| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,817.7 |
1,814.7 |
-3.0 |
-0.2% |
1,811.9 |
| High |
1,829.6 |
1,818.1 |
-11.5 |
-0.6% |
1,839.0 |
| Low |
1,809.1 |
1,798.3 |
-10.8 |
-0.6% |
1,795.5 |
| Close |
1,815.2 |
1,807.4 |
-7.8 |
-0.4% |
1,819.1 |
| Range |
20.5 |
19.8 |
-0.7 |
-3.4% |
43.5 |
| ATR |
23.1 |
22.8 |
-0.2 |
-1.0% |
0.0 |
| Volume |
35,511 |
64,387 |
28,876 |
81.3% |
197,134 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,867.3 |
1,857.2 |
1,818.3 |
|
| R3 |
1,847.5 |
1,837.4 |
1,812.8 |
|
| R2 |
1,827.7 |
1,827.7 |
1,811.0 |
|
| R1 |
1,817.6 |
1,817.6 |
1,809.2 |
1,812.8 |
| PP |
1,807.9 |
1,807.9 |
1,807.9 |
1,805.5 |
| S1 |
1,797.8 |
1,797.8 |
1,805.6 |
1,793.0 |
| S2 |
1,788.1 |
1,788.1 |
1,803.8 |
|
| S3 |
1,768.3 |
1,778.0 |
1,802.0 |
|
| S4 |
1,748.5 |
1,758.2 |
1,796.5 |
|
|
| 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 |
1,798.3 |
40.7 |
2.3% |
20.0 |
1.1% |
22% |
False |
True |
41,630 |
| 10 |
1,839.0 |
1,795.5 |
43.5 |
2.4% |
20.5 |
1.1% |
27% |
False |
False |
43,977 |
| 20 |
1,839.0 |
1,754.5 |
84.5 |
4.7% |
20.3 |
1.1% |
63% |
False |
False |
24,927 |
| 40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.4 |
1.4% |
32% |
False |
False |
14,672 |
| 60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.9 |
1.3% |
32% |
False |
False |
11,213 |
| 80 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.6 |
1.3% |
52% |
False |
False |
8,792 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.7 |
1.3% |
52% |
False |
False |
7,290 |
| 120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.4 |
1.4% |
52% |
False |
False |
6,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,902.3 |
|
2.618 |
1,869.9 |
|
1.618 |
1,850.1 |
|
1.000 |
1,837.9 |
|
0.618 |
1,830.3 |
|
HIGH |
1,818.1 |
|
0.618 |
1,810.5 |
|
0.500 |
1,808.2 |
|
0.382 |
1,805.9 |
|
LOW |
1,798.3 |
|
0.618 |
1,786.1 |
|
1.000 |
1,778.5 |
|
1.618 |
1,766.3 |
|
2.618 |
1,746.5 |
|
4.250 |
1,714.2 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.2 |
1,814.0 |
| PP |
1,807.9 |
1,811.8 |
| S1 |
1,807.7 |
1,809.6 |
|