Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
6,957.0 |
6,932.0 |
-25.0 |
-0.4% |
6,900.0 |
High |
6,964.0 |
6,955.5 |
-8.5 |
-0.1% |
6,971.5 |
Low |
6,857.0 |
6,903.5 |
46.5 |
0.7% |
6,735.5 |
Close |
6,927.0 |
6,950.5 |
23.5 |
0.3% |
6,961.5 |
Range |
107.0 |
52.0 |
-55.0 |
-51.4% |
236.0 |
ATR |
88.8 |
86.2 |
-2.6 |
-3.0% |
0.0 |
Volume |
90,959 |
73,510 |
-17,449 |
-19.2% |
573,782 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,092.5 |
7,073.5 |
6,979.0 |
|
R3 |
7,040.5 |
7,021.5 |
6,965.0 |
|
R2 |
6,988.5 |
6,988.5 |
6,960.0 |
|
R1 |
6,969.5 |
6,969.5 |
6,955.5 |
6,979.0 |
PP |
6,936.5 |
6,936.5 |
6,936.5 |
6,941.0 |
S1 |
6,917.5 |
6,917.5 |
6,945.5 |
6,927.0 |
S2 |
6,884.5 |
6,884.5 |
6,941.0 |
|
S3 |
6,832.5 |
6,865.5 |
6,936.0 |
|
S4 |
6,780.5 |
6,813.5 |
6,922.0 |
|
|
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 |
6,857.0 |
114.5 |
1.6% |
70.5 |
1.0% |
82% |
False |
False |
76,262 |
10 |
7,041.5 |
6,735.5 |
306.0 |
4.4% |
96.0 |
1.4% |
70% |
False |
False |
103,495 |
20 |
7,102.5 |
6,735.5 |
367.0 |
5.3% |
90.0 |
1.3% |
59% |
False |
False |
93,863 |
40 |
7,143.0 |
6,735.5 |
407.5 |
5.9% |
78.5 |
1.1% |
53% |
False |
False |
93,998 |
60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
68.5 |
1.0% |
53% |
False |
False |
62,829 |
80 |
7,143.0 |
6,655.0 |
488.0 |
7.0% |
58.5 |
0.8% |
61% |
False |
False |
47,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,176.5 |
2.618 |
7,091.5 |
1.618 |
7,039.5 |
1.000 |
7,007.5 |
0.618 |
6,987.5 |
HIGH |
6,955.5 |
0.618 |
6,935.5 |
0.500 |
6,929.5 |
0.382 |
6,923.5 |
LOW |
6,903.5 |
0.618 |
6,871.5 |
1.000 |
6,851.5 |
1.618 |
6,819.5 |
2.618 |
6,767.5 |
4.250 |
6,682.5 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
6,943.5 |
6,938.0 |
PP |
6,936.5 |
6,925.5 |
S1 |
6,929.5 |
6,913.0 |
|