| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,816.9 |
1,817.7 |
0.8 |
0.0% |
1,811.9 |
| High |
1,822.0 |
1,829.6 |
7.6 |
0.4% |
1,839.0 |
| Low |
1,799.1 |
1,809.1 |
10.0 |
0.6% |
1,795.5 |
| Close |
1,813.2 |
1,815.2 |
2.0 |
0.1% |
1,819.1 |
| Range |
22.9 |
20.5 |
-2.4 |
-10.5% |
43.5 |
| ATR |
23.3 |
23.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
61,413 |
35,511 |
-25,902 |
-42.2% |
197,134 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,879.5 |
1,867.8 |
1,826.5 |
|
| R3 |
1,859.0 |
1,847.3 |
1,820.8 |
|
| R2 |
1,838.5 |
1,838.5 |
1,819.0 |
|
| R1 |
1,826.8 |
1,826.8 |
1,817.1 |
1,822.4 |
| PP |
1,818.0 |
1,818.0 |
1,818.0 |
1,815.8 |
| S1 |
1,806.3 |
1,806.3 |
1,813.3 |
1,801.9 |
| S2 |
1,797.5 |
1,797.5 |
1,811.4 |
|
| S3 |
1,777.0 |
1,785.8 |
1,809.6 |
|
| S4 |
1,756.5 |
1,765.3 |
1,803.9 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,948.4 |
1,927.2 |
1,843.0 |
|
| R3 |
1,904.9 |
1,883.7 |
1,831.1 |
|
| R2 |
1,861.4 |
1,861.4 |
1,827.1 |
|
| R1 |
1,840.2 |
1,840.2 |
1,823.1 |
1,850.8 |
| PP |
1,817.9 |
1,817.9 |
1,817.9 |
1,823.2 |
| S1 |
1,796.7 |
1,796.7 |
1,815.1 |
1,807.3 |
| S2 |
1,774.4 |
1,774.4 |
1,811.1 |
|
| S3 |
1,730.9 |
1,753.2 |
1,807.1 |
|
| S4 |
1,687.4 |
1,709.7 |
1,795.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,839.0 |
1,799.1 |
39.9 |
2.2% |
21.2 |
1.2% |
40% |
False |
False |
39,154 |
| 10 |
1,839.0 |
1,795.5 |
43.5 |
2.4% |
20.0 |
1.1% |
45% |
False |
False |
38,555 |
| 20 |
1,839.0 |
1,754.5 |
84.5 |
4.7% |
20.2 |
1.1% |
72% |
False |
False |
21,811 |
| 40 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
24.2 |
1.3% |
36% |
False |
False |
13,151 |
| 60 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
23.8 |
1.3% |
36% |
False |
False |
10,166 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.5 |
1.3% |
55% |
False |
False |
8,001 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.1 |
1.3% |
55% |
False |
False |
6,666 |
| 120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.5 |
1.3% |
55% |
False |
False |
5,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,916.7 |
|
2.618 |
1,883.3 |
|
1.618 |
1,862.8 |
|
1.000 |
1,850.1 |
|
0.618 |
1,842.3 |
|
HIGH |
1,829.6 |
|
0.618 |
1,821.8 |
|
0.500 |
1,819.4 |
|
0.382 |
1,816.9 |
|
LOW |
1,809.1 |
|
0.618 |
1,796.4 |
|
1.000 |
1,788.6 |
|
1.618 |
1,775.9 |
|
2.618 |
1,755.4 |
|
4.250 |
1,722.0 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.4 |
1,817.7 |
| PP |
1,818.0 |
1,816.8 |
| S1 |
1,816.6 |
1,816.0 |
|