| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4,005.5 |
3,928.0 |
-77.5 |
-1.9% |
4,057.0 |
| High |
4,006.5 |
3,971.5 |
-35.0 |
-0.9% |
4,095.5 |
| Low |
3,895.0 |
3,912.0 |
17.0 |
0.4% |
4,003.0 |
| Close |
3,915.0 |
3,949.5 |
34.5 |
0.9% |
4,021.5 |
| Range |
111.5 |
59.5 |
-52.0 |
-46.6% |
92.5 |
| ATR |
58.3 |
58.4 |
0.1 |
0.1% |
0.0 |
| Volume |
1,168,482 |
987,422 |
-181,060 |
-15.5% |
3,301,151 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,122.8 |
4,095.7 |
3,982.2 |
|
| R3 |
4,063.3 |
4,036.2 |
3,965.9 |
|
| R2 |
4,003.8 |
4,003.8 |
3,960.4 |
|
| R1 |
3,976.7 |
3,976.7 |
3,955.0 |
3,990.3 |
| PP |
3,944.3 |
3,944.3 |
3,944.3 |
3,951.1 |
| S1 |
3,917.2 |
3,917.2 |
3,944.0 |
3,930.8 |
| S2 |
3,884.8 |
3,884.8 |
3,938.6 |
|
| S3 |
3,825.3 |
3,857.7 |
3,933.1 |
|
| S4 |
3,765.8 |
3,798.2 |
3,916.8 |
|
|
| 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 |
4,095.0 |
3,895.0 |
200.0 |
5.1% |
63.0 |
1.6% |
27% |
False |
False |
850,301 |
| 10 |
4,095.5 |
3,895.0 |
200.5 |
5.1% |
66.5 |
1.7% |
27% |
False |
False |
815,708 |
| 20 |
4,121.0 |
3,895.0 |
226.0 |
5.7% |
56.8 |
1.4% |
24% |
False |
False |
715,501 |
| 40 |
4,153.0 |
3,895.0 |
258.0 |
6.5% |
47.2 |
1.2% |
21% |
False |
False |
559,329 |
| 60 |
4,153.0 |
3,830.0 |
323.0 |
8.2% |
47.6 |
1.2% |
37% |
False |
False |
373,594 |
| 80 |
4,153.0 |
3,720.0 |
433.0 |
11.0% |
42.5 |
1.1% |
53% |
False |
False |
280,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,224.4 |
|
2.618 |
4,127.3 |
|
1.618 |
4,067.8 |
|
1.000 |
4,031.0 |
|
0.618 |
4,008.3 |
|
HIGH |
3,971.5 |
|
0.618 |
3,948.8 |
|
0.500 |
3,941.8 |
|
0.382 |
3,934.7 |
|
LOW |
3,912.0 |
|
0.618 |
3,875.2 |
|
1.000 |
3,852.5 |
|
1.618 |
3,815.7 |
|
2.618 |
3,756.2 |
|
4.250 |
3,659.1 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,946.9 |
3,979.0 |
| PP |
3,944.3 |
3,969.2 |
| S1 |
3,941.8 |
3,959.3 |
|