| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
6,932.0 |
6,948.0 |
16.0 |
0.2% |
6,900.0 |
| High |
6,955.5 |
7,022.0 |
66.5 |
1.0% |
6,971.5 |
| Low |
6,903.5 |
6,930.0 |
26.5 |
0.4% |
6,735.5 |
| Close |
6,950.5 |
7,007.5 |
57.0 |
0.8% |
6,961.5 |
| Range |
52.0 |
92.0 |
40.0 |
76.9% |
236.0 |
| ATR |
86.2 |
86.6 |
0.4 |
0.5% |
0.0 |
| Volume |
73,510 |
85,937 |
12,427 |
16.9% |
573,782 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,262.5 |
7,227.0 |
7,058.0 |
|
| R3 |
7,170.5 |
7,135.0 |
7,033.0 |
|
| R2 |
7,078.5 |
7,078.5 |
7,024.5 |
|
| R1 |
7,043.0 |
7,043.0 |
7,016.0 |
7,061.0 |
| PP |
6,986.5 |
6,986.5 |
6,986.5 |
6,995.5 |
| S1 |
6,951.0 |
6,951.0 |
6,999.0 |
6,969.0 |
| S2 |
6,894.5 |
6,894.5 |
6,990.5 |
|
| S3 |
6,802.5 |
6,859.0 |
6,982.0 |
|
| S4 |
6,710.5 |
6,767.0 |
6,957.0 |
|
|
| 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 |
7,022.0 |
6,857.0 |
165.0 |
2.4% |
76.0 |
1.1% |
91% |
True |
False |
76,590 |
| 10 |
7,022.0 |
6,735.5 |
286.5 |
4.1% |
94.0 |
1.3% |
95% |
True |
False |
100,680 |
| 20 |
7,102.5 |
6,735.5 |
367.0 |
5.2% |
90.0 |
1.3% |
74% |
False |
False |
92,890 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
5.8% |
78.5 |
1.1% |
67% |
False |
False |
96,141 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
69.0 |
1.0% |
67% |
False |
False |
64,252 |
| 80 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
59.0 |
0.8% |
67% |
False |
False |
48,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,413.0 |
|
2.618 |
7,263.0 |
|
1.618 |
7,171.0 |
|
1.000 |
7,114.0 |
|
0.618 |
7,079.0 |
|
HIGH |
7,022.0 |
|
0.618 |
6,987.0 |
|
0.500 |
6,976.0 |
|
0.382 |
6,965.0 |
|
LOW |
6,930.0 |
|
0.618 |
6,873.0 |
|
1.000 |
6,838.0 |
|
1.618 |
6,781.0 |
|
2.618 |
6,689.0 |
|
4.250 |
6,539.0 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,997.0 |
6,985.0 |
| PP |
6,986.5 |
6,962.0 |
| S1 |
6,976.0 |
6,939.5 |
|