Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
3,966.0 |
4,040.0 |
74.0 |
1.9% |
4,057.0 |
High |
4,036.5 |
4,071.5 |
35.0 |
0.9% |
4,095.5 |
Low |
3,944.0 |
4,029.5 |
85.5 |
2.2% |
4,003.0 |
Close |
4,019.0 |
4,050.0 |
31.0 |
0.8% |
4,021.5 |
Range |
92.5 |
42.0 |
-50.5 |
-54.6% |
92.5 |
ATR |
60.8 |
60.2 |
-0.6 |
-1.0% |
0.0 |
Volume |
679,857 |
584,810 |
-95,047 |
-14.0% |
3,301,151 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,176.3 |
4,155.2 |
4,073.1 |
|
R3 |
4,134.3 |
4,113.2 |
4,061.6 |
|
R2 |
4,092.3 |
4,092.3 |
4,057.7 |
|
R1 |
4,071.2 |
4,071.2 |
4,053.9 |
4,081.8 |
PP |
4,050.3 |
4,050.3 |
4,050.3 |
4,055.6 |
S1 |
4,029.2 |
4,029.2 |
4,046.2 |
4,039.8 |
S2 |
4,008.3 |
4,008.3 |
4,042.3 |
|
S3 |
3,966.3 |
3,987.2 |
4,038.5 |
|
S4 |
3,924.3 |
3,945.2 |
4,026.9 |
|
|
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 |
4,071.5 |
3,895.0 |
176.5 |
4.4% |
73.1 |
1.8% |
88% |
True |
False |
850,447 |
10 |
4,095.5 |
3,895.0 |
200.5 |
5.0% |
63.0 |
1.6% |
77% |
False |
False |
752,434 |
20 |
4,121.0 |
3,895.0 |
226.0 |
5.6% |
58.5 |
1.4% |
69% |
False |
False |
725,757 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.4% |
49.3 |
1.2% |
60% |
False |
False |
590,366 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
49.4 |
1.2% |
68% |
False |
False |
394,671 |
80 |
4,153.0 |
3,810.0 |
343.0 |
8.5% |
43.0 |
1.1% |
70% |
False |
False |
296,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,250.0 |
2.618 |
4,181.5 |
1.618 |
4,139.5 |
1.000 |
4,113.5 |
0.618 |
4,097.5 |
HIGH |
4,071.5 |
0.618 |
4,055.5 |
0.500 |
4,050.5 |
0.382 |
4,045.5 |
LOW |
4,029.5 |
0.618 |
4,003.5 |
1.000 |
3,987.5 |
1.618 |
3,961.5 |
2.618 |
3,919.5 |
4.250 |
3,851.0 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,050.5 |
4,030.6 |
PP |
4,050.3 |
4,011.2 |
S1 |
4,050.2 |
3,991.8 |
|