Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,096.0 |
4,095.5 |
-0.5 |
0.0% |
4,005.5 |
High |
4,100.5 |
4,100.0 |
-0.5 |
0.0% |
4,111.5 |
Low |
4,065.5 |
4,047.5 |
-18.0 |
-0.4% |
3,895.0 |
Close |
4,093.5 |
4,060.0 |
-33.5 |
-0.8% |
4,105.5 |
Range |
35.0 |
52.5 |
17.5 |
50.0% |
216.5 |
ATR |
58.9 |
58.4 |
-0.5 |
-0.8% |
0.0 |
Volume |
507,093 |
647,272 |
140,179 |
27.6% |
3,934,122 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,226.7 |
4,195.8 |
4,088.9 |
|
R3 |
4,174.2 |
4,143.3 |
4,074.4 |
|
R2 |
4,121.7 |
4,121.7 |
4,069.6 |
|
R1 |
4,090.8 |
4,090.8 |
4,064.8 |
4,080.0 |
PP |
4,069.2 |
4,069.2 |
4,069.2 |
4,063.8 |
S1 |
4,038.3 |
4,038.3 |
4,055.2 |
4,027.5 |
S2 |
4,016.7 |
4,016.7 |
4,050.4 |
|
S3 |
3,964.2 |
3,985.8 |
4,045.6 |
|
S4 |
3,911.7 |
3,933.3 |
4,031.1 |
|
|
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 |
3,944.0 |
167.5 |
4.1% |
55.0 |
1.4% |
69% |
False |
False |
586,516 |
10 |
4,111.5 |
3,895.0 |
216.5 |
5.3% |
59.0 |
1.5% |
76% |
False |
False |
718,409 |
20 |
4,112.0 |
3,895.0 |
217.0 |
5.3% |
59.7 |
1.5% |
76% |
False |
False |
731,719 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.4% |
50.6 |
1.2% |
64% |
False |
False |
630,676 |
60 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
50.2 |
1.2% |
71% |
False |
False |
422,458 |
80 |
4,153.0 |
3,830.0 |
323.0 |
8.0% |
44.0 |
1.1% |
71% |
False |
False |
316,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,323.1 |
2.618 |
4,237.4 |
1.618 |
4,184.9 |
1.000 |
4,152.5 |
0.618 |
4,132.4 |
HIGH |
4,100.0 |
0.618 |
4,079.9 |
0.500 |
4,073.8 |
0.382 |
4,067.6 |
LOW |
4,047.5 |
0.618 |
4,015.1 |
1.000 |
3,995.0 |
1.618 |
3,962.6 |
2.618 |
3,910.1 |
4.250 |
3,824.4 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,073.8 |
4,079.5 |
PP |
4,069.2 |
4,073.0 |
S1 |
4,064.6 |
4,066.5 |
|