| 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 |
14,979.50 |
15,098.00 |
118.50 |
0.8% |
14,675.00 |
| High |
15,117.25 |
15,134.00 |
16.75 |
0.1% |
15,117.25 |
| Low |
14,934.25 |
15,038.75 |
104.50 |
0.7% |
14,445.00 |
| Close |
15,098.00 |
15,117.75 |
19.75 |
0.1% |
15,098.00 |
| Range |
183.00 |
95.25 |
-87.75 |
-48.0% |
672.25 |
| ATR |
189.25 |
182.54 |
-6.71 |
-3.5% |
0.00 |
| Volume |
449,261 |
391,517 |
-57,744 |
-12.9% |
2,528,682 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,382.50 |
15,345.50 |
15,170.25 |
|
| R3 |
15,287.25 |
15,250.25 |
15,144.00 |
|
| R2 |
15,192.00 |
15,192.00 |
15,135.25 |
|
| R1 |
15,155.00 |
15,155.00 |
15,126.50 |
15,173.50 |
| PP |
15,096.75 |
15,096.75 |
15,096.75 |
15,106.00 |
| S1 |
15,059.75 |
15,059.75 |
15,109.00 |
15,078.25 |
| S2 |
15,001.50 |
15,001.50 |
15,100.25 |
|
| S3 |
14,906.25 |
14,964.50 |
15,091.50 |
|
| S4 |
14,811.00 |
14,869.25 |
15,065.25 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,903.50 |
16,673.00 |
15,467.75 |
|
| R3 |
16,231.25 |
16,000.75 |
15,282.75 |
|
| R2 |
15,559.00 |
15,559.00 |
15,221.25 |
|
| R1 |
15,328.50 |
15,328.50 |
15,159.50 |
15,443.75 |
| PP |
14,886.75 |
14,886.75 |
14,886.75 |
14,944.50 |
| S1 |
14,656.25 |
14,656.25 |
15,036.50 |
14,771.50 |
| S2 |
14,214.50 |
14,214.50 |
14,974.75 |
|
| S3 |
13,542.25 |
13,984.00 |
14,913.25 |
|
| S4 |
12,870.00 |
13,311.75 |
14,728.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,134.00 |
14,516.75 |
617.25 |
4.1% |
174.25 |
1.2% |
97% |
True |
False |
439,981 |
| 10 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
193.25 |
1.3% |
98% |
True |
False |
509,957 |
| 20 |
15,134.00 |
14,333.25 |
800.75 |
5.3% |
178.25 |
1.2% |
98% |
True |
False |
474,868 |
| 40 |
15,134.00 |
13,451.25 |
1,682.75 |
11.1% |
177.00 |
1.2% |
99% |
True |
False |
362,860 |
| 60 |
15,134.00 |
12,906.00 |
2,228.00 |
14.7% |
203.00 |
1.3% |
99% |
True |
False |
242,303 |
| 80 |
15,134.00 |
12,906.00 |
2,228.00 |
14.7% |
200.25 |
1.3% |
99% |
True |
False |
181,864 |
| 100 |
15,134.00 |
12,195.25 |
2,938.75 |
19.4% |
225.00 |
1.5% |
99% |
True |
False |
145,555 |
| 120 |
15,134.00 |
12,195.25 |
2,938.75 |
19.4% |
230.25 |
1.5% |
99% |
True |
False |
121,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,538.75 |
|
2.618 |
15,383.25 |
|
1.618 |
15,288.00 |
|
1.000 |
15,229.25 |
|
0.618 |
15,192.75 |
|
HIGH |
15,134.00 |
|
0.618 |
15,097.50 |
|
0.500 |
15,086.50 |
|
0.382 |
15,075.25 |
|
LOW |
15,038.75 |
|
0.618 |
14,980.00 |
|
1.000 |
14,943.50 |
|
1.618 |
14,884.75 |
|
2.618 |
14,789.50 |
|
4.250 |
14,634.00 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,107.25 |
15,072.00 |
| PP |
15,096.75 |
15,026.25 |
| S1 |
15,086.50 |
14,980.50 |
|