Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,355.00 |
4,371.50 |
16.50 |
0.4% |
4,320.00 |
High |
4,371.50 |
4,408.25 |
36.75 |
0.8% |
4,408.25 |
Low |
4,341.50 |
4,367.25 |
25.75 |
0.6% |
4,224.00 |
Close |
4,359.50 |
4,403.00 |
43.50 |
1.0% |
4,403.00 |
Range |
30.00 |
41.00 |
11.00 |
36.7% |
184.25 |
ATR |
45.75 |
45.96 |
0.21 |
0.5% |
0.00 |
Volume |
981,969 |
1,173,337 |
191,368 |
19.5% |
7,790,889 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,515.75 |
4,500.50 |
4,425.50 |
|
R3 |
4,474.75 |
4,459.50 |
4,414.25 |
|
R2 |
4,433.75 |
4,433.75 |
4,410.50 |
|
R1 |
4,418.50 |
4,418.50 |
4,406.75 |
4,426.00 |
PP |
4,392.75 |
4,392.75 |
4,392.75 |
4,396.75 |
S1 |
4,377.50 |
4,377.50 |
4,399.25 |
4,385.00 |
S2 |
4,351.75 |
4,351.75 |
4,395.50 |
|
S3 |
4,310.75 |
4,336.50 |
4,391.75 |
|
S4 |
4,269.75 |
4,295.50 |
4,380.50 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,897.75 |
4,834.75 |
4,504.25 |
|
R3 |
4,713.50 |
4,650.50 |
4,453.75 |
|
R2 |
4,529.25 |
4,529.25 |
4,436.75 |
|
R1 |
4,466.25 |
4,466.25 |
4,420.00 |
4,497.75 |
PP |
4,345.00 |
4,345.00 |
4,345.00 |
4,361.00 |
S1 |
4,282.00 |
4,282.00 |
4,386.00 |
4,313.50 |
S2 |
4,160.75 |
4,160.75 |
4,369.25 |
|
S3 |
3,976.50 |
4,097.75 |
4,352.25 |
|
S4 |
3,792.25 |
3,913.50 |
4,301.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,408.25 |
4,224.00 |
184.25 |
4.2% |
57.75 |
1.3% |
97% |
True |
False |
1,558,177 |
10 |
4,408.25 |
4,224.00 |
184.25 |
4.2% |
48.00 |
1.1% |
97% |
True |
False |
1,465,289 |
20 |
4,408.25 |
4,224.00 |
184.25 |
4.2% |
42.50 |
1.0% |
97% |
True |
False |
1,305,081 |
40 |
4,408.25 |
4,126.75 |
281.50 |
6.4% |
40.00 |
0.9% |
98% |
True |
False |
1,031,117 |
60 |
4,408.25 |
4,020.00 |
388.25 |
8.8% |
45.00 |
1.0% |
99% |
True |
False |
688,882 |
80 |
4,408.25 |
3,932.00 |
476.25 |
10.8% |
43.00 |
1.0% |
99% |
True |
False |
516,937 |
100 |
4,408.25 |
3,701.50 |
706.75 |
16.1% |
47.00 |
1.1% |
99% |
True |
False |
413,678 |
120 |
4,408.25 |
3,701.50 |
706.75 |
16.1% |
48.00 |
1.1% |
99% |
True |
False |
344,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,582.50 |
2.618 |
4,515.50 |
1.618 |
4,474.50 |
1.000 |
4,449.25 |
0.618 |
4,433.50 |
HIGH |
4,408.25 |
0.618 |
4,392.50 |
0.500 |
4,387.75 |
0.382 |
4,383.00 |
LOW |
4,367.25 |
0.618 |
4,342.00 |
1.000 |
4,326.25 |
1.618 |
4,301.00 |
2.618 |
4,260.00 |
4.250 |
4,193.00 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,398.00 |
4,388.50 |
PP |
4,392.75 |
4,373.75 |
S1 |
4,387.75 |
4,359.00 |
|