| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
4,070.5 |
4,090.0 |
19.5 |
0.5% |
4,005.5 |
| High |
4,099.5 |
4,123.5 |
24.0 |
0.6% |
4,111.5 |
| Low |
4,053.0 |
4,080.0 |
27.0 |
0.7% |
3,895.0 |
| Close |
4,096.5 |
4,112.5 |
16.0 |
0.4% |
4,105.5 |
| Range |
46.5 |
43.5 |
-3.0 |
-6.5% |
216.5 |
| ATR |
57.6 |
56.5 |
-1.0 |
-1.7% |
0.0 |
| Volume |
514,731 |
519,500 |
4,769 |
0.9% |
3,934,122 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,235.8 |
4,217.7 |
4,136.4 |
|
| R3 |
4,192.3 |
4,174.2 |
4,124.5 |
|
| R2 |
4,148.8 |
4,148.8 |
4,120.5 |
|
| R1 |
4,130.7 |
4,130.7 |
4,116.5 |
4,139.8 |
| PP |
4,105.3 |
4,105.3 |
4,105.3 |
4,109.9 |
| S1 |
4,087.2 |
4,087.2 |
4,108.5 |
4,096.3 |
| S2 |
4,061.8 |
4,061.8 |
4,104.5 |
|
| S3 |
4,018.3 |
4,043.7 |
4,100.5 |
|
| S4 |
3,974.8 |
4,000.2 |
4,088.6 |
|
|
| 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 |
4,123.5 |
4,047.5 |
76.0 |
1.8% |
46.1 |
1.1% |
86% |
True |
False |
540,429 |
| 10 |
4,123.5 |
3,895.0 |
228.5 |
5.6% |
59.6 |
1.4% |
95% |
True |
False |
695,438 |
| 20 |
4,123.5 |
3,895.0 |
228.5 |
5.6% |
59.0 |
1.4% |
95% |
True |
False |
700,123 |
| 40 |
4,153.0 |
3,895.0 |
258.0 |
6.3% |
50.9 |
1.2% |
84% |
False |
False |
654,498 |
| 60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
49.5 |
1.2% |
87% |
False |
False |
439,689 |
| 80 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
44.7 |
1.1% |
87% |
False |
False |
329,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,308.4 |
|
2.618 |
4,237.4 |
|
1.618 |
4,193.9 |
|
1.000 |
4,167.0 |
|
0.618 |
4,150.4 |
|
HIGH |
4,123.5 |
|
0.618 |
4,106.9 |
|
0.500 |
4,101.8 |
|
0.382 |
4,096.6 |
|
LOW |
4,080.0 |
|
0.618 |
4,053.1 |
|
1.000 |
4,036.5 |
|
1.618 |
4,009.6 |
|
2.618 |
3,966.1 |
|
4.250 |
3,895.1 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,108.9 |
4,103.5 |
| PP |
4,105.3 |
4,094.5 |
| S1 |
4,101.8 |
4,085.5 |
|