Trading Metrics calculated at close of trading on 26-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,542.0 |
15,651.0 |
109.0 |
0.7% |
15,472.0 |
High |
15,679.0 |
15,651.0 |
-28.0 |
-0.2% |
15,679.0 |
Low |
15,529.0 |
15,531.0 |
2.0 |
0.0% |
15,032.0 |
Close |
15,653.0 |
15,599.0 |
-54.0 |
-0.3% |
15,653.0 |
Range |
150.0 |
120.0 |
-30.0 |
-20.0% |
647.0 |
ATR |
210.8 |
204.5 |
-6.3 |
-3.0% |
0.0 |
Volume |
54,150 |
55,707 |
1,557 |
2.9% |
428,094 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,953.7 |
15,896.3 |
15,665.0 |
|
R3 |
15,833.7 |
15,776.3 |
15,632.0 |
|
R2 |
15,713.7 |
15,713.7 |
15,621.0 |
|
R1 |
15,656.3 |
15,656.3 |
15,610.0 |
15,625.0 |
PP |
15,593.7 |
15,593.7 |
15,593.7 |
15,578.0 |
S1 |
15,536.3 |
15,536.3 |
15,588.0 |
15,505.0 |
S2 |
15,473.7 |
15,473.7 |
15,577.0 |
|
S3 |
15,353.7 |
15,416.3 |
15,566.0 |
|
S4 |
15,233.7 |
15,296.3 |
15,533.0 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,395.7 |
17,171.3 |
16,008.9 |
|
R3 |
16,748.7 |
16,524.3 |
15,830.9 |
|
R2 |
16,101.7 |
16,101.7 |
15,771.6 |
|
R1 |
15,877.3 |
15,877.3 |
15,712.3 |
15,989.5 |
PP |
15,454.7 |
15,454.7 |
15,454.7 |
15,510.8 |
S1 |
15,230.3 |
15,230.3 |
15,593.7 |
15,342.5 |
S2 |
14,807.7 |
14,807.7 |
15,534.4 |
|
S3 |
14,160.7 |
14,583.3 |
15,475.1 |
|
S4 |
13,513.7 |
13,936.3 |
15,297.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,679.0 |
15,077.0 |
602.0 |
3.9% |
178.0 |
1.1% |
87% |
False |
False |
70,276 |
10 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
192.3 |
1.2% |
74% |
False |
False |
76,587 |
20 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
213.3 |
1.4% |
74% |
False |
False |
75,546 |
40 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
182.2 |
1.2% |
74% |
False |
False |
49,973 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
180.8 |
1.2% |
80% |
False |
False |
33,356 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
162.3 |
1.0% |
80% |
False |
False |
25,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,161.0 |
2.618 |
15,965.2 |
1.618 |
15,845.2 |
1.000 |
15,771.0 |
0.618 |
15,725.2 |
HIGH |
15,651.0 |
0.618 |
15,605.2 |
0.500 |
15,591.0 |
0.382 |
15,576.8 |
LOW |
15,531.0 |
0.618 |
15,456.8 |
1.000 |
15,411.0 |
1.618 |
15,336.8 |
2.618 |
15,216.8 |
4.250 |
15,021.0 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,596.3 |
15,583.3 |
PP |
15,593.7 |
15,567.7 |
S1 |
15,591.0 |
15,552.0 |
|