| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4,095.5 |
4,070.5 |
-25.0 |
-0.6% |
4,005.5 |
| High |
4,100.0 |
4,099.5 |
-0.5 |
0.0% |
4,111.5 |
| Low |
4,047.5 |
4,053.0 |
5.5 |
0.1% |
3,895.0 |
| Close |
4,060.0 |
4,096.5 |
36.5 |
0.9% |
4,105.5 |
| Range |
52.5 |
46.5 |
-6.0 |
-11.4% |
216.5 |
| ATR |
58.4 |
57.6 |
-0.9 |
-1.5% |
0.0 |
| Volume |
647,272 |
514,731 |
-132,541 |
-20.5% |
3,934,122 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,222.5 |
4,206.0 |
4,122.1 |
|
| R3 |
4,176.0 |
4,159.5 |
4,109.3 |
|
| R2 |
4,129.5 |
4,129.5 |
4,105.0 |
|
| R1 |
4,113.0 |
4,113.0 |
4,100.8 |
4,121.3 |
| PP |
4,083.0 |
4,083.0 |
4,083.0 |
4,087.1 |
| S1 |
4,066.5 |
4,066.5 |
4,092.2 |
4,074.8 |
| S2 |
4,036.5 |
4,036.5 |
4,088.0 |
|
| S3 |
3,990.0 |
4,020.0 |
4,083.7 |
|
| S4 |
3,943.5 |
3,973.5 |
4,070.9 |
|
|
| 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 |
4,029.5 |
82.0 |
2.0% |
45.8 |
1.1% |
82% |
False |
False |
553,491 |
| 10 |
4,111.5 |
3,895.0 |
216.5 |
5.3% |
60.6 |
1.5% |
93% |
False |
False |
713,770 |
| 20 |
4,111.5 |
3,895.0 |
216.5 |
5.3% |
60.2 |
1.5% |
93% |
False |
False |
729,753 |
| 40 |
4,153.0 |
3,895.0 |
258.0 |
6.3% |
50.4 |
1.2% |
78% |
False |
False |
643,086 |
| 60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
50.3 |
1.2% |
83% |
False |
False |
431,034 |
| 80 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
44.4 |
1.1% |
83% |
False |
False |
323,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,297.1 |
|
2.618 |
4,221.2 |
|
1.618 |
4,174.7 |
|
1.000 |
4,146.0 |
|
0.618 |
4,128.2 |
|
HIGH |
4,099.5 |
|
0.618 |
4,081.7 |
|
0.500 |
4,076.3 |
|
0.382 |
4,070.8 |
|
LOW |
4,053.0 |
|
0.618 |
4,024.3 |
|
1.000 |
4,006.5 |
|
1.618 |
3,977.8 |
|
2.618 |
3,931.3 |
|
4.250 |
3,855.4 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,089.8 |
4,089.0 |
| PP |
4,083.0 |
4,081.5 |
| S1 |
4,076.3 |
4,074.0 |
|