Trading Metrics calculated at close of trading on 29-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,380.00 |
4,393.75 |
13.75 |
0.3% |
4,320.00 |
High |
4,407.75 |
4,422.50 |
14.75 |
0.3% |
4,408.25 |
Low |
4,377.50 |
4,380.50 |
3.00 |
0.1% |
4,224.00 |
Close |
4,393.75 |
4,411.75 |
18.00 |
0.4% |
4,403.00 |
Range |
30.25 |
42.00 |
11.75 |
38.8% |
184.25 |
ATR |
44.90 |
44.69 |
-0.21 |
-0.5% |
0.00 |
Volume |
1,221,313 |
1,009,496 |
-211,817 |
-17.3% |
7,790,889 |
|
Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,531.00 |
4,513.25 |
4,434.75 |
|
R3 |
4,489.00 |
4,471.25 |
4,423.25 |
|
R2 |
4,447.00 |
4,447.00 |
4,419.50 |
|
R1 |
4,429.25 |
4,429.25 |
4,415.50 |
4,438.00 |
PP |
4,405.00 |
4,405.00 |
4,405.00 |
4,409.25 |
S1 |
4,387.25 |
4,387.25 |
4,408.00 |
4,396.00 |
S2 |
4,363.00 |
4,363.00 |
4,404.00 |
|
S3 |
4,321.00 |
4,345.25 |
4,400.25 |
|
S4 |
4,279.00 |
4,303.25 |
4,388.75 |
|
|
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 |
4,422.50 |
4,364.75 |
57.75 |
1.3% |
41.25 |
0.9% |
81% |
True |
False |
1,183,649 |
10 |
4,422.50 |
4,224.00 |
198.50 |
4.5% |
50.75 |
1.2% |
95% |
True |
False |
1,417,186 |
20 |
4,422.50 |
4,224.00 |
198.50 |
4.5% |
46.50 |
1.1% |
95% |
True |
False |
1,363,756 |
40 |
4,422.50 |
4,126.75 |
295.75 |
6.7% |
41.25 |
0.9% |
96% |
True |
False |
1,148,725 |
60 |
4,422.50 |
4,020.00 |
402.50 |
9.1% |
45.25 |
1.0% |
97% |
True |
False |
767,713 |
80 |
4,422.50 |
4,020.00 |
402.50 |
9.1% |
43.00 |
1.0% |
97% |
True |
False |
576,186 |
100 |
4,422.50 |
3,806.50 |
616.00 |
14.0% |
44.50 |
1.0% |
98% |
True |
False |
461,120 |
120 |
4,422.50 |
3,701.50 |
721.00 |
16.3% |
47.75 |
1.1% |
99% |
True |
False |
384,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,601.00 |
2.618 |
4,532.50 |
1.618 |
4,490.50 |
1.000 |
4,464.50 |
0.618 |
4,448.50 |
HIGH |
4,422.50 |
0.618 |
4,406.50 |
0.500 |
4,401.50 |
0.382 |
4,396.50 |
LOW |
4,380.50 |
0.618 |
4,354.50 |
1.000 |
4,338.50 |
1.618 |
4,312.50 |
2.618 |
4,270.50 |
4.250 |
4,202.00 |
|
|
Fisher Pivots for day following 29-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,408.25 |
4,405.75 |
PP |
4,405.00 |
4,399.75 |
S1 |
4,401.50 |
4,393.50 |
|