Trading Metrics calculated at close of trading on 20-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
34,555 |
33,918 |
-637 |
-1.8% |
34,765 |
High |
34,579 |
34,502 |
-77 |
-0.2% |
34,975 |
Low |
33,623 |
33,843 |
220 |
0.7% |
34,524 |
Close |
33,839 |
34,400 |
561 |
1.7% |
34,564 |
Range |
956 |
659 |
-297 |
-31.1% |
451 |
ATR |
410 |
428 |
18 |
4.4% |
0 |
Volume |
293,528 |
222,415 |
-71,113 |
-24.2% |
720,451 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,225 |
35,972 |
34,763 |
|
R3 |
35,566 |
35,313 |
34,581 |
|
R2 |
34,907 |
34,907 |
34,521 |
|
R1 |
34,654 |
34,654 |
34,461 |
34,781 |
PP |
34,248 |
34,248 |
34,248 |
34,312 |
S1 |
33,995 |
33,995 |
34,340 |
34,122 |
S2 |
33,589 |
33,589 |
34,279 |
|
S3 |
32,930 |
33,336 |
34,219 |
|
S4 |
32,271 |
32,677 |
34,038 |
|
|
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 |
3.9% |
526 |
1.5% |
57% |
False |
False |
194,319 |
10 |
34,975 |
33,623 |
1,352 |
3.9% |
466 |
1.4% |
57% |
False |
False |
175,405 |
20 |
34,975 |
33,623 |
1,352 |
3.9% |
389 |
1.1% |
57% |
False |
False |
149,006 |
40 |
34,975 |
32,902 |
2,073 |
6.0% |
368 |
1.1% |
72% |
False |
False |
105,750 |
60 |
34,975 |
32,902 |
2,073 |
6.0% |
382 |
1.1% |
72% |
False |
False |
70,587 |
80 |
34,975 |
32,388 |
2,587 |
7.5% |
357 |
1.0% |
78% |
False |
False |
52,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,303 |
2.618 |
36,227 |
1.618 |
35,568 |
1.000 |
35,161 |
0.618 |
34,909 |
HIGH |
34,502 |
0.618 |
34,250 |
0.500 |
34,173 |
0.382 |
34,095 |
LOW |
33,843 |
0.618 |
33,436 |
1.000 |
33,184 |
1.618 |
32,777 |
2.618 |
32,118 |
4.250 |
31,042 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
34,324 |
34,366 |
PP |
34,248 |
34,333 |
S1 |
34,173 |
34,299 |
|