Trading Metrics calculated at close of trading on 20-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,472.0 |
15,137.0 |
-335.0 |
-2.2% |
15,665.0 |
High |
15,477.0 |
15,287.0 |
-190.0 |
-1.2% |
15,802.0 |
Low |
15,032.0 |
15,077.0 |
45.0 |
0.3% |
15,461.0 |
Close |
15,094.0 |
15,210.0 |
116.0 |
0.8% |
15,514.0 |
Range |
445.0 |
210.0 |
-235.0 |
-52.8% |
341.0 |
ATR |
213.9 |
213.6 |
-0.3 |
-0.1% |
0.0 |
Volume |
132,419 |
95,948 |
-36,471 |
-27.5% |
354,894 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,821.3 |
15,725.7 |
15,325.5 |
|
R3 |
15,611.3 |
15,515.7 |
15,267.8 |
|
R2 |
15,401.3 |
15,401.3 |
15,248.5 |
|
R1 |
15,305.7 |
15,305.7 |
15,229.3 |
15,353.5 |
PP |
15,191.3 |
15,191.3 |
15,191.3 |
15,215.3 |
S1 |
15,095.7 |
15,095.7 |
15,190.8 |
15,143.5 |
S2 |
14,981.3 |
14,981.3 |
15,171.5 |
|
S3 |
14,771.3 |
14,885.7 |
15,152.3 |
|
S4 |
14,561.3 |
14,675.7 |
15,094.5 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,615.3 |
16,405.7 |
15,701.6 |
|
R3 |
16,274.3 |
16,064.7 |
15,607.8 |
|
R2 |
15,933.3 |
15,933.3 |
15,576.5 |
|
R1 |
15,723.7 |
15,723.7 |
15,545.3 |
15,658.0 |
PP |
15,592.3 |
15,592.3 |
15,592.3 |
15,559.5 |
S1 |
15,382.7 |
15,382.7 |
15,482.7 |
15,317.0 |
S2 |
15,251.3 |
15,251.3 |
15,451.5 |
|
S3 |
14,910.3 |
15,041.7 |
15,420.2 |
|
S4 |
14,569.3 |
14,700.7 |
15,326.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,797.0 |
15,032.0 |
765.0 |
5.0% |
234.6 |
1.5% |
23% |
False |
False |
91,415 |
10 |
15,802.0 |
15,032.0 |
770.0 |
5.1% |
240.5 |
1.6% |
23% |
False |
False |
85,349 |
20 |
15,802.0 |
15,032.0 |
770.0 |
5.1% |
209.8 |
1.4% |
23% |
False |
False |
72,478 |
40 |
15,802.0 |
15,032.0 |
770.0 |
5.1% |
177.0 |
1.2% |
23% |
False |
False |
43,620 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.6% |
176.5 |
1.2% |
41% |
False |
False |
29,100 |
80 |
15,802.0 |
14,450.0 |
1,352.0 |
8.9% |
161.5 |
1.1% |
56% |
False |
False |
21,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,179.5 |
2.618 |
15,836.8 |
1.618 |
15,626.8 |
1.000 |
15,497.0 |
0.618 |
15,416.8 |
HIGH |
15,287.0 |
0.618 |
15,206.8 |
0.500 |
15,182.0 |
0.382 |
15,157.2 |
LOW |
15,077.0 |
0.618 |
14,947.2 |
1.000 |
14,867.0 |
1.618 |
14,737.2 |
2.618 |
14,527.2 |
4.250 |
14,184.5 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,200.7 |
15,359.5 |
PP |
15,191.3 |
15,309.7 |
S1 |
15,182.0 |
15,259.8 |
|