Trading Metrics calculated at close of trading on 26-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,371.50 |
4,400.50 |
29.00 |
0.7% |
4,320.00 |
High |
4,408.25 |
4,416.75 |
8.50 |
0.2% |
4,408.25 |
Low |
4,367.25 |
4,375.50 |
8.25 |
0.2% |
4,224.00 |
Close |
4,403.00 |
4,414.25 |
11.25 |
0.3% |
4,403.00 |
Range |
41.00 |
41.25 |
0.25 |
0.6% |
184.25 |
ATR |
45.96 |
45.63 |
-0.34 |
-0.7% |
0.00 |
Volume |
1,173,337 |
938,628 |
-234,709 |
-20.0% |
7,790,889 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,526.00 |
4,511.25 |
4,437.00 |
|
R3 |
4,484.75 |
4,470.00 |
4,425.50 |
|
R2 |
4,443.50 |
4,443.50 |
4,421.75 |
|
R1 |
4,428.75 |
4,428.75 |
4,418.00 |
4,436.00 |
PP |
4,402.25 |
4,402.25 |
4,402.25 |
4,405.75 |
S1 |
4,387.50 |
4,387.50 |
4,410.50 |
4,395.00 |
S2 |
4,361.00 |
4,361.00 |
4,406.75 |
|
S3 |
4,319.75 |
4,346.25 |
4,403.00 |
|
S4 |
4,278.50 |
4,305.00 |
4,391.50 |
|
|
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 |
4,416.75 |
4,252.75 |
164.00 |
3.7% |
46.75 |
1.1% |
98% |
True |
False |
1,225,948 |
10 |
4,416.75 |
4,224.00 |
192.75 |
4.4% |
48.50 |
1.1% |
99% |
True |
False |
1,453,578 |
20 |
4,416.75 |
4,224.00 |
192.75 |
4.4% |
43.50 |
1.0% |
99% |
True |
False |
1,306,705 |
40 |
4,416.75 |
4,126.75 |
290.00 |
6.6% |
40.00 |
0.9% |
99% |
True |
False |
1,054,404 |
60 |
4,416.75 |
4,020.00 |
396.75 |
9.0% |
45.00 |
1.0% |
99% |
True |
False |
704,480 |
80 |
4,416.75 |
3,955.00 |
461.75 |
10.5% |
43.00 |
1.0% |
99% |
True |
False |
528,654 |
100 |
4,416.75 |
3,701.50 |
715.25 |
16.2% |
46.50 |
1.1% |
100% |
True |
False |
423,063 |
120 |
4,416.75 |
3,701.50 |
715.25 |
16.2% |
47.75 |
1.1% |
100% |
True |
False |
352,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,592.00 |
2.618 |
4,524.75 |
1.618 |
4,483.50 |
1.000 |
4,458.00 |
0.618 |
4,442.25 |
HIGH |
4,416.75 |
0.618 |
4,401.00 |
0.500 |
4,396.00 |
0.382 |
4,391.25 |
LOW |
4,375.50 |
0.618 |
4,350.00 |
1.000 |
4,334.25 |
1.618 |
4,308.75 |
2.618 |
4,267.50 |
4.250 |
4,200.25 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,408.25 |
4,402.50 |
PP |
4,402.25 |
4,390.75 |
S1 |
4,396.00 |
4,379.00 |
|