Trading Metrics calculated at close of trading on 21-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,137.0 |
15,273.0 |
136.0 |
0.9% |
15,665.0 |
High |
15,287.0 |
15,451.0 |
164.0 |
1.1% |
15,802.0 |
Low |
15,077.0 |
15,182.0 |
105.0 |
0.7% |
15,461.0 |
Close |
15,210.0 |
15,410.0 |
200.0 |
1.3% |
15,514.0 |
Range |
210.0 |
269.0 |
59.0 |
28.1% |
341.0 |
ATR |
213.6 |
217.6 |
4.0 |
1.9% |
0.0 |
Volume |
95,948 |
83,576 |
-12,372 |
-12.9% |
354,894 |
|
Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,154.7 |
16,051.3 |
15,558.0 |
|
R3 |
15,885.7 |
15,782.3 |
15,484.0 |
|
R2 |
15,616.7 |
15,616.7 |
15,459.3 |
|
R1 |
15,513.3 |
15,513.3 |
15,434.7 |
15,565.0 |
PP |
15,347.7 |
15,347.7 |
15,347.7 |
15,373.5 |
S1 |
15,244.3 |
15,244.3 |
15,385.3 |
15,296.0 |
S2 |
15,078.7 |
15,078.7 |
15,360.7 |
|
S3 |
14,809.7 |
14,975.3 |
15,336.0 |
|
S4 |
14,540.7 |
14,706.3 |
15,262.1 |
|
|
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 |
15,767.0 |
15,032.0 |
735.0 |
4.8% |
268.6 |
1.7% |
51% |
False |
False |
96,485 |
10 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
243.6 |
1.6% |
49% |
False |
False |
86,530 |
20 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
215.9 |
1.4% |
49% |
False |
False |
74,206 |
40 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
180.8 |
1.2% |
49% |
False |
False |
45,708 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
180.0 |
1.2% |
61% |
False |
False |
30,493 |
80 |
15,802.0 |
14,690.0 |
1,112.0 |
7.2% |
161.9 |
1.1% |
65% |
False |
False |
22,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,594.3 |
2.618 |
16,155.2 |
1.618 |
15,886.2 |
1.000 |
15,720.0 |
0.618 |
15,617.2 |
HIGH |
15,451.0 |
0.618 |
15,348.2 |
0.500 |
15,316.5 |
0.382 |
15,284.8 |
LOW |
15,182.0 |
0.618 |
15,015.8 |
1.000 |
14,913.0 |
1.618 |
14,746.8 |
2.618 |
14,477.8 |
4.250 |
14,038.8 |
|
|
Fisher Pivots for day following 21-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,378.8 |
15,358.2 |
PP |
15,347.7 |
15,306.3 |
S1 |
15,316.5 |
15,254.5 |
|