Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,318.75 |
4,355.00 |
36.25 |
0.8% |
4,362.00 |
High |
4,355.25 |
4,371.50 |
16.25 |
0.4% |
4,384.50 |
Low |
4,310.00 |
4,341.50 |
31.50 |
0.7% |
4,314.25 |
Close |
4,350.50 |
4,359.50 |
9.00 |
0.2% |
4,318.50 |
Range |
45.25 |
30.00 |
-15.25 |
-33.7% |
70.25 |
ATR |
46.96 |
45.75 |
-1.21 |
-2.6% |
0.00 |
Volume |
1,191,429 |
981,969 |
-209,460 |
-17.6% |
6,862,005 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,447.50 |
4,433.50 |
4,376.00 |
|
R3 |
4,417.50 |
4,403.50 |
4,367.75 |
|
R2 |
4,387.50 |
4,387.50 |
4,365.00 |
|
R1 |
4,373.50 |
4,373.50 |
4,362.25 |
4,380.50 |
PP |
4,357.50 |
4,357.50 |
4,357.50 |
4,361.00 |
S1 |
4,343.50 |
4,343.50 |
4,356.75 |
4,350.50 |
S2 |
4,327.50 |
4,327.50 |
4,354.00 |
|
S3 |
4,297.50 |
4,313.50 |
4,351.25 |
|
S4 |
4,267.50 |
4,283.50 |
4,343.00 |
|
|
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 |
4,371.50 |
4,224.00 |
147.50 |
3.4% |
60.50 |
1.4% |
92% |
True |
False |
1,650,723 |
10 |
4,384.50 |
4,224.00 |
160.50 |
3.7% |
51.00 |
1.2% |
84% |
False |
False |
1,479,106 |
20 |
4,384.50 |
4,224.00 |
160.50 |
3.7% |
42.00 |
1.0% |
84% |
False |
False |
1,290,354 |
40 |
4,384.50 |
4,126.75 |
257.75 |
5.9% |
39.50 |
0.9% |
90% |
False |
False |
1,001,916 |
60 |
4,384.50 |
4,020.00 |
364.50 |
8.4% |
44.75 |
1.0% |
93% |
False |
False |
669,354 |
80 |
4,384.50 |
3,924.00 |
460.50 |
10.6% |
43.00 |
1.0% |
95% |
False |
False |
502,278 |
100 |
4,384.50 |
3,701.50 |
683.00 |
15.7% |
47.00 |
1.1% |
96% |
False |
False |
401,946 |
120 |
4,384.50 |
3,639.25 |
745.25 |
17.1% |
48.50 |
1.1% |
97% |
False |
False |
334,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,499.00 |
2.618 |
4,450.00 |
1.618 |
4,420.00 |
1.000 |
4,401.50 |
0.618 |
4,390.00 |
HIGH |
4,371.50 |
0.618 |
4,360.00 |
0.500 |
4,356.50 |
0.382 |
4,353.00 |
LOW |
4,341.50 |
0.618 |
4,323.00 |
1.000 |
4,311.50 |
1.618 |
4,293.00 |
2.618 |
4,263.00 |
4.250 |
4,214.00 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,358.50 |
4,343.75 |
PP |
4,357.50 |
4,328.00 |
S1 |
4,356.50 |
4,312.00 |
|