Trading Metrics calculated at close of trading on 28-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,801.5 |
1,802.4 |
0.9 |
0.0% |
1,816.9 |
High |
1,809.5 |
1,813.9 |
4.4 |
0.2% |
1,829.6 |
Low |
1,796.9 |
1,795.6 |
-1.3 |
-0.1% |
1,793.1 |
Close |
1,804.0 |
1,804.6 |
0.6 |
0.0% |
1,805.9 |
Range |
12.6 |
18.3 |
5.7 |
45.2% |
36.5 |
ATR |
21.2 |
21.0 |
-0.2 |
-1.0% |
0.0 |
Volume |
77,687 |
198,595 |
120,908 |
155.6% |
305,813 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,859.6 |
1,850.4 |
1,814.7 |
|
R3 |
1,841.3 |
1,832.1 |
1,809.6 |
|
R2 |
1,823.0 |
1,823.0 |
1,808.0 |
|
R1 |
1,813.8 |
1,813.8 |
1,806.3 |
1,818.4 |
PP |
1,804.7 |
1,804.7 |
1,804.7 |
1,807.0 |
S1 |
1,795.5 |
1,795.5 |
1,802.9 |
1,800.1 |
S2 |
1,786.4 |
1,786.4 |
1,801.2 |
|
S3 |
1,768.1 |
1,777.2 |
1,799.6 |
|
S4 |
1,749.8 |
1,758.9 |
1,794.5 |
|
|
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 |
1,816.1 |
1,793.1 |
23.0 |
1.3% |
16.9 |
0.9% |
50% |
False |
False |
101,009 |
10 |
1,839.0 |
1,793.1 |
45.9 |
2.5% |
18.5 |
1.0% |
25% |
False |
False |
71,320 |
20 |
1,839.0 |
1,757.3 |
81.7 |
4.5% |
19.6 |
1.1% |
58% |
False |
False |
49,107 |
40 |
1,915.7 |
1,754.5 |
161.2 |
8.9% |
23.7 |
1.3% |
31% |
False |
False |
26,628 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.6 |
1.3% |
30% |
False |
False |
19,470 |
80 |
1,922.4 |
1,730.0 |
192.4 |
10.7% |
22.9 |
1.3% |
39% |
False |
False |
15,011 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.0 |
1.3% |
51% |
False |
False |
12,270 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.3% |
23.9 |
1.3% |
51% |
False |
False |
10,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,891.7 |
2.618 |
1,861.8 |
1.618 |
1,843.5 |
1.000 |
1,832.2 |
0.618 |
1,825.2 |
HIGH |
1,813.9 |
0.618 |
1,806.9 |
0.500 |
1,804.8 |
0.382 |
1,802.6 |
LOW |
1,795.6 |
0.618 |
1,784.3 |
1.000 |
1,777.3 |
1.618 |
1,766.0 |
2.618 |
1,747.7 |
4.250 |
1,717.8 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,804.8 |
1,805.9 |
PP |
1,804.7 |
1,805.4 |
S1 |
1,804.7 |
1,805.0 |
|