Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,797.1 |
1,798.6 |
1.5 |
0.1% |
1,811.6 |
High |
1,805.4 |
1,809.0 |
3.6 |
0.2% |
1,825.9 |
Low |
1,792.8 |
1,790.7 |
-2.1 |
-0.1% |
1,789.1 |
Close |
1,799.8 |
1,799.7 |
-0.1 |
0.0% |
1,801.8 |
Range |
12.6 |
18.3 |
5.7 |
45.2% |
36.8 |
ATR |
21.6 |
21.3 |
-0.2 |
-1.1% |
0.0 |
Volume |
177,043 |
209,783 |
32,740 |
18.5% |
1,119,529 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.7 |
1,845.5 |
1,809.8 |
|
R3 |
1,836.4 |
1,827.2 |
1,804.7 |
|
R2 |
1,818.1 |
1,818.1 |
1,803.1 |
|
R1 |
1,808.9 |
1,808.9 |
1,801.4 |
1,813.5 |
PP |
1,799.8 |
1,799.8 |
1,799.8 |
1,802.1 |
S1 |
1,790.6 |
1,790.6 |
1,798.0 |
1,795.2 |
S2 |
1,781.5 |
1,781.5 |
1,796.3 |
|
S3 |
1,763.2 |
1,772.3 |
1,794.7 |
|
S4 |
1,744.9 |
1,754.0 |
1,789.6 |
|
|
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 |
1,812.0 |
1,789.1 |
22.9 |
1.3% |
17.0 |
0.9% |
46% |
False |
False |
204,291 |
10 |
1,835.0 |
1,789.1 |
45.9 |
2.6% |
18.6 |
1.0% |
23% |
False |
False |
207,116 |
20 |
1,835.0 |
1,753.2 |
81.8 |
4.5% |
20.1 |
1.1% |
57% |
False |
False |
209,121 |
40 |
1,912.3 |
1,750.1 |
162.2 |
9.0% |
24.3 |
1.3% |
31% |
False |
False |
208,443 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.2 |
1.3% |
29% |
False |
False |
167,249 |
80 |
1,919.2 |
1,725.5 |
193.7 |
10.8% |
23.6 |
1.3% |
38% |
False |
False |
126,642 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
23.6 |
1.3% |
50% |
False |
False |
101,937 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
24.5 |
1.4% |
50% |
False |
False |
85,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,886.8 |
2.618 |
1,856.9 |
1.618 |
1,838.6 |
1.000 |
1,827.3 |
0.618 |
1,820.3 |
HIGH |
1,809.0 |
0.618 |
1,802.0 |
0.500 |
1,799.9 |
0.382 |
1,797.7 |
LOW |
1,790.7 |
0.618 |
1,779.4 |
1.000 |
1,772.4 |
1.618 |
1,761.1 |
2.618 |
1,742.8 |
4.250 |
1,712.9 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,799.9 |
1,801.4 |
PP |
1,799.8 |
1,800.8 |
S1 |
1,799.8 |
1,800.3 |
|