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 |
4,320.00 |
4,262.75 |
-57.25 |
-1.3% |
4,362.00 |
High |
4,320.75 |
4,329.00 |
8.25 |
0.2% |
4,384.50 |
Low |
4,224.00 |
4,252.75 |
28.75 |
0.7% |
4,314.25 |
Close |
4,251.25 |
4,315.50 |
64.25 |
1.5% |
4,318.50 |
Range |
96.75 |
76.25 |
-20.50 |
-21.2% |
70.25 |
ATR |
44.73 |
47.09 |
2.36 |
5.3% |
0.00 |
Volume |
2,599,774 |
1,844,380 |
-755,394 |
-29.1% |
6,862,005 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,527.75 |
4,498.00 |
4,357.50 |
|
R3 |
4,451.50 |
4,421.75 |
4,336.50 |
|
R2 |
4,375.25 |
4,375.25 |
4,329.50 |
|
R1 |
4,345.50 |
4,345.50 |
4,322.50 |
4,360.50 |
PP |
4,299.00 |
4,299.00 |
4,299.00 |
4,306.50 |
S1 |
4,269.25 |
4,269.25 |
4,308.50 |
4,284.00 |
S2 |
4,222.75 |
4,222.75 |
4,301.50 |
|
S3 |
4,146.50 |
4,193.00 |
4,294.50 |
|
S4 |
4,070.25 |
4,116.75 |
4,273.50 |
|
|
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 |
3.7% |
59.75 |
1.4% |
57% |
False |
False |
1,800,105 |
10 |
4,384.50 |
4,224.00 |
160.50 |
3.7% |
54.00 |
1.3% |
57% |
False |
False |
1,583,037 |
20 |
4,384.50 |
4,205.75 |
178.75 |
4.1% |
41.25 |
1.0% |
61% |
False |
False |
1,281,786 |
40 |
4,384.50 |
4,126.75 |
257.75 |
6.0% |
40.00 |
0.9% |
73% |
False |
False |
947,807 |
60 |
4,384.50 |
4,020.00 |
364.50 |
8.4% |
44.25 |
1.0% |
81% |
False |
False |
633,167 |
80 |
4,384.50 |
3,890.50 |
494.00 |
11.4% |
43.25 |
1.0% |
86% |
False |
False |
475,138 |
100 |
4,384.50 |
3,701.50 |
683.00 |
15.8% |
47.75 |
1.1% |
90% |
False |
False |
380,215 |
120 |
4,384.50 |
3,639.25 |
745.25 |
17.3% |
49.75 |
1.2% |
91% |
False |
False |
316,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.00 |
2.618 |
4,528.50 |
1.618 |
4,452.25 |
1.000 |
4,405.25 |
0.618 |
4,376.00 |
HIGH |
4,329.00 |
0.618 |
4,299.75 |
0.500 |
4,291.00 |
0.382 |
4,282.00 |
LOW |
4,252.75 |
0.618 |
4,205.75 |
1.000 |
4,176.50 |
1.618 |
4,129.50 |
2.618 |
4,053.25 |
4.250 |
3,928.75 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,307.25 |
4,309.00 |
PP |
4,299.00 |
4,302.50 |
S1 |
4,291.00 |
4,296.00 |
|