Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
15,614.0 |
15,541.0 |
-73.0 |
-0.5% |
15,472.0 |
High |
15,624.0 |
15,577.0 |
-47.0 |
-0.3% |
15,679.0 |
Low |
15,407.0 |
15,474.0 |
67.0 |
0.4% |
15,032.0 |
Close |
15,516.0 |
15,561.0 |
45.0 |
0.3% |
15,653.0 |
Range |
217.0 |
103.0 |
-114.0 |
-52.5% |
647.0 |
ATR |
205.3 |
198.0 |
-7.3 |
-3.6% |
0.0 |
Volume |
73,743 |
57,298 |
-16,445 |
-22.3% |
428,094 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,846.3 |
15,806.7 |
15,617.7 |
|
R3 |
15,743.3 |
15,703.7 |
15,589.3 |
|
R2 |
15,640.3 |
15,640.3 |
15,579.9 |
|
R1 |
15,600.7 |
15,600.7 |
15,570.4 |
15,620.5 |
PP |
15,537.3 |
15,537.3 |
15,537.3 |
15,547.3 |
S1 |
15,497.7 |
15,497.7 |
15,551.6 |
15,517.5 |
S2 |
15,434.3 |
15,434.3 |
15,542.1 |
|
S3 |
15,331.3 |
15,394.7 |
15,532.7 |
|
S4 |
15,228.3 |
15,291.7 |
15,504.4 |
|
|
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 |
15,407.0 |
272.0 |
1.7% |
146.2 |
0.9% |
57% |
False |
False |
60,579 |
10 |
15,767.0 |
15,032.0 |
735.0 |
4.7% |
207.4 |
1.3% |
72% |
False |
False |
78,532 |
20 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
211.7 |
1.4% |
69% |
False |
False |
76,466 |
40 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
182.2 |
1.2% |
69% |
False |
False |
53,233 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
182.5 |
1.2% |
76% |
False |
False |
35,539 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
164.3 |
1.1% |
76% |
False |
False |
26,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,014.8 |
2.618 |
15,846.7 |
1.618 |
15,743.7 |
1.000 |
15,680.0 |
0.618 |
15,640.7 |
HIGH |
15,577.0 |
0.618 |
15,537.7 |
0.500 |
15,525.5 |
0.382 |
15,513.3 |
LOW |
15,474.0 |
0.618 |
15,410.3 |
1.000 |
15,371.0 |
1.618 |
15,307.3 |
2.618 |
15,204.3 |
4.250 |
15,036.3 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,549.2 |
15,550.3 |
PP |
15,537.3 |
15,539.7 |
S1 |
15,525.5 |
15,529.0 |
|