Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,337.00 |
4,307.00 |
-30.00 |
-0.7% |
4,351.50 |
High |
4,357.00 |
4,309.75 |
-47.25 |
-1.1% |
4,374.00 |
Low |
4,303.75 |
4,214.25 |
-89.50 |
-2.1% |
4,303.75 |
Close |
4,308.25 |
4,241.00 |
-67.25 |
-1.6% |
4,308.25 |
Range |
53.25 |
95.50 |
42.25 |
79.3% |
70.25 |
ATR |
39.89 |
43.86 |
3.97 |
10.0% |
0.00 |
Volume |
847 |
2,045 |
1,198 |
141.4% |
6,936 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,541.50 |
4,486.75 |
4,293.50 |
|
R3 |
4,446.00 |
4,391.25 |
4,267.25 |
|
R2 |
4,350.50 |
4,350.50 |
4,258.50 |
|
R1 |
4,295.75 |
4,295.75 |
4,249.75 |
4,275.50 |
PP |
4,255.00 |
4,255.00 |
4,255.00 |
4,244.75 |
S1 |
4,200.25 |
4,200.25 |
4,232.25 |
4,180.00 |
S2 |
4,159.50 |
4,159.50 |
4,223.50 |
|
S3 |
4,064.00 |
4,104.75 |
4,214.75 |
|
S4 |
3,968.50 |
4,009.25 |
4,188.50 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,539.50 |
4,494.00 |
4,347.00 |
|
R3 |
4,469.25 |
4,423.75 |
4,327.50 |
|
R2 |
4,399.00 |
4,399.00 |
4,321.25 |
|
R1 |
4,353.50 |
4,353.50 |
4,314.75 |
4,341.00 |
PP |
4,328.75 |
4,328.75 |
4,328.75 |
4,322.50 |
S1 |
4,283.25 |
4,283.25 |
4,301.75 |
4,271.00 |
S2 |
4,258.50 |
4,258.50 |
4,295.25 |
|
S3 |
4,188.25 |
4,213.00 |
4,289.00 |
|
S4 |
4,118.00 |
4,142.75 |
4,269.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,374.00 |
4,214.25 |
159.75 |
3.8% |
49.25 |
1.2% |
17% |
False |
True |
1,562 |
10 |
4,374.00 |
4,214.25 |
159.75 |
3.8% |
49.75 |
1.2% |
17% |
False |
True |
1,504 |
20 |
4,374.00 |
4,117.00 |
257.00 |
6.1% |
41.00 |
1.0% |
48% |
False |
False |
1,299 |
40 |
4,374.00 |
4,117.00 |
257.00 |
6.1% |
38.00 |
0.9% |
48% |
False |
False |
844 |
60 |
4,374.00 |
4,011.25 |
362.75 |
8.6% |
42.75 |
1.0% |
63% |
False |
False |
629 |
80 |
4,374.00 |
3,824.00 |
550.00 |
13.0% |
41.75 |
1.0% |
76% |
False |
False |
1,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,715.50 |
2.618 |
4,559.75 |
1.618 |
4,464.25 |
1.000 |
4,405.25 |
0.618 |
4,368.75 |
HIGH |
4,309.75 |
0.618 |
4,273.25 |
0.500 |
4,262.00 |
0.382 |
4,250.75 |
LOW |
4,214.25 |
0.618 |
4,155.25 |
1.000 |
4,118.75 |
1.618 |
4,059.75 |
2.618 |
3,964.25 |
4.250 |
3,808.50 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,262.00 |
4,286.75 |
PP |
4,255.00 |
4,271.50 |
S1 |
4,248.00 |
4,256.25 |
|