Trading Metrics calculated at close of trading on 29-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,802.4 |
1,811.5 |
9.1 |
0.5% |
1,816.9 |
High |
1,813.9 |
1,837.5 |
23.6 |
1.3% |
1,829.6 |
Low |
1,795.6 |
1,810.9 |
15.3 |
0.9% |
1,793.1 |
Close |
1,804.6 |
1,835.8 |
31.2 |
1.7% |
1,805.9 |
Range |
18.3 |
26.6 |
8.3 |
45.4% |
36.5 |
ATR |
21.0 |
21.8 |
0.9 |
4.1% |
0.0 |
Volume |
198,595 |
212,065 |
13,470 |
6.8% |
305,813 |
|
Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,907.9 |
1,898.4 |
1,850.4 |
|
R3 |
1,881.3 |
1,871.8 |
1,843.1 |
|
R2 |
1,854.7 |
1,854.7 |
1,840.7 |
|
R1 |
1,845.2 |
1,845.2 |
1,838.2 |
1,850.0 |
PP |
1,828.1 |
1,828.1 |
1,828.1 |
1,830.4 |
S1 |
1,818.6 |
1,818.6 |
1,833.4 |
1,823.4 |
S2 |
1,801.5 |
1,801.5 |
1,830.9 |
|
S3 |
1,774.9 |
1,792.0 |
1,828.5 |
|
S4 |
1,748.3 |
1,765.4 |
1,821.2 |
|
|
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 |
1,837.5 |
1,793.1 |
44.4 |
2.4% |
19.0 |
1.0% |
96% |
True |
False |
132,384 |
10 |
1,837.5 |
1,793.1 |
44.4 |
2.4% |
19.7 |
1.1% |
96% |
True |
False |
89,239 |
20 |
1,839.0 |
1,771.7 |
67.3 |
3.7% |
19.9 |
1.1% |
95% |
False |
False |
59,496 |
40 |
1,915.7 |
1,754.5 |
161.2 |
8.8% |
24.0 |
1.3% |
50% |
False |
False |
31,853 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.1% |
23.5 |
1.3% |
48% |
False |
False |
22,958 |
80 |
1,922.4 |
1,730.0 |
192.4 |
10.5% |
23.0 |
1.3% |
55% |
False |
False |
17,647 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.0% |
22.9 |
1.2% |
64% |
False |
False |
14,373 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.0% |
23.9 |
1.3% |
64% |
False |
False |
12,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,950.6 |
2.618 |
1,907.1 |
1.618 |
1,880.5 |
1.000 |
1,864.1 |
0.618 |
1,853.9 |
HIGH |
1,837.5 |
0.618 |
1,827.3 |
0.500 |
1,824.2 |
0.382 |
1,821.1 |
LOW |
1,810.9 |
0.618 |
1,794.5 |
1.000 |
1,784.3 |
1.618 |
1,767.9 |
2.618 |
1,741.3 |
4.250 |
1,697.9 |
|
|
Fisher Pivots for day following 29-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,831.9 |
1,829.4 |
PP |
1,828.1 |
1,823.0 |
S1 |
1,824.2 |
1,816.6 |
|