5 |
1.4% |
29% |
False |
False |
163,885 |
80 |
1,919.2 |
1,723.6 |
195.6 |
10.9% |
23.5 |
1.3% |
39% |
False |
False |
124,037 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
23.6 |
1.3% |
50% |
False |
False |
99,871 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
24.7 |
1.4% |
50% |
False |
False |
83,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,859.0 |
2.618 |
1,838.4 |
1.618 |
1,825.8 |
1.000 |
1,818.0 |
0.618 |
1,813.2 |
HIGH |
1,805.4 |
0.618 |
1,800.6 |
0.500 |
1,799.1 |
0.382 |
1,797.6 |
LOW |
1,792.8 |
0.618 |
1,785.0 |
1.000 |
1,780.2 |
1.618 |
1,772.4 |
2.618 |
1,759.8 |
4.250 |
1,739.3 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,799.6 |
1,800.6 |
PP |
1,799.3 |
1,800.3 |
S1 |
1,799.1 |
1,800.1 |
|