Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
34,838 |
34,555 |
-283 |
-0.8% |
34,765 |
High |
34,975 |
34,579 |
-396 |
-1.1% |
34,975 |
Low |
34,524 |
33,623 |
-901 |
-2.6% |
34,524 |
Close |
34,564 |
33,839 |
-725 |
-2.1% |
34,564 |
Range |
451 |
956 |
505 |
112.0% |
451 |
ATR |
368 |
410 |
42 |
11.4% |
0 |
Volume |
162,512 |
293,528 |
131,016 |
80.6% |
720,451 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,882 |
36,316 |
34,365 |
|
R3 |
35,926 |
35,360 |
34,102 |
|
R2 |
34,970 |
34,970 |
34,014 |
|
R1 |
34,404 |
34,404 |
33,927 |
34,209 |
PP |
34,014 |
34,014 |
34,014 |
33,916 |
S1 |
33,448 |
33,448 |
33,751 |
33,253 |
S2 |
33,058 |
33,058 |
33,664 |
|
S3 |
32,102 |
32,492 |
33,576 |
|
S4 |
31,146 |
31,536 |
33,313 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,041 |
35,753 |
34,812 |
|
R3 |
35,590 |
35,302 |
34,688 |
|
R2 |
35,139 |
35,139 |
34,647 |
|
R1 |
34,851 |
34,851 |
34,605 |
34,770 |
PP |
34,688 |
34,688 |
34,688 |
34,647 |
S1 |
34,400 |
34,400 |
34,523 |
34,319 |
S2 |
34,237 |
34,237 |
34,481 |
|
S3 |
33,786 |
33,949 |
34,440 |
|
S4 |
33,335 |
33,498 |
34,316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,975 |
33,623 |
1,352 |
4.0% |
428 |
1.3% |
16% |
False |
True |
175,677 |
10 |
34,975 |
33,623 |
1,352 |
4.0% |
452 |
1.3% |
16% |
False |
True |
171,478 |
20 |
34,975 |
32,902 |
2,073 |
6.1% |
401 |
1.2% |
45% |
False |
False |
148,037 |
40 |
34,975 |
32,902 |
2,073 |
6.1% |
360 |
1.1% |
45% |
False |
False |
100,198 |
60 |
34,975 |
32,902 |
2,073 |
6.1% |
378 |
1.1% |
45% |
False |
False |
66,881 |
80 |
34,975 |
31,842 |
3,133 |
9.3% |
357 |
1.1% |
64% |
False |
False |
50,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,642 |
2.618 |
37,082 |
1.618 |
36,126 |
1.000 |
35,535 |
0.618 |
35,170 |
HIGH |
34,579 |
0.618 |
34,214 |
0.500 |
34,101 |
0.382 |
33,988 |
LOW |
33,623 |
0.618 |
33,032 |
1.000 |
32,667 |
1.618 |
32,076 |
2.618 |
31,120 |
4.250 |
29,560 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,101 |
34,299 |
PP |
34,014 |
34,146 |
S1 |
33,926 |
33,992 |
|