Trading Metrics calculated at close of trading on 20-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
6,900.0 |
6,783.5 |
-116.5 |
-1.7% |
7,050.5 |
High |
6,902.0 |
6,859.0 |
-43.0 |
-0.6% |
7,080.5 |
Low |
6,735.5 |
6,754.0 |
18.5 |
0.3% |
6,904.5 |
Close |
6,768.0 |
6,813.5 |
45.5 |
0.7% |
6,930.5 |
Range |
166.5 |
105.0 |
-61.5 |
-36.9% |
176.0 |
ATR |
87.7 |
88.9 |
1.2 |
1.4% |
0.0 |
Volume |
152,110 |
160,454 |
8,344 |
5.5% |
433,992 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,124.0 |
7,073.5 |
6,871.0 |
|
R3 |
7,019.0 |
6,968.5 |
6,842.5 |
|
R2 |
6,914.0 |
6,914.0 |
6,833.0 |
|
R1 |
6,863.5 |
6,863.5 |
6,823.0 |
6,889.0 |
PP |
6,809.0 |
6,809.0 |
6,809.0 |
6,821.5 |
S1 |
6,758.5 |
6,758.5 |
6,804.0 |
6,784.0 |
S2 |
6,704.0 |
6,704.0 |
6,794.0 |
|
S3 |
6,599.0 |
6,653.5 |
6,784.5 |
|
S4 |
6,494.0 |
6,548.5 |
6,756.0 |
|
|
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 |
7,062.0 |
6,735.5 |
326.5 |
4.8% |
106.5 |
1.6% |
24% |
False |
False |
123,797 |
10 |
7,090.5 |
6,735.5 |
355.0 |
5.2% |
100.0 |
1.5% |
22% |
False |
False |
107,399 |
20 |
7,102.5 |
6,735.5 |
367.0 |
5.4% |
85.5 |
1.3% |
21% |
False |
False |
92,484 |
40 |
7,143.0 |
6,735.5 |
407.5 |
6.0% |
73.0 |
1.1% |
19% |
False |
False |
81,774 |
60 |
7,143.0 |
6,733.0 |
410.0 |
6.0% |
65.0 |
1.0% |
20% |
False |
False |
54,634 |
80 |
7,143.0 |
6,511.0 |
632.0 |
9.3% |
54.0 |
0.8% |
48% |
False |
False |
41,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,305.0 |
2.618 |
7,134.0 |
1.618 |
7,029.0 |
1.000 |
6,964.0 |
0.618 |
6,924.0 |
HIGH |
6,859.0 |
0.618 |
6,819.0 |
0.500 |
6,806.5 |
0.382 |
6,794.0 |
LOW |
6,754.0 |
0.618 |
6,689.0 |
1.000 |
6,649.0 |
1.618 |
6,584.0 |
2.618 |
6,479.0 |
4.250 |
6,308.0 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
6,811.0 |
6,864.0 |
PP |
6,809.0 |
6,847.0 |
S1 |
6,806.5 |
6,830.0 |
|