Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,043.5 |
4,005.5 |
-38.0 |
-0.9% |
4,057.0 |
High |
4,063.0 |
4,006.5 |
-56.5 |
-1.4% |
4,095.5 |
Low |
4,003.0 |
3,895.0 |
-108.0 |
-2.7% |
4,003.0 |
Close |
4,021.5 |
3,915.0 |
-106.5 |
-2.6% |
4,021.5 |
Range |
60.0 |
111.5 |
51.5 |
85.8% |
92.5 |
ATR |
53.0 |
58.3 |
5.2 |
9.9% |
0.0 |
Volume |
831,665 |
1,168,482 |
336,817 |
40.5% |
3,301,151 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,273.3 |
4,205.7 |
3,976.3 |
|
R3 |
4,161.8 |
4,094.2 |
3,945.7 |
|
R2 |
4,050.3 |
4,050.3 |
3,935.4 |
|
R1 |
3,982.7 |
3,982.7 |
3,925.2 |
3,960.8 |
PP |
3,938.8 |
3,938.8 |
3,938.8 |
3,927.9 |
S1 |
3,871.2 |
3,871.2 |
3,904.8 |
3,849.3 |
S2 |
3,827.3 |
3,827.3 |
3,894.6 |
|
S3 |
3,715.8 |
3,759.7 |
3,884.3 |
|
S4 |
3,604.3 |
3,648.2 |
3,853.7 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,317.5 |
4,262.0 |
4,072.4 |
|
R3 |
4,225.0 |
4,169.5 |
4,046.9 |
|
R2 |
4,132.5 |
4,132.5 |
4,038.5 |
|
R1 |
4,077.0 |
4,077.0 |
4,030.0 |
4,058.5 |
PP |
4,040.0 |
4,040.0 |
4,040.0 |
4,030.8 |
S1 |
3,984.5 |
3,984.5 |
4,013.0 |
3,966.0 |
S2 |
3,947.5 |
3,947.5 |
4,004.5 |
|
S3 |
3,855.0 |
3,892.0 |
3,996.1 |
|
S4 |
3,762.5 |
3,799.5 |
3,970.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,095.5 |
3,895.0 |
200.5 |
5.1% |
55.6 |
1.4% |
10% |
False |
True |
759,885 |
10 |
4,095.5 |
3,895.0 |
200.5 |
5.1% |
66.5 |
1.7% |
10% |
False |
True |
778,629 |
20 |
4,121.0 |
3,895.0 |
226.0 |
5.8% |
58.6 |
1.5% |
9% |
False |
True |
727,602 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.6% |
46.6 |
1.2% |
8% |
False |
True |
535,467 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.3% |
47.1 |
1.2% |
26% |
False |
False |
357,146 |
80 |
4,153.0 |
3,720.0 |
433.0 |
11.1% |
42.0 |
1.1% |
45% |
False |
False |
267,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,480.4 |
2.618 |
4,298.4 |
1.618 |
4,186.9 |
1.000 |
4,118.0 |
0.618 |
4,075.4 |
HIGH |
4,006.5 |
0.618 |
3,963.9 |
0.500 |
3,950.8 |
0.382 |
3,937.6 |
LOW |
3,895.0 |
0.618 |
3,826.1 |
1.000 |
3,783.5 |
1.618 |
3,714.6 |
2.618 |
3,603.1 |
4.250 |
3,421.1 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
3,950.8 |
3,989.5 |
PP |
3,938.8 |
3,964.7 |
S1 |
3,926.9 |
3,939.8 |
|