| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
6,943.0 |
6,900.0 |
-43.0 |
-0.6% |
7,050.5 |
| High |
6,992.0 |
6,902.0 |
-90.0 |
-1.3% |
7,080.5 |
| Low |
6,904.5 |
6,735.5 |
-169.0 |
-2.4% |
6,904.5 |
| Close |
6,930.5 |
6,768.0 |
-162.5 |
-2.3% |
6,930.5 |
| Range |
87.5 |
166.5 |
79.0 |
90.3% |
176.0 |
| ATR |
79.4 |
87.7 |
8.3 |
10.4% |
0.0 |
| Volume |
116,453 |
152,110 |
35,657 |
30.6% |
433,992 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,301.5 |
7,201.0 |
6,859.5 |
|
| R3 |
7,135.0 |
7,034.5 |
6,814.0 |
|
| R2 |
6,968.5 |
6,968.5 |
6,798.5 |
|
| R1 |
6,868.0 |
6,868.0 |
6,783.5 |
6,835.0 |
| PP |
6,802.0 |
6,802.0 |
6,802.0 |
6,785.0 |
| S1 |
6,701.5 |
6,701.5 |
6,752.5 |
6,668.5 |
| S2 |
6,635.5 |
6,635.5 |
6,737.5 |
|
| S3 |
6,469.0 |
6,535.0 |
6,722.0 |
|
| S4 |
6,302.5 |
6,368.5 |
6,676.5 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,500.0 |
7,391.0 |
7,027.5 |
|
| R3 |
7,324.0 |
7,215.0 |
6,979.0 |
|
| R2 |
7,148.0 |
7,148.0 |
6,963.0 |
|
| R1 |
7,039.0 |
7,039.0 |
6,946.5 |
7,005.5 |
| PP |
6,972.0 |
6,972.0 |
6,972.0 |
6,955.0 |
| S1 |
6,863.0 |
6,863.0 |
6,914.5 |
6,829.5 |
| S2 |
6,796.0 |
6,796.0 |
6,898.0 |
|
| S3 |
6,620.0 |
6,687.0 |
6,882.0 |
|
| S4 |
6,444.0 |
6,511.0 |
6,833.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,080.5 |
6,735.5 |
345.0 |
5.1% |
93.0 |
1.4% |
9% |
False |
True |
103,504 |
| 10 |
7,102.5 |
6,735.5 |
367.0 |
5.4% |
99.5 |
1.5% |
9% |
False |
True |
99,877 |
| 20 |
7,102.5 |
6,735.5 |
367.0 |
5.4% |
82.0 |
1.2% |
9% |
False |
True |
87,930 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
6.0% |
71.0 |
1.0% |
8% |
False |
True |
77,765 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
6.1% |
63.0 |
0.9% |
9% |
False |
False |
51,960 |
| 80 |
7,143.0 |
6,511.0 |
632.0 |
9.3% |
53.0 |
0.8% |
41% |
False |
False |
39,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,609.5 |
|
2.618 |
7,338.0 |
|
1.618 |
7,171.5 |
|
1.000 |
7,068.5 |
|
0.618 |
7,005.0 |
|
HIGH |
6,902.0 |
|
0.618 |
6,838.5 |
|
0.500 |
6,819.0 |
|
0.382 |
6,799.0 |
|
LOW |
6,735.5 |
|
0.618 |
6,632.5 |
|
1.000 |
6,569.0 |
|
1.618 |
6,466.0 |
|
2.618 |
6,299.5 |
|
4.250 |
6,028.0 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,819.0 |
6,888.5 |
| PP |
6,802.0 |
6,848.5 |
| S1 |
6,785.0 |
6,808.0 |
|