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 |
14,729.75 |
14,836.75 |
107.00 |
0.7% |
14,824.00 |
High |
14,839.50 |
14,982.75 |
143.25 |
1.0% |
14,996.00 |
Low |
14,668.25 |
14,826.75 |
158.50 |
1.1% |
14,656.00 |
Close |
14,827.75 |
14,928.50 |
100.75 |
0.7% |
14,670.50 |
Range |
171.25 |
156.00 |
-15.25 |
-8.9% |
340.00 |
ATR |
191.85 |
189.29 |
-2.56 |
-1.3% |
0.00 |
Volume |
404,345 |
425,426 |
21,081 |
5.2% |
2,541,988 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,380.75 |
15,310.50 |
15,014.25 |
|
R3 |
15,224.75 |
15,154.50 |
14,971.50 |
|
R2 |
15,068.75 |
15,068.75 |
14,957.00 |
|
R1 |
14,998.50 |
14,998.50 |
14,942.75 |
15,033.50 |
PP |
14,912.75 |
14,912.75 |
14,912.75 |
14,930.25 |
S1 |
14,842.50 |
14,842.50 |
14,914.25 |
14,877.50 |
S2 |
14,756.75 |
14,756.75 |
14,900.00 |
|
S3 |
14,600.75 |
14,686.50 |
14,885.50 |
|
S4 |
14,444.75 |
14,530.50 |
14,842.75 |
|
|
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 |
14,982.75 |
14,445.00 |
537.75 |
3.6% |
208.75 |
1.4% |
90% |
True |
False |
523,686 |
10 |
14,996.00 |
14,445.00 |
551.00 |
3.7% |
194.75 |
1.3% |
88% |
False |
False |
504,617 |
20 |
14,996.00 |
14,270.00 |
726.00 |
4.9% |
176.00 |
1.2% |
91% |
False |
False |
472,310 |
40 |
14,996.00 |
13,451.25 |
1,544.75 |
10.3% |
174.25 |
1.2% |
96% |
False |
False |
341,878 |
60 |
14,996.00 |
12,906.00 |
2,090.00 |
14.0% |
204.25 |
1.4% |
97% |
False |
False |
228,314 |
80 |
14,996.00 |
12,769.00 |
2,227.00 |
14.9% |
203.00 |
1.4% |
97% |
False |
False |
171,366 |
100 |
14,996.00 |
12,195.25 |
2,800.75 |
18.8% |
229.75 |
1.5% |
98% |
False |
False |
137,147 |
120 |
14,996.00 |
12,195.25 |
2,800.75 |
18.8% |
233.75 |
1.6% |
98% |
False |
False |
114,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,645.75 |
2.618 |
15,391.25 |
1.618 |
15,235.25 |
1.000 |
15,138.75 |
0.618 |
15,079.25 |
HIGH |
14,982.75 |
0.618 |
14,923.25 |
0.500 |
14,904.75 |
0.382 |
14,886.25 |
LOW |
14,826.75 |
0.618 |
14,730.25 |
1.000 |
14,670.75 |
1.618 |
14,574.25 |
2.618 |
14,418.25 |
4.250 |
14,163.75 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,920.50 |
14,869.00 |
PP |
14,912.75 |
14,809.25 |
S1 |
14,904.75 |
14,749.75 |
|