Trading Metrics calculated at close of trading on 26-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,060.0 |
4,096.0 |
36.0 |
0.9% |
4,005.5 |
High |
4,111.5 |
4,100.5 |
-11.0 |
-0.3% |
4,111.5 |
Low |
4,058.5 |
4,065.5 |
7.0 |
0.2% |
3,895.0 |
Close |
4,105.5 |
4,093.5 |
-12.0 |
-0.3% |
4,105.5 |
Range |
53.0 |
35.0 |
-18.0 |
-34.0% |
216.5 |
ATR |
60.3 |
58.9 |
-1.5 |
-2.4% |
0.0 |
Volume |
513,551 |
507,093 |
-6,458 |
-1.3% |
3,934,122 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,191.5 |
4,177.5 |
4,112.8 |
|
R3 |
4,156.5 |
4,142.5 |
4,103.1 |
|
R2 |
4,121.5 |
4,121.5 |
4,099.9 |
|
R1 |
4,107.5 |
4,107.5 |
4,096.7 |
4,097.0 |
PP |
4,086.5 |
4,086.5 |
4,086.5 |
4,081.3 |
S1 |
4,072.5 |
4,072.5 |
4,090.3 |
4,062.0 |
S2 |
4,051.5 |
4,051.5 |
4,087.1 |
|
S3 |
4,016.5 |
4,037.5 |
4,083.9 |
|
S4 |
3,981.5 |
4,002.5 |
4,074.3 |
|
|
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 |
3,912.0 |
199.5 |
4.9% |
56.4 |
1.4% |
91% |
False |
False |
654,546 |
10 |
4,111.5 |
3,895.0 |
216.5 |
5.3% |
56.0 |
1.4% |
92% |
False |
False |
707,215 |
20 |
4,113.5 |
3,895.0 |
218.5 |
5.3% |
59.1 |
1.4% |
91% |
False |
False |
725,191 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.3% |
50.0 |
1.2% |
77% |
False |
False |
614,674 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
49.8 |
1.2% |
82% |
False |
False |
411,678 |
80 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
43.5 |
1.1% |
82% |
False |
False |
308,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,249.3 |
2.618 |
4,192.1 |
1.618 |
4,157.1 |
1.000 |
4,135.5 |
0.618 |
4,122.1 |
HIGH |
4,100.5 |
0.618 |
4,087.1 |
0.500 |
4,083.0 |
0.382 |
4,078.9 |
LOW |
4,065.5 |
0.618 |
4,043.9 |
1.000 |
4,030.5 |
1.618 |
4,008.9 |
2.618 |
3,973.9 |
4.250 |
3,916.8 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,090.0 |
4,085.8 |
PP |
4,086.5 |
4,078.2 |
S1 |
4,083.0 |
4,070.5 |
|