Trading Metrics calculated at close of trading on 21-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,262.75 |
4,318.75 |
56.00 |
1.3% |
4,362.00 |
High |
4,329.00 |
4,355.25 |
26.25 |
0.6% |
4,384.50 |
Low |
4,252.75 |
4,310.00 |
57.25 |
1.3% |
4,314.25 |
Close |
4,315.50 |
4,350.50 |
35.00 |
0.8% |
4,318.50 |
Range |
76.25 |
45.25 |
-31.00 |
-40.7% |
70.25 |
ATR |
47.09 |
46.96 |
-0.13 |
-0.3% |
0.00 |
Volume |
1,844,380 |
1,191,429 |
-652,951 |
-35.4% |
6,862,005 |
|
Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,474.25 |
4,457.75 |
4,375.50 |
|
R3 |
4,429.00 |
4,412.50 |
4,363.00 |
|
R2 |
4,383.75 |
4,383.75 |
4,358.75 |
|
R1 |
4,367.25 |
4,367.25 |
4,354.75 |
4,375.50 |
PP |
4,338.50 |
4,338.50 |
4,338.50 |
4,342.75 |
S1 |
4,322.00 |
4,322.00 |
4,346.25 |
4,330.25 |
S2 |
4,293.25 |
4,293.25 |
4,342.25 |
|
S3 |
4,248.00 |
4,276.75 |
4,338.00 |
|
S4 |
4,202.75 |
4,231.50 |
4,325.50 |
|
|
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 |
4,370.25 |
4,224.00 |
146.25 |
3.4% |
62.00 |
1.4% |
86% |
False |
False |
1,776,674 |
10 |
4,384.50 |
4,224.00 |
160.50 |
3.7% |
55.25 |
1.3% |
79% |
False |
False |
1,580,073 |
20 |
4,384.50 |
4,224.00 |
160.50 |
3.7% |
41.50 |
1.0% |
79% |
False |
False |
1,288,170 |
40 |
4,384.50 |
4,126.75 |
257.75 |
5.9% |
39.50 |
0.9% |
87% |
False |
False |
977,494 |
60 |
4,384.50 |
4,020.00 |
364.50 |
8.4% |
44.75 |
1.0% |
91% |
False |
False |
653,008 |
80 |
4,384.50 |
3,919.25 |
465.25 |
10.7% |
43.00 |
1.0% |
93% |
False |
False |
490,016 |
100 |
4,384.50 |
3,701.50 |
683.00 |
15.7% |
47.50 |
1.1% |
95% |
False |
False |
392,127 |
120 |
4,384.50 |
3,639.25 |
745.25 |
17.1% |
49.00 |
1.1% |
95% |
False |
False |
326,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,547.50 |
2.618 |
4,473.75 |
1.618 |
4,428.50 |
1.000 |
4,400.50 |
0.618 |
4,383.25 |
HIGH |
4,355.25 |
0.618 |
4,338.00 |
0.500 |
4,332.50 |
0.382 |
4,327.25 |
LOW |
4,310.00 |
0.618 |
4,282.00 |
1.000 |
4,264.75 |
1.618 |
4,236.75 |
2.618 |
4,191.50 |
4.250 |
4,117.75 |
|
|
Fisher Pivots for day following 21-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,344.50 |
4,330.25 |
PP |
4,338.50 |
4,310.00 |
S1 |
4,332.50 |
4,289.50 |
|