Trading Metrics calculated at close of trading on 30-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,090.0 |
4,095.5 |
5.5 |
0.1% |
4,096.0 |
High |
4,123.5 |
4,108.0 |
-15.5 |
-0.4% |
4,123.5 |
Low |
4,080.0 |
4,072.0 |
-8.0 |
-0.2% |
4,047.5 |
Close |
4,112.5 |
4,088.0 |
-24.5 |
-0.6% |
4,088.0 |
Range |
43.5 |
36.0 |
-7.5 |
-17.2% |
76.0 |
ATR |
56.5 |
55.4 |
-1.1 |
-2.0% |
0.0 |
Volume |
519,500 |
728,185 |
208,685 |
40.2% |
2,916,781 |
|
Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,197.3 |
4,178.7 |
4,107.8 |
|
R3 |
4,161.3 |
4,142.7 |
4,097.9 |
|
R2 |
4,125.3 |
4,125.3 |
4,094.6 |
|
R1 |
4,106.7 |
4,106.7 |
4,091.3 |
4,098.0 |
PP |
4,089.3 |
4,089.3 |
4,089.3 |
4,085.0 |
S1 |
4,070.7 |
4,070.7 |
4,084.7 |
4,062.0 |
S2 |
4,053.3 |
4,053.3 |
4,081.4 |
|
S3 |
4,017.3 |
4,034.7 |
4,078.1 |
|
S4 |
3,981.3 |
3,998.7 |
4,068.2 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.3 |
4,277.2 |
4,129.8 |
|
R3 |
4,238.3 |
4,201.2 |
4,108.9 |
|
R2 |
4,162.3 |
4,162.3 |
4,101.9 |
|
R1 |
4,125.2 |
4,125.2 |
4,095.0 |
4,105.8 |
PP |
4,086.3 |
4,086.3 |
4,086.3 |
4,076.6 |
S1 |
4,049.2 |
4,049.2 |
4,081.0 |
4,029.8 |
S2 |
4,010.3 |
4,010.3 |
4,074.1 |
|
S3 |
3,934.3 |
3,973.2 |
4,067.1 |
|
S4 |
3,858.3 |
3,897.2 |
4,046.2 |
|
|
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 |
1.9% |
42.7 |
1.0% |
53% |
False |
False |
583,356 |
10 |
4,123.5 |
3,895.0 |
228.5 |
5.6% |
57.2 |
1.4% |
84% |
False |
False |
685,090 |
20 |
4,123.5 |
3,895.0 |
228.5 |
5.6% |
57.6 |
1.4% |
84% |
False |
False |
696,902 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.3% |
50.7 |
1.2% |
75% |
False |
False |
671,679 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
49.1 |
1.2% |
80% |
False |
False |
451,821 |
80 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.0 |
1.1% |
80% |
False |
False |
338,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,261.0 |
2.618 |
4,202.2 |
1.618 |
4,166.2 |
1.000 |
4,144.0 |
0.618 |
4,130.2 |
HIGH |
4,108.0 |
0.618 |
4,094.2 |
0.500 |
4,090.0 |
0.382 |
4,085.8 |
LOW |
4,072.0 |
0.618 |
4,049.8 |
1.000 |
4,036.0 |
1.618 |
4,013.8 |
2.618 |
3,977.8 |
4.250 |
3,919.0 |
|
|
Fisher Pivots for day following 30-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,090.0 |
4,088.3 |
PP |
4,089.3 |
4,088.2 |
S1 |
4,088.7 |
4,088.1 |
|