| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
3,928.0 |
3,966.0 |
38.0 |
1.0% |
4,057.0 |
| High |
3,971.5 |
4,036.5 |
65.0 |
1.6% |
4,095.5 |
| Low |
3,912.0 |
3,944.0 |
32.0 |
0.8% |
4,003.0 |
| Close |
3,949.5 |
4,019.0 |
69.5 |
1.8% |
4,021.5 |
| Range |
59.5 |
92.5 |
33.0 |
55.5% |
92.5 |
| ATR |
58.4 |
60.8 |
2.4 |
4.2% |
0.0 |
| Volume |
987,422 |
679,857 |
-307,565 |
-31.1% |
3,301,151 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,277.3 |
4,240.7 |
4,069.9 |
|
| R3 |
4,184.8 |
4,148.2 |
4,044.4 |
|
| R2 |
4,092.3 |
4,092.3 |
4,036.0 |
|
| R1 |
4,055.7 |
4,055.7 |
4,027.5 |
4,074.0 |
| PP |
3,999.8 |
3,999.8 |
3,999.8 |
4,009.0 |
| S1 |
3,963.2 |
3,963.2 |
4,010.5 |
3,981.5 |
| S2 |
3,907.3 |
3,907.3 |
4,002.0 |
|
| S3 |
3,814.8 |
3,870.7 |
3,993.6 |
|
| S4 |
3,722.3 |
3,778.2 |
3,968.1 |
|
|
| 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 |
4,084.0 |
3,895.0 |
189.0 |
4.7% |
75.3 |
1.9% |
66% |
False |
False |
874,050 |
| 10 |
4,095.5 |
3,895.0 |
200.5 |
5.0% |
71.0 |
1.8% |
62% |
False |
False |
825,444 |
| 20 |
4,121.0 |
3,895.0 |
226.0 |
5.6% |
59.5 |
1.5% |
55% |
False |
False |
725,558 |
| 40 |
4,153.0 |
3,895.0 |
258.0 |
6.4% |
48.9 |
1.2% |
48% |
False |
False |
576,318 |
| 60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
48.9 |
1.2% |
59% |
False |
False |
384,925 |
| 80 |
4,153.0 |
3,779.0 |
374.0 |
9.3% |
42.9 |
1.1% |
64% |
False |
False |
288,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,429.6 |
|
2.618 |
4,278.7 |
|
1.618 |
4,186.2 |
|
1.000 |
4,129.0 |
|
0.618 |
4,093.7 |
|
HIGH |
4,036.5 |
|
0.618 |
4,001.2 |
|
0.500 |
3,990.3 |
|
0.382 |
3,979.3 |
|
LOW |
3,944.0 |
|
0.618 |
3,886.8 |
|
1.000 |
3,851.5 |
|
1.618 |
3,794.3 |
|
2.618 |
3,701.8 |
|
4.250 |
3,550.9 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,009.4 |
4,001.3 |
| PP |
3,999.8 |
3,983.5 |
| S1 |
3,990.3 |
3,965.8 |
|