| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4,040.0 |
4,060.0 |
20.0 |
0.5% |
4,005.5 |
| High |
4,071.5 |
4,111.5 |
40.0 |
1.0% |
4,111.5 |
| Low |
4,029.5 |
4,058.5 |
29.0 |
0.7% |
3,895.0 |
| Close |
4,050.0 |
4,105.5 |
55.5 |
1.4% |
4,105.5 |
| Range |
42.0 |
53.0 |
11.0 |
26.2% |
216.5 |
| ATR |
60.2 |
60.3 |
0.1 |
0.2% |
0.0 |
| Volume |
584,810 |
513,551 |
-71,259 |
-12.2% |
3,934,122 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,250.8 |
4,231.2 |
4,134.7 |
|
| R3 |
4,197.8 |
4,178.2 |
4,120.1 |
|
| R2 |
4,144.8 |
4,144.8 |
4,115.2 |
|
| R1 |
4,125.2 |
4,125.2 |
4,110.4 |
4,135.0 |
| PP |
4,091.8 |
4,091.8 |
4,091.8 |
4,096.8 |
| S1 |
4,072.2 |
4,072.2 |
4,100.6 |
4,082.0 |
| S2 |
4,038.8 |
4,038.8 |
4,095.8 |
|
| S3 |
3,985.8 |
4,019.2 |
4,090.9 |
|
| S4 |
3,932.8 |
3,966.2 |
4,076.4 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,686.8 |
4,612.7 |
4,224.6 |
|
| R3 |
4,470.3 |
4,396.2 |
4,165.0 |
|
| R2 |
4,253.8 |
4,253.8 |
4,145.2 |
|
| R1 |
4,179.7 |
4,179.7 |
4,125.3 |
4,216.8 |
| PP |
4,037.3 |
4,037.3 |
4,037.3 |
4,055.9 |
| S1 |
3,963.2 |
3,963.2 |
4,085.7 |
4,000.3 |
| S2 |
3,820.8 |
3,820.8 |
4,065.8 |
|
| S3 |
3,604.3 |
3,746.7 |
4,046.0 |
|
| S4 |
3,387.8 |
3,530.2 |
3,986.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,111.5 |
3,895.0 |
216.5 |
5.3% |
71.7 |
1.7% |
97% |
True |
False |
786,824 |
| 10 |
4,111.5 |
3,895.0 |
216.5 |
5.3% |
58.3 |
1.4% |
97% |
True |
False |
723,527 |
| 20 |
4,121.0 |
3,895.0 |
226.0 |
5.5% |
58.8 |
1.4% |
93% |
False |
False |
722,361 |
| 40 |
4,153.0 |
3,895.0 |
258.0 |
6.3% |
49.8 |
1.2% |
82% |
False |
False |
602,551 |
| 60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
50.0 |
1.2% |
85% |
False |
False |
403,228 |
| 80 |
4,153.0 |
3,827.0 |
326.0 |
7.9% |
43.5 |
1.1% |
85% |
False |
False |
302,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,336.8 |
|
2.618 |
4,250.3 |
|
1.618 |
4,197.3 |
|
1.000 |
4,164.5 |
|
0.618 |
4,144.3 |
|
HIGH |
4,111.5 |
|
0.618 |
4,091.3 |
|
0.500 |
4,085.0 |
|
0.382 |
4,078.7 |
|
LOW |
4,058.5 |
|
0.618 |
4,025.7 |
|
1.000 |
4,005.5 |
|
1.618 |
3,972.7 |
|
2.618 |
3,919.7 |
|
4.250 |
3,833.3 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,098.7 |
4,079.6 |
| PP |
4,091.8 |
4,053.7 |
| S1 |
4,085.0 |
4,027.8 |
|