Trading Metrics calculated at close of trading on 26-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,811.5 |
1,806.4 |
-5.1 |
-0.3% |
1,816.9 |
High |
1,814.5 |
1,816.1 |
1.6 |
0.1% |
1,829.6 |
Low |
1,793.1 |
1,800.1 |
7.0 |
0.4% |
1,793.1 |
Close |
1,805.9 |
1,803.4 |
-2.5 |
-0.1% |
1,805.9 |
Range |
21.4 |
16.0 |
-5.4 |
-25.2% |
36.5 |
ATR |
22.3 |
21.8 |
-0.4 |
-2.0% |
0.0 |
Volume |
89,314 |
84,263 |
-5,051 |
-5.7% |
305,813 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,854.5 |
1,845.0 |
1,812.2 |
|
R3 |
1,838.5 |
1,829.0 |
1,807.8 |
|
R2 |
1,822.5 |
1,822.5 |
1,806.3 |
|
R1 |
1,813.0 |
1,813.0 |
1,804.9 |
1,809.8 |
PP |
1,806.5 |
1,806.5 |
1,806.5 |
1,804.9 |
S1 |
1,797.0 |
1,797.0 |
1,801.9 |
1,793.8 |
S2 |
1,790.5 |
1,790.5 |
1,800.5 |
|
S3 |
1,774.5 |
1,781.0 |
1,799.0 |
|
S4 |
1,758.5 |
1,765.0 |
1,794.6 |
|
|
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% |
18.8 |
1.0% |
28% |
False |
False |
65,732 |
10 |
1,839.0 |
1,793.1 |
45.9 |
2.5% |
19.8 |
1.1% |
22% |
False |
False |
53,877 |
20 |
1,839.0 |
1,754.5 |
84.5 |
4.7% |
20.3 |
1.1% |
58% |
False |
False |
35,858 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
24.2 |
1.3% |
29% |
False |
False |
19,918 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.8 |
1.3% |
29% |
False |
False |
14,933 |
80 |
1,922.4 |
1,712.9 |
209.5 |
11.6% |
23.0 |
1.3% |
43% |
False |
False |
11,594 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.2 |
1.3% |
50% |
False |
False |
9,543 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
24.1 |
1.3% |
50% |
False |
False |
8,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.1 |
2.618 |
1,858.0 |
1.618 |
1,842.0 |
1.000 |
1,832.1 |
0.618 |
1,826.0 |
HIGH |
1,816.1 |
0.618 |
1,810.0 |
0.500 |
1,808.1 |
0.382 |
1,806.2 |
LOW |
1,800.1 |
0.618 |
1,790.2 |
1.000 |
1,784.1 |
1.618 |
1,774.2 |
2.618 |
1,758.2 |
4.250 |
1,732.1 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,808.1 |
1,804.6 |
PP |
1,806.5 |
1,804.2 |
S1 |
1,805.0 |
1,803.8 |
|