Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,273.0 |
15,449.0 |
176.0 |
1.2% |
15,665.0 |
High |
15,451.0 |
15,566.0 |
115.0 |
0.7% |
15,802.0 |
Low |
15,182.0 |
15,425.0 |
243.0 |
1.6% |
15,461.0 |
Close |
15,410.0 |
15,499.0 |
89.0 |
0.6% |
15,514.0 |
Range |
269.0 |
141.0 |
-128.0 |
-47.6% |
341.0 |
ATR |
217.6 |
213.2 |
-4.4 |
-2.0% |
0.0 |
Volume |
83,576 |
62,001 |
-21,575 |
-25.8% |
354,894 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,919.7 |
15,850.3 |
15,576.6 |
|
R3 |
15,778.7 |
15,709.3 |
15,537.8 |
|
R2 |
15,637.7 |
15,637.7 |
15,524.9 |
|
R1 |
15,568.3 |
15,568.3 |
15,511.9 |
15,603.0 |
PP |
15,496.7 |
15,496.7 |
15,496.7 |
15,514.0 |
S1 |
15,427.3 |
15,427.3 |
15,486.1 |
15,462.0 |
S2 |
15,355.7 |
15,355.7 |
15,473.2 |
|
S3 |
15,214.7 |
15,286.3 |
15,460.2 |
|
S4 |
15,073.7 |
15,145.3 |
15,421.5 |
|
|
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 |
15,687.0 |
15,032.0 |
655.0 |
4.2% |
258.2 |
1.7% |
71% |
False |
False |
91,513 |
10 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
216.9 |
1.4% |
61% |
False |
False |
80,959 |
20 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
211.8 |
1.4% |
61% |
False |
False |
74,435 |
40 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
181.5 |
1.2% |
61% |
False |
False |
47,232 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
180.9 |
1.2% |
70% |
False |
False |
31,526 |
80 |
15,802.0 |
14,759.0 |
1,043.0 |
6.7% |
162.1 |
1.0% |
71% |
False |
False |
23,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,165.3 |
2.618 |
15,935.1 |
1.618 |
15,794.1 |
1.000 |
15,707.0 |
0.618 |
15,653.1 |
HIGH |
15,566.0 |
0.618 |
15,512.1 |
0.500 |
15,495.5 |
0.382 |
15,478.9 |
LOW |
15,425.0 |
0.618 |
15,337.9 |
1.000 |
15,284.0 |
1.618 |
15,196.9 |
2.618 |
15,055.9 |
4.250 |
14,825.8 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,497.8 |
15,439.8 |
PP |
15,496.7 |
15,380.7 |
S1 |
15,495.5 |
15,321.5 |
|