Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,347.75 |
4,320.00 |
-27.75 |
-0.6% |
4,362.00 |
High |
4,368.00 |
4,320.75 |
-47.25 |
-1.1% |
4,384.50 |
Low |
4,314.25 |
4,224.00 |
-90.25 |
-2.1% |
4,314.25 |
Close |
4,318.50 |
4,251.25 |
-67.25 |
-1.6% |
4,318.50 |
Range |
53.75 |
96.75 |
43.00 |
80.0% |
70.25 |
ATR |
40.73 |
44.73 |
4.00 |
9.8% |
0.00 |
Volume |
1,636,065 |
2,599,774 |
963,709 |
58.9% |
6,862,005 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,555.50 |
4,500.25 |
4,304.50 |
|
R3 |
4,458.75 |
4,403.50 |
4,277.75 |
|
R2 |
4,362.00 |
4,362.00 |
4,269.00 |
|
R1 |
4,306.75 |
4,306.75 |
4,260.00 |
4,286.00 |
PP |
4,265.25 |
4,265.25 |
4,265.25 |
4,255.00 |
S1 |
4,210.00 |
4,210.00 |
4,242.50 |
4,189.25 |
S2 |
4,168.50 |
4,168.50 |
4,233.50 |
|
S3 |
4,071.75 |
4,113.25 |
4,224.75 |
|
S4 |
3,975.00 |
4,016.50 |
4,198.00 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,549.75 |
4,504.50 |
4,357.25 |
|
R3 |
4,479.50 |
4,434.25 |
4,337.75 |
|
R2 |
4,409.25 |
4,409.25 |
4,331.50 |
|
R1 |
4,364.00 |
4,364.00 |
4,325.00 |
4,351.50 |
PP |
4,339.00 |
4,339.00 |
4,339.00 |
4,333.00 |
S1 |
4,293.75 |
4,293.75 |
4,312.00 |
4,281.25 |
S2 |
4,268.75 |
4,268.75 |
4,305.50 |
|
S3 |
4,198.50 |
4,223.50 |
4,299.25 |
|
S4 |
4,128.25 |
4,153.25 |
4,279.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,384.50 |
4,224.00 |
160.50 |
3.8% |
50.00 |
1.2% |
17% |
False |
True |
1,681,208 |
10 |
4,384.50 |
4,224.00 |
160.50 |
3.8% |
50.75 |
1.2% |
17% |
False |
True |
1,535,413 |
20 |
4,384.50 |
4,126.75 |
257.75 |
6.1% |
42.00 |
1.0% |
48% |
False |
False |
1,260,848 |
40 |
4,384.50 |
4,126.75 |
257.75 |
6.1% |
39.00 |
0.9% |
48% |
False |
False |
901,837 |
60 |
4,384.50 |
4,020.00 |
364.50 |
8.6% |
44.00 |
1.0% |
63% |
False |
False |
602,466 |
80 |
4,384.50 |
3,833.75 |
550.75 |
13.0% |
43.25 |
1.0% |
76% |
False |
False |
452,111 |
100 |
4,384.50 |
3,701.50 |
683.00 |
16.1% |
48.25 |
1.1% |
80% |
False |
False |
361,772 |
120 |
4,384.50 |
3,639.25 |
745.25 |
17.5% |
50.25 |
1.2% |
82% |
False |
False |
301,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,732.00 |
2.618 |
4,574.00 |
1.618 |
4,477.25 |
1.000 |
4,417.50 |
0.618 |
4,380.50 |
HIGH |
4,320.75 |
0.618 |
4,283.75 |
0.500 |
4,272.50 |
0.382 |
4,261.00 |
LOW |
4,224.00 |
0.618 |
4,164.25 |
1.000 |
4,127.25 |
1.618 |
4,067.50 |
2.618 |
3,970.75 |
4.250 |
3,812.75 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,272.50 |
4,297.00 |
PP |
4,265.25 |
4,281.75 |
S1 |
4,258.25 |
4,266.50 |
|