Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,814.7 |
1,807.8 |
-6.9 |
-0.4% |
1,811.9 |
High |
1,818.1 |
1,812.3 |
-5.8 |
-0.3% |
1,839.0 |
Low |
1,798.3 |
1,796.0 |
-2.3 |
-0.1% |
1,795.5 |
Close |
1,807.4 |
1,809.2 |
1.8 |
0.1% |
1,819.1 |
Range |
19.8 |
16.3 |
-3.5 |
-17.7% |
43.5 |
ATR |
22.8 |
22.4 |
-0.5 |
-2.0% |
0.0 |
Volume |
64,387 |
55,188 |
-9,199 |
-14.3% |
197,134 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.7 |
1,848.3 |
1,818.2 |
|
R3 |
1,838.4 |
1,832.0 |
1,813.7 |
|
R2 |
1,822.1 |
1,822.1 |
1,812.2 |
|
R1 |
1,815.7 |
1,815.7 |
1,810.7 |
1,818.9 |
PP |
1,805.8 |
1,805.8 |
1,805.8 |
1,807.5 |
S1 |
1,799.4 |
1,799.4 |
1,807.7 |
1,802.6 |
S2 |
1,789.5 |
1,789.5 |
1,806.2 |
|
S3 |
1,773.2 |
1,783.1 |
1,804.7 |
|
S4 |
1,756.9 |
1,766.8 |
1,800.2 |
|
|
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 |
1,836.2 |
1,796.0 |
40.2 |
2.2% |
20.4 |
1.1% |
33% |
False |
True |
46,094 |
10 |
1,839.0 |
1,795.5 |
43.5 |
2.4% |
19.5 |
1.1% |
31% |
False |
False |
45,910 |
20 |
1,839.0 |
1,754.5 |
84.5 |
4.7% |
20.0 |
1.1% |
65% |
False |
False |
27,505 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.2 |
1.3% |
33% |
False |
False |
15,815 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.0 |
1.3% |
33% |
False |
False |
12,098 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.5 |
1.3% |
53% |
False |
False |
9,461 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.5 |
1.3% |
53% |
False |
False |
7,829 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
24.3 |
1.3% |
53% |
False |
False |
6,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,881.6 |
2.618 |
1,855.0 |
1.618 |
1,838.7 |
1.000 |
1,828.6 |
0.618 |
1,822.4 |
HIGH |
1,812.3 |
0.618 |
1,806.1 |
0.500 |
1,804.2 |
0.382 |
1,802.2 |
LOW |
1,796.0 |
0.618 |
1,785.9 |
1.000 |
1,779.7 |
1.618 |
1,769.6 |
2.618 |
1,753.3 |
4.250 |
1,726.7 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,807.5 |
1,812.8 |
PP |
1,805.8 |
1,811.6 |
S1 |
1,804.2 |
1,810.4 |
|