Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,651.0 |
15,614.0 |
-37.0 |
-0.2% |
15,472.0 |
High |
15,651.0 |
15,624.0 |
-27.0 |
-0.2% |
15,679.0 |
Low |
15,531.0 |
15,407.0 |
-124.0 |
-0.8% |
15,032.0 |
Close |
15,599.0 |
15,516.0 |
-83.0 |
-0.5% |
15,653.0 |
Range |
120.0 |
217.0 |
97.0 |
80.8% |
647.0 |
ATR |
204.5 |
205.3 |
0.9 |
0.4% |
0.0 |
Volume |
55,707 |
73,743 |
18,036 |
32.4% |
428,094 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,166.7 |
16,058.3 |
15,635.4 |
|
R3 |
15,949.7 |
15,841.3 |
15,575.7 |
|
R2 |
15,732.7 |
15,732.7 |
15,555.8 |
|
R1 |
15,624.3 |
15,624.3 |
15,535.9 |
15,570.0 |
PP |
15,515.7 |
15,515.7 |
15,515.7 |
15,488.5 |
S1 |
15,407.3 |
15,407.3 |
15,496.1 |
15,353.0 |
S2 |
15,298.7 |
15,298.7 |
15,476.2 |
|
S3 |
15,081.7 |
15,190.3 |
15,456.3 |
|
S4 |
14,864.7 |
14,973.3 |
15,396.7 |
|
|
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 |
15,182.0 |
497.0 |
3.2% |
179.4 |
1.2% |
67% |
False |
False |
65,835 |
10 |
15,797.0 |
15,032.0 |
765.0 |
4.9% |
207.0 |
1.3% |
63% |
False |
False |
78,625 |
20 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
217.7 |
1.4% |
63% |
False |
False |
76,630 |
40 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
185.0 |
1.2% |
63% |
False |
False |
51,804 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
182.9 |
1.2% |
72% |
False |
False |
34,585 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
164.8 |
1.1% |
72% |
False |
False |
25,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,546.3 |
2.618 |
16,192.1 |
1.618 |
15,975.1 |
1.000 |
15,841.0 |
0.618 |
15,758.1 |
HIGH |
15,624.0 |
0.618 |
15,541.1 |
0.500 |
15,515.5 |
0.382 |
15,489.9 |
LOW |
15,407.0 |
0.618 |
15,272.9 |
1.000 |
15,190.0 |
1.618 |
15,055.9 |
2.618 |
14,838.9 |
4.250 |
14,484.8 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,515.8 |
15,543.0 |
PP |
15,515.7 |
15,534.0 |
S1 |
15,515.5 |
15,525.0 |
|