| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,203.3 |
2,200.5 |
-2.8 |
-0.1% |
2,156.2 |
| High |
2,214.1 |
2,231.8 |
17.7 |
0.8% |
2,240.8 |
| Low |
2,179.3 |
2,176.1 |
-3.2 |
-0.1% |
2,100.1 |
| Close |
2,205.1 |
2,213.4 |
8.3 |
0.4% |
2,205.1 |
| Range |
34.8 |
55.7 |
20.9 |
60.1% |
140.7 |
| ATR |
48.1 |
48.6 |
0.5 |
1.1% |
0.0 |
| Volume |
156,158 |
148,017 |
-8,141 |
-5.2% |
1,094,195 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.2 |
2,349.5 |
2,244.0 |
|
| R3 |
2,318.5 |
2,293.8 |
2,228.7 |
|
| R2 |
2,262.8 |
2,262.8 |
2,223.6 |
|
| R1 |
2,238.1 |
2,238.1 |
2,218.5 |
2,250.5 |
| PP |
2,207.1 |
2,207.1 |
2,207.1 |
2,213.3 |
| S1 |
2,182.4 |
2,182.4 |
2,208.3 |
2,194.8 |
| S2 |
2,151.4 |
2,151.4 |
2,203.2 |
|
| S3 |
2,095.7 |
2,126.7 |
2,198.1 |
|
| S4 |
2,040.0 |
2,071.0 |
2,182.8 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.1 |
2,545.3 |
2,282.5 |
|
| R3 |
2,463.4 |
2,404.6 |
2,243.8 |
|
| R2 |
2,322.7 |
2,322.7 |
2,230.9 |
|
| R1 |
2,263.9 |
2,263.9 |
2,218.0 |
2,293.3 |
| PP |
2,182.0 |
2,182.0 |
2,182.0 |
2,196.7 |
| S1 |
2,123.2 |
2,123.2 |
2,192.2 |
2,152.6 |
| S2 |
2,041.3 |
2,041.3 |
2,179.3 |
|
| S3 |
1,900.6 |
1,982.5 |
2,166.4 |
|
| S4 |
1,759.9 |
1,841.8 |
2,127.7 |
|
|
| 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 |
2,122.0 |
118.8 |
5.4% |
55.2 |
2.5% |
77% |
False |
False |
186,427 |
| 10 |
2,278.4 |
2,100.1 |
178.3 |
8.1% |
53.9 |
2.4% |
64% |
False |
False |
198,356 |
| 20 |
2,338.6 |
2,100.1 |
238.5 |
10.8% |
48.5 |
2.2% |
48% |
False |
False |
171,533 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
43.4 |
2.0% |
46% |
False |
False |
137,564 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
44.4 |
2.0% |
46% |
False |
False |
91,794 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
43.2 |
2.0% |
46% |
False |
False |
68,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.5 |
|
2.618 |
2,377.6 |
|
1.618 |
2,321.9 |
|
1.000 |
2,287.5 |
|
0.618 |
2,266.2 |
|
HIGH |
2,231.8 |
|
0.618 |
2,210.5 |
|
0.500 |
2,204.0 |
|
0.382 |
2,197.4 |
|
LOW |
2,176.1 |
|
0.618 |
2,141.7 |
|
1.000 |
2,120.4 |
|
1.618 |
2,086.0 |
|
2.618 |
2,030.3 |
|
4.250 |
1,939.4 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.3 |
2,211.8 |
| PP |
2,207.1 |
2,210.1 |
| S1 |
2,204.0 |
2,208.5 |
|