Trading Metrics calculated at close of trading on 29-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,798.6 |
1,806.6 |
8.0 |
0.4% |
1,811.6 |
High |
1,809.0 |
1,832.6 |
23.6 |
1.3% |
1,825.9 |
Low |
1,790.7 |
1,806.1 |
15.4 |
0.9% |
1,789.1 |
Close |
1,799.7 |
1,831.2 |
31.5 |
1.8% |
1,801.8 |
Range |
18.3 |
26.5 |
8.2 |
44.8% |
36.8 |
ATR |
21.3 |
22.2 |
0.8 |
3.9% |
0.0 |
Volume |
209,783 |
30,496 |
-179,287 |
-85.5% |
1,119,529 |
|
Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.8 |
1,893.5 |
1,845.8 |
|
R3 |
1,876.3 |
1,867.0 |
1,838.5 |
|
R2 |
1,849.8 |
1,849.8 |
1,836.1 |
|
R1 |
1,840.5 |
1,840.5 |
1,833.6 |
1,845.2 |
PP |
1,823.3 |
1,823.3 |
1,823.3 |
1,825.6 |
S1 |
1,814.0 |
1,814.0 |
1,828.8 |
1,818.7 |
S2 |
1,796.8 |
1,796.8 |
1,826.3 |
|
S3 |
1,770.3 |
1,787.5 |
1,823.9 |
|
S4 |
1,743.8 |
1,761.0 |
1,816.6 |
|
|
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 |
1,832.6 |
1,789.1 |
43.5 |
2.4% |
19.0 |
1.0% |
97% |
True |
False |
171,726 |
10 |
1,832.7 |
1,789.1 |
43.6 |
2.4% |
19.9 |
1.1% |
97% |
False |
False |
192,605 |
20 |
1,835.0 |
1,765.9 |
69.1 |
3.8% |
20.3 |
1.1% |
95% |
False |
False |
201,751 |
40 |
1,912.3 |
1,750.1 |
162.2 |
8.9% |
24.6 |
1.3% |
50% |
False |
False |
205,054 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.2% |
24.2 |
1.3% |
48% |
False |
False |
167,592 |
80 |
1,919.2 |
1,725.5 |
193.7 |
10.6% |
23.7 |
1.3% |
55% |
False |
False |
126,975 |
100 |
1,919.2 |
1,679.4 |
239.8 |
13.1% |
23.5 |
1.3% |
63% |
False |
False |
102,163 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.1% |
24.5 |
1.3% |
63% |
False |
False |
85,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,945.2 |
2.618 |
1,902.0 |
1.618 |
1,875.5 |
1.000 |
1,859.1 |
0.618 |
1,849.0 |
HIGH |
1,832.6 |
0.618 |
1,822.5 |
0.500 |
1,819.4 |
0.382 |
1,816.2 |
LOW |
1,806.1 |
0.618 |
1,789.7 |
1.000 |
1,779.6 |
1.618 |
1,763.2 |
2.618 |
1,736.7 |
4.250 |
1,693.5 |
|
|
Fisher Pivots for day following 29-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,827.3 |
1,824.7 |
PP |
1,823.3 |
1,818.2 |
S1 |
1,819.4 |
1,811.7 |
|