| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
14,875.75 |
14,984.75 |
109.00 |
0.7% |
14,675.00 |
| High |
15,074.50 |
15,084.00 |
9.50 |
0.1% |
15,117.25 |
| Low |
14,866.00 |
14,905.00 |
39.00 |
0.3% |
14,445.00 |
| Close |
15,011.50 |
15,037.75 |
26.25 |
0.2% |
15,098.00 |
| Range |
208.50 |
179.00 |
-29.50 |
-14.1% |
672.25 |
| ATR |
195.98 |
194.77 |
-1.21 |
-0.6% |
0.00 |
| Volume |
577,186 |
412,593 |
-164,593 |
-28.5% |
2,528,682 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,546.00 |
15,470.75 |
15,136.25 |
|
| R3 |
15,367.00 |
15,291.75 |
15,087.00 |
|
| R2 |
15,188.00 |
15,188.00 |
15,070.50 |
|
| R1 |
15,112.75 |
15,112.75 |
15,054.25 |
15,150.50 |
| PP |
15,009.00 |
15,009.00 |
15,009.00 |
15,027.75 |
| S1 |
14,933.75 |
14,933.75 |
15,021.25 |
14,971.50 |
| S2 |
14,830.00 |
14,830.00 |
15,005.00 |
|
| S3 |
14,651.00 |
14,754.75 |
14,988.50 |
|
| S4 |
14,472.00 |
14,575.75 |
14,939.25 |
|
|
| 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 |
14,774.25 |
359.75 |
2.4% |
204.50 |
1.4% |
73% |
False |
False |
500,470 |
| 10 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
206.75 |
1.4% |
86% |
False |
False |
512,078 |
| 20 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
196.25 |
1.3% |
86% |
False |
False |
501,872 |
| 40 |
15,134.00 |
13,451.25 |
1,682.75 |
11.2% |
186.00 |
1.2% |
94% |
False |
False |
404,327 |
| 60 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
203.75 |
1.4% |
96% |
False |
False |
269,942 |
| 80 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
201.25 |
1.3% |
96% |
False |
False |
202,618 |
| 100 |
15,134.00 |
12,317.00 |
2,817.00 |
18.7% |
218.75 |
1.5% |
97% |
False |
False |
162,169 |
| 120 |
15,134.00 |
12,195.25 |
2,938.75 |
19.5% |
232.75 |
1.5% |
97% |
False |
False |
135,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,844.75 |
|
2.618 |
15,552.50 |
|
1.618 |
15,373.50 |
|
1.000 |
15,263.00 |
|
0.618 |
15,194.50 |
|
HIGH |
15,084.00 |
|
0.618 |
15,015.50 |
|
0.500 |
14,994.50 |
|
0.382 |
14,973.50 |
|
LOW |
14,905.00 |
|
0.618 |
14,794.50 |
|
1.000 |
14,726.00 |
|
1.618 |
14,615.50 |
|
2.618 |
14,436.50 |
|
4.250 |
14,144.25 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,023.25 |
15,009.50 |
| PP |
15,009.00 |
14,981.25 |
| S1 |
14,994.50 |
14,953.00 |
|