Trading Metrics calculated at close of trading on 30-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,393.75 |
4,394.25 |
0.50 |
0.0% |
4,400.50 |
High |
4,422.50 |
4,405.00 |
-17.50 |
-0.4% |
4,422.50 |
Low |
4,380.50 |
4,370.75 |
-9.75 |
-0.2% |
4,364.75 |
Close |
4,411.75 |
4,389.50 |
-22.25 |
-0.5% |
4,389.50 |
Range |
42.00 |
34.25 |
-7.75 |
-18.5% |
57.75 |
ATR |
44.69 |
44.43 |
-0.26 |
-0.6% |
0.00 |
Volume |
1,009,496 |
1,376,982 |
367,486 |
36.4% |
6,121,892 |
|
Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,491.25 |
4,474.50 |
4,408.25 |
|
R3 |
4,457.00 |
4,440.25 |
4,399.00 |
|
R2 |
4,422.75 |
4,422.75 |
4,395.75 |
|
R1 |
4,406.00 |
4,406.00 |
4,392.75 |
4,397.25 |
PP |
4,388.50 |
4,388.50 |
4,388.50 |
4,384.00 |
S1 |
4,371.75 |
4,371.75 |
4,386.25 |
4,363.00 |
S2 |
4,354.25 |
4,354.25 |
4,383.25 |
|
S3 |
4,320.00 |
4,337.50 |
4,380.00 |
|
S4 |
4,285.75 |
4,303.25 |
4,370.75 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.50 |
4,535.25 |
4,421.25 |
|
R3 |
4,507.75 |
4,477.50 |
4,405.50 |
|
R2 |
4,450.00 |
4,450.00 |
4,400.00 |
|
R1 |
4,419.75 |
4,419.75 |
4,394.75 |
4,406.00 |
PP |
4,392.25 |
4,392.25 |
4,392.25 |
4,385.50 |
S1 |
4,362.00 |
4,362.00 |
4,384.25 |
4,348.25 |
S2 |
4,334.50 |
4,334.50 |
4,379.00 |
|
S3 |
4,276.75 |
4,304.25 |
4,373.50 |
|
S4 |
4,219.00 |
4,246.50 |
4,357.75 |
|
|
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% |
39.75 |
0.9% |
43% |
False |
False |
1,224,378 |
10 |
4,422.50 |
4,224.00 |
198.50 |
4.5% |
48.75 |
1.1% |
83% |
False |
False |
1,391,278 |
20 |
4,422.50 |
4,224.00 |
198.50 |
4.5% |
47.00 |
1.1% |
83% |
False |
False |
1,383,345 |
40 |
4,422.50 |
4,126.75 |
295.75 |
6.7% |
41.00 |
0.9% |
89% |
False |
False |
1,182,821 |
60 |
4,422.50 |
4,020.00 |
402.50 |
9.2% |
45.25 |
1.0% |
92% |
False |
False |
790,618 |
80 |
4,422.50 |
4,020.00 |
402.50 |
9.2% |
43.25 |
1.0% |
92% |
False |
False |
593,390 |
100 |
4,422.50 |
3,833.75 |
588.75 |
13.4% |
44.00 |
1.0% |
94% |
False |
False |
474,889 |
120 |
4,422.50 |
3,701.50 |
721.00 |
16.4% |
48.00 |
1.1% |
95% |
False |
False |
395,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,550.50 |
2.618 |
4,494.75 |
1.618 |
4,460.50 |
1.000 |
4,439.25 |
0.618 |
4,426.25 |
HIGH |
4,405.00 |
0.618 |
4,392.00 |
0.500 |
4,388.00 |
0.382 |
4,383.75 |
LOW |
4,370.75 |
0.618 |
4,349.50 |
1.000 |
4,336.50 |
1.618 |
4,315.25 |
2.618 |
4,281.00 |
4.250 |
4,225.25 |
|
|
Fisher Pivots for day following 30-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,389.00 |
4,396.50 |
PP |
4,388.50 |
4,394.25 |
S1 |
4,388.00 |
4,392.00 |
|