Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,807.8 |
1,811.5 |
3.7 |
0.2% |
1,816.9 |
High |
1,812.3 |
1,814.5 |
2.2 |
0.1% |
1,829.6 |
Low |
1,796.0 |
1,793.1 |
-2.9 |
-0.2% |
1,793.1 |
Close |
1,809.2 |
1,805.9 |
-3.3 |
-0.2% |
1,805.9 |
Range |
16.3 |
21.4 |
5.1 |
31.3% |
36.5 |
ATR |
22.4 |
22.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
55,188 |
89,314 |
34,126 |
61.8% |
305,813 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,868.7 |
1,858.7 |
1,817.7 |
|
R3 |
1,847.3 |
1,837.3 |
1,811.8 |
|
R2 |
1,825.9 |
1,825.9 |
1,809.8 |
|
R1 |
1,815.9 |
1,815.9 |
1,807.9 |
1,810.2 |
PP |
1,804.5 |
1,804.5 |
1,804.5 |
1,801.7 |
S1 |
1,794.5 |
1,794.5 |
1,803.9 |
1,788.8 |
S2 |
1,783.1 |
1,783.1 |
1,802.0 |
|
S3 |
1,761.7 |
1,773.1 |
1,800.0 |
|
S4 |
1,740.3 |
1,751.7 |
1,794.1 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.0 |
1,899.0 |
1,826.0 |
|
R3 |
1,882.5 |
1,862.5 |
1,815.9 |
|
R2 |
1,846.0 |
1,846.0 |
1,812.6 |
|
R1 |
1,826.0 |
1,826.0 |
1,809.2 |
1,817.8 |
PP |
1,809.5 |
1,809.5 |
1,809.5 |
1,805.4 |
S1 |
1,789.5 |
1,789.5 |
1,802.6 |
1,781.3 |
S2 |
1,773.0 |
1,773.0 |
1,799.2 |
|
S3 |
1,736.5 |
1,753.0 |
1,795.9 |
|
S4 |
1,700.0 |
1,716.5 |
1,785.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,829.6 |
1,793.1 |
36.5 |
2.0% |
20.2 |
1.1% |
35% |
False |
True |
61,162 |
10 |
1,839.0 |
1,793.1 |
45.9 |
2.5% |
20.1 |
1.1% |
28% |
False |
True |
50,294 |
20 |
1,839.0 |
1,754.5 |
84.5 |
4.7% |
20.3 |
1.1% |
61% |
False |
False |
31,819 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.1 |
1.3% |
31% |
False |
False |
17,911 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.1 |
1.3% |
31% |
False |
False |
13,568 |
80 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.3 |
1.3% |
51% |
False |
False |
10,563 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.4 |
1.3% |
51% |
False |
False |
8,714 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
24.3 |
1.3% |
51% |
False |
False |
7,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,905.5 |
2.618 |
1,870.5 |
1.618 |
1,849.1 |
1.000 |
1,835.9 |
0.618 |
1,827.7 |
HIGH |
1,814.5 |
0.618 |
1,806.3 |
0.500 |
1,803.8 |
0.382 |
1,801.3 |
LOW |
1,793.1 |
0.618 |
1,779.9 |
1.000 |
1,771.7 |
1.618 |
1,758.5 |
2.618 |
1,737.1 |
4.250 |
1,702.2 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,805.2 |
1,805.8 |
PP |
1,804.5 |
1,805.7 |
S1 |
1,803.8 |
1,805.6 |
|