| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
6,940.0 |
6,915.0 |
-25.0 |
-0.4% |
6,900.0 |
| High |
6,950.0 |
6,971.5 |
21.5 |
0.3% |
6,971.5 |
| Low |
6,884.5 |
6,903.0 |
18.5 |
0.3% |
6,735.5 |
| Close |
6,893.0 |
6,961.5 |
68.5 |
1.0% |
6,961.5 |
| Range |
65.5 |
68.5 |
3.0 |
4.6% |
236.0 |
| ATR |
90.5 |
89.6 |
-0.9 |
-0.9% |
0.0 |
| Volume |
84,296 |
66,381 |
-17,915 |
-21.3% |
573,782 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,151.0 |
7,124.5 |
6,999.0 |
|
| R3 |
7,082.5 |
7,056.0 |
6,980.5 |
|
| R2 |
7,014.0 |
7,014.0 |
6,974.0 |
|
| R1 |
6,987.5 |
6,987.5 |
6,968.0 |
7,001.0 |
| PP |
6,945.5 |
6,945.5 |
6,945.5 |
6,952.0 |
| S1 |
6,919.0 |
6,919.0 |
6,955.0 |
6,932.0 |
| S2 |
6,877.0 |
6,877.0 |
6,949.0 |
|
| S3 |
6,808.5 |
6,850.5 |
6,942.5 |
|
| S4 |
6,740.0 |
6,782.0 |
6,924.0 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,597.5 |
7,515.5 |
7,091.5 |
|
| R3 |
7,361.5 |
7,279.5 |
7,026.5 |
|
| R2 |
7,125.5 |
7,125.5 |
7,005.0 |
|
| R1 |
7,043.5 |
7,043.5 |
6,983.0 |
7,084.5 |
| PP |
6,889.5 |
6,889.5 |
6,889.5 |
6,910.0 |
| S1 |
6,807.5 |
6,807.5 |
6,940.0 |
6,848.5 |
| S2 |
6,653.5 |
6,653.5 |
6,918.0 |
|
| S3 |
6,417.5 |
6,571.5 |
6,896.5 |
|
| S4 |
6,181.5 |
6,335.5 |
6,831.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,971.5 |
6,735.5 |
236.0 |
3.4% |
108.5 |
1.6% |
96% |
True |
False |
114,756 |
| 10 |
7,080.5 |
6,735.5 |
345.0 |
5.0% |
91.0 |
1.3% |
66% |
False |
False |
100,777 |
| 20 |
7,102.5 |
6,735.5 |
367.0 |
5.3% |
91.0 |
1.3% |
62% |
False |
False |
95,032 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
5.9% |
77.5 |
1.1% |
55% |
False |
False |
88,243 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
68.5 |
1.0% |
56% |
False |
False |
58,988 |
| 80 |
7,143.0 |
6,611.0 |
532.0 |
7.6% |
56.5 |
0.8% |
66% |
False |
False |
44,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,262.5 |
|
2.618 |
7,151.0 |
|
1.618 |
7,082.5 |
|
1.000 |
7,040.0 |
|
0.618 |
7,014.0 |
|
HIGH |
6,971.5 |
|
0.618 |
6,945.5 |
|
0.500 |
6,937.0 |
|
0.382 |
6,929.0 |
|
LOW |
6,903.0 |
|
0.618 |
6,860.5 |
|
1.000 |
6,834.5 |
|
1.618 |
6,792.0 |
|
2.618 |
6,723.5 |
|
4.250 |
6,612.0 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,953.5 |
6,937.5 |
| PP |
6,945.5 |
6,913.5 |
| S1 |
6,937.0 |
6,889.5 |
|