| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,191.5 |
2,234.4 |
42.9 |
2.0% |
2,275.4 |
| High |
2,235.0 |
2,240.8 |
5.8 |
0.3% |
2,283.4 |
| Low |
2,184.8 |
2,186.0 |
1.2 |
0.1% |
2,154.8 |
| Close |
2,231.3 |
2,194.8 |
-36.5 |
-1.6% |
2,158.9 |
| Range |
50.2 |
54.8 |
4.6 |
9.2% |
128.6 |
| ATR |
48.6 |
49.1 |
0.4 |
0.9% |
0.0 |
| Volume |
187,298 |
187,841 |
543 |
0.3% |
853,764 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.6 |
2,338.0 |
2,224.9 |
|
| R3 |
2,316.8 |
2,283.2 |
2,209.9 |
|
| R2 |
2,262.0 |
2,262.0 |
2,204.8 |
|
| R1 |
2,228.4 |
2,228.4 |
2,199.8 |
2,217.8 |
| PP |
2,207.2 |
2,207.2 |
2,207.2 |
2,201.9 |
| S1 |
2,173.6 |
2,173.6 |
2,189.8 |
2,163.0 |
| S2 |
2,152.4 |
2,152.4 |
2,184.8 |
|
| S3 |
2,097.6 |
2,118.8 |
2,179.7 |
|
| S4 |
2,042.8 |
2,064.0 |
2,164.7 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.8 |
2,500.5 |
2,229.6 |
|
| R3 |
2,456.2 |
2,371.9 |
2,194.3 |
|
| R2 |
2,327.6 |
2,327.6 |
2,182.5 |
|
| R1 |
2,243.3 |
2,243.3 |
2,170.7 |
2,221.2 |
| PP |
2,199.0 |
2,199.0 |
2,199.0 |
2,188.0 |
| S1 |
2,114.7 |
2,114.7 |
2,147.1 |
2,092.6 |
| S2 |
2,070.4 |
2,070.4 |
2,135.3 |
|
| S3 |
1,941.8 |
1,986.1 |
2,123.5 |
|
| S4 |
1,813.2 |
1,857.5 |
2,088.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,240.8 |
2,100.1 |
140.7 |
6.4% |
60.6 |
2.8% |
67% |
True |
False |
225,414 |
| 10 |
2,283.4 |
2,100.1 |
183.3 |
8.4% |
54.4 |
2.5% |
52% |
False |
False |
194,015 |
| 20 |
2,346.7 |
2,100.1 |
246.6 |
11.2% |
46.8 |
2.1% |
38% |
False |
False |
169,915 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
42.9 |
2.0% |
38% |
False |
False |
129,978 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
44.1 |
2.0% |
38% |
False |
False |
86,727 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
43.3 |
2.0% |
38% |
False |
False |
65,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,473.7 |
|
2.618 |
2,384.3 |
|
1.618 |
2,329.5 |
|
1.000 |
2,295.6 |
|
0.618 |
2,274.7 |
|
HIGH |
2,240.8 |
|
0.618 |
2,219.9 |
|
0.500 |
2,213.4 |
|
0.382 |
2,206.9 |
|
LOW |
2,186.0 |
|
0.618 |
2,152.1 |
|
1.000 |
2,131.2 |
|
1.618 |
2,097.3 |
|
2.618 |
2,042.5 |
|
4.250 |
1,953.1 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.4 |
2,190.3 |
| PP |
2,207.2 |
2,185.9 |
| S1 |
2,201.0 |
2,181.4 |
|