Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,806.4 |
1,801.5 |
-4.9 |
-0.3% |
1,816.9 |
High |
1,816.1 |
1,809.5 |
-6.6 |
-0.4% |
1,829.6 |
Low |
1,800.1 |
1,796.9 |
-3.2 |
-0.2% |
1,793.1 |
Close |
1,803.4 |
1,804.0 |
0.6 |
0.0% |
1,805.9 |
Range |
16.0 |
12.6 |
-3.4 |
-21.3% |
36.5 |
ATR |
21.8 |
21.2 |
-0.7 |
-3.0% |
0.0 |
Volume |
84,263 |
77,687 |
-6,576 |
-7.8% |
305,813 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,841.3 |
1,835.2 |
1,810.9 |
|
R3 |
1,828.7 |
1,822.6 |
1,807.5 |
|
R2 |
1,816.1 |
1,816.1 |
1,806.3 |
|
R1 |
1,810.0 |
1,810.0 |
1,805.2 |
1,813.1 |
PP |
1,803.5 |
1,803.5 |
1,803.5 |
1,805.0 |
S1 |
1,797.4 |
1,797.4 |
1,802.8 |
1,800.5 |
S2 |
1,790.9 |
1,790.9 |
1,801.7 |
|
S3 |
1,778.3 |
1,784.8 |
1,800.5 |
|
S4 |
1,765.7 |
1,772.2 |
1,797.1 |
|
|
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 |
1,818.1 |
1,793.1 |
25.0 |
1.4% |
17.2 |
1.0% |
44% |
False |
False |
74,167 |
10 |
1,839.0 |
1,793.1 |
45.9 |
2.5% |
19.2 |
1.1% |
24% |
False |
False |
56,660 |
20 |
1,839.0 |
1,754.5 |
84.5 |
4.7% |
20.1 |
1.1% |
59% |
False |
False |
39,552 |
40 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.9 |
1.3% |
29% |
False |
False |
21,767 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.8 |
1.3% |
29% |
False |
False |
16,204 |
80 |
1,922.4 |
1,727.2 |
195.2 |
10.8% |
22.9 |
1.3% |
39% |
False |
False |
12,547 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.0 |
1.3% |
51% |
False |
False |
10,301 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
24.1 |
1.3% |
51% |
False |
False |
8,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,863.1 |
2.618 |
1,842.5 |
1.618 |
1,829.9 |
1.000 |
1,822.1 |
0.618 |
1,817.3 |
HIGH |
1,809.5 |
0.618 |
1,804.7 |
0.500 |
1,803.2 |
0.382 |
1,801.7 |
LOW |
1,796.9 |
0.618 |
1,789.1 |
1.000 |
1,784.3 |
1.618 |
1,776.5 |
2.618 |
1,763.9 |
4.250 |
1,743.4 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,803.7 |
1,804.6 |
PP |
1,803.5 |
1,804.4 |
S1 |
1,803.2 |
1,804.2 |
|