| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
6,783.5 |
6,850.0 |
66.5 |
1.0% |
7,050.5 |
| High |
6,859.0 |
6,944.5 |
85.5 |
1.2% |
7,080.5 |
| Low |
6,754.0 |
6,807.5 |
53.5 |
0.8% |
6,904.5 |
| Close |
6,813.5 |
6,931.5 |
118.0 |
1.7% |
6,930.5 |
| Range |
105.0 |
137.0 |
32.0 |
30.5% |
176.0 |
| ATR |
88.9 |
92.4 |
3.4 |
3.9% |
0.0 |
| Volume |
160,454 |
110,541 |
-49,913 |
-31.1% |
433,992 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,305.5 |
7,255.5 |
7,007.0 |
|
| R3 |
7,168.5 |
7,118.5 |
6,969.0 |
|
| R2 |
7,031.5 |
7,031.5 |
6,956.5 |
|
| R1 |
6,981.5 |
6,981.5 |
6,944.0 |
7,006.5 |
| PP |
6,894.5 |
6,894.5 |
6,894.5 |
6,907.0 |
| S1 |
6,844.5 |
6,844.5 |
6,919.0 |
6,869.5 |
| S2 |
6,757.5 |
6,757.5 |
6,906.5 |
|
| S3 |
6,620.5 |
6,707.5 |
6,894.0 |
|
| S4 |
6,483.5 |
6,570.5 |
6,856.0 |
|
|
| 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 |
7,041.5 |
6,735.5 |
306.0 |
4.4% |
121.5 |
1.8% |
64% |
False |
False |
130,728 |
| 10 |
7,083.0 |
6,735.5 |
347.5 |
5.0% |
106.5 |
1.5% |
56% |
False |
False |
110,487 |
| 20 |
7,102.5 |
6,735.5 |
367.0 |
5.3% |
89.0 |
1.3% |
53% |
False |
False |
94,130 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
5.9% |
75.5 |
1.1% |
48% |
False |
False |
84,537 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
66.5 |
1.0% |
48% |
False |
False |
56,477 |
| 80 |
7,143.0 |
6,611.0 |
532.0 |
7.7% |
55.0 |
0.8% |
60% |
False |
False |
42,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,527.0 |
|
2.618 |
7,303.0 |
|
1.618 |
7,166.0 |
|
1.000 |
7,081.5 |
|
0.618 |
7,029.0 |
|
HIGH |
6,944.5 |
|
0.618 |
6,892.0 |
|
0.500 |
6,876.0 |
|
0.382 |
6,860.0 |
|
LOW |
6,807.5 |
|
0.618 |
6,723.0 |
|
1.000 |
6,670.5 |
|
1.618 |
6,586.0 |
|
2.618 |
6,449.0 |
|
4.250 |
6,225.0 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,913.0 |
6,901.0 |
| PP |
6,894.5 |
6,870.5 |
| S1 |
6,876.0 |
6,840.0 |
|