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 |
14,675.00 |
14,593.75 |
-81.25 |
-0.6% |
14,824.00 |
High |
14,682.50 |
14,782.50 |
100.00 |
0.7% |
14,996.00 |
Low |
14,445.00 |
14,516.75 |
71.75 |
0.5% |
14,656.00 |
Close |
14,540.75 |
14,722.75 |
182.00 |
1.3% |
14,670.50 |
Range |
237.50 |
265.75 |
28.25 |
11.9% |
340.00 |
ATR |
187.87 |
193.44 |
5.56 |
3.0% |
0.00 |
Volume |
720,291 |
529,359 |
-190,932 |
-26.5% |
2,541,988 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,471.25 |
15,362.75 |
14,869.00 |
|
R3 |
15,205.50 |
15,097.00 |
14,795.75 |
|
R2 |
14,939.75 |
14,939.75 |
14,771.50 |
|
R1 |
14,831.25 |
14,831.25 |
14,747.00 |
14,885.50 |
PP |
14,674.00 |
14,674.00 |
14,674.00 |
14,701.00 |
S1 |
14,565.50 |
14,565.50 |
14,698.50 |
14,619.75 |
S2 |
14,408.25 |
14,408.25 |
14,674.00 |
|
S3 |
14,142.50 |
14,299.75 |
14,649.75 |
|
S4 |
13,876.75 |
14,034.00 |
14,576.50 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,794.25 |
15,572.25 |
14,857.50 |
|
R3 |
15,454.25 |
15,232.25 |
14,764.00 |
|
R2 |
15,114.25 |
15,114.25 |
14,732.75 |
|
R1 |
14,892.25 |
14,892.25 |
14,701.75 |
14,833.25 |
PP |
14,774.25 |
14,774.25 |
14,774.25 |
14,744.50 |
S1 |
14,552.25 |
14,552.25 |
14,639.25 |
14,493.25 |
S2 |
14,434.25 |
14,434.25 |
14,608.25 |
|
S3 |
14,094.25 |
14,212.25 |
14,577.00 |
|
S4 |
13,754.25 |
13,872.25 |
14,483.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,996.00 |
14,445.00 |
551.00 |
3.7% |
225.25 |
1.5% |
50% |
False |
False |
584,527 |
10 |
14,996.00 |
14,445.00 |
551.00 |
3.7% |
206.00 |
1.4% |
50% |
False |
False |
531,906 |
20 |
14,996.00 |
14,066.50 |
929.50 |
6.3% |
174.50 |
1.2% |
71% |
False |
False |
470,195 |
40 |
14,996.00 |
13,348.75 |
1,647.25 |
11.2% |
177.25 |
1.2% |
83% |
False |
False |
321,193 |
60 |
14,996.00 |
12,906.00 |
2,090.00 |
14.2% |
204.00 |
1.4% |
87% |
False |
False |
214,498 |
80 |
14,996.00 |
12,668.00 |
2,328.00 |
15.8% |
205.00 |
1.4% |
88% |
False |
False |
161,004 |
100 |
14,996.00 |
12,195.25 |
2,800.75 |
19.0% |
232.50 |
1.6% |
90% |
False |
False |
128,850 |
120 |
14,996.00 |
12,195.25 |
2,800.75 |
19.0% |
236.25 |
1.6% |
90% |
False |
False |
107,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,912.00 |
2.618 |
15,478.25 |
1.618 |
15,212.50 |
1.000 |
15,048.25 |
0.618 |
14,946.75 |
HIGH |
14,782.50 |
0.618 |
14,681.00 |
0.500 |
14,649.50 |
0.382 |
14,618.25 |
LOW |
14,516.75 |
0.618 |
14,352.50 |
1.000 |
14,251.00 |
1.618 |
14,086.75 |
2.618 |
13,821.00 |
4.250 |
13,387.25 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,698.50 |
14,701.00 |
PP |
14,674.00 |
14,679.00 |
S1 |
14,649.50 |
14,657.25 |
|