Trading Metrics calculated at close of trading on 30-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,811.5 |
1,832.5 |
21.0 |
1.2% |
1,806.4 |
High |
1,837.5 |
1,835.5 |
-2.0 |
-0.1% |
1,837.5 |
Low |
1,810.9 |
1,813.1 |
2.2 |
0.1% |
1,795.6 |
Close |
1,835.8 |
1,817.2 |
-18.6 |
-1.0% |
1,817.2 |
Range |
26.6 |
22.4 |
-4.2 |
-15.8% |
41.9 |
ATR |
21.8 |
21.9 |
0.1 |
0.3% |
0.0 |
Volume |
212,065 |
157,136 |
-54,929 |
-25.9% |
729,746 |
|
Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.1 |
1,875.6 |
1,829.5 |
|
R3 |
1,866.7 |
1,853.2 |
1,823.4 |
|
R2 |
1,844.3 |
1,844.3 |
1,821.3 |
|
R1 |
1,830.8 |
1,830.8 |
1,819.3 |
1,826.4 |
PP |
1,821.9 |
1,821.9 |
1,821.9 |
1,819.7 |
S1 |
1,808.4 |
1,808.4 |
1,815.1 |
1,804.0 |
S2 |
1,799.5 |
1,799.5 |
1,813.1 |
|
S3 |
1,777.1 |
1,786.0 |
1,811.0 |
|
S4 |
1,754.7 |
1,763.6 |
1,804.9 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,942.5 |
1,921.7 |
1,840.2 |
|
R3 |
1,900.6 |
1,879.8 |
1,828.7 |
|
R2 |
1,858.7 |
1,858.7 |
1,824.9 |
|
R1 |
1,837.9 |
1,837.9 |
1,821.0 |
1,848.3 |
PP |
1,816.8 |
1,816.8 |
1,816.8 |
1,822.0 |
S1 |
1,796.0 |
1,796.0 |
1,813.4 |
1,806.4 |
S2 |
1,774.9 |
1,774.9 |
1,809.5 |
|
S3 |
1,733.0 |
1,754.1 |
1,805.7 |
|
S4 |
1,691.1 |
1,712.2 |
1,794.2 |
|
|
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 |
1,795.6 |
41.9 |
2.3% |
19.2 |
1.1% |
52% |
False |
False |
145,949 |
10 |
1,837.5 |
1,793.1 |
44.4 |
2.4% |
19.7 |
1.1% |
54% |
False |
False |
103,555 |
20 |
1,839.0 |
1,779.1 |
59.9 |
3.3% |
20.2 |
1.1% |
64% |
False |
False |
67,052 |
40 |
1,910.1 |
1,754.5 |
155.6 |
8.6% |
23.5 |
1.3% |
40% |
False |
False |
35,618 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
23.6 |
1.3% |
37% |
False |
False |
25,542 |
80 |
1,922.4 |
1,730.0 |
192.4 |
10.6% |
23.2 |
1.3% |
45% |
False |
False |
19,599 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
22.7 |
1.3% |
56% |
False |
False |
15,928 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.8 |
1.3% |
56% |
False |
False |
13,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,930.7 |
2.618 |
1,894.1 |
1.618 |
1,871.7 |
1.000 |
1,857.9 |
0.618 |
1,849.3 |
HIGH |
1,835.5 |
0.618 |
1,826.9 |
0.500 |
1,824.3 |
0.382 |
1,821.7 |
LOW |
1,813.1 |
0.618 |
1,799.3 |
1.000 |
1,790.7 |
1.618 |
1,776.9 |
2.618 |
1,754.5 |
4.250 |
1,717.9 |
|
|
Fisher Pivots for day following 30-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,824.3 |
1,817.0 |
PP |
1,821.9 |
1,816.8 |
S1 |
1,819.6 |
1,816.6 |
|