Trading Metrics calculated at close of trading on 20-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,307.00 |
4,250.00 |
-57.00 |
-1.3% |
4,351.50 |
High |
4,309.75 |
4,318.25 |
8.50 |
0.2% |
4,374.00 |
Low |
4,214.25 |
4,243.00 |
28.75 |
0.7% |
4,303.75 |
Close |
4,241.00 |
4,305.25 |
64.25 |
1.5% |
4,308.25 |
Range |
95.50 |
75.25 |
-20.25 |
-21.2% |
70.25 |
ATR |
43.86 |
46.25 |
2.38 |
5.4% |
0.00 |
Volume |
2,045 |
1,478 |
-567 |
-27.7% |
6,936 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,514.50 |
4,485.25 |
4,346.75 |
|
R3 |
4,439.25 |
4,410.00 |
4,326.00 |
|
R2 |
4,364.00 |
4,364.00 |
4,319.00 |
|
R1 |
4,334.75 |
4,334.75 |
4,312.25 |
4,349.50 |
PP |
4,288.75 |
4,288.75 |
4,288.75 |
4,296.25 |
S1 |
4,259.50 |
4,259.50 |
4,298.25 |
4,274.00 |
S2 |
4,213.50 |
4,213.50 |
4,291.50 |
|
S3 |
4,138.25 |
4,184.25 |
4,284.50 |
|
S4 |
4,063.00 |
4,109.00 |
4,263.75 |
|
|
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 |
3.7% |
59.00 |
1.4% |
57% |
False |
False |
1,567 |
10 |
4,374.00 |
4,214.25 |
159.75 |
3.7% |
53.25 |
1.2% |
57% |
False |
False |
1,404 |
20 |
4,374.00 |
4,196.50 |
177.50 |
4.1% |
40.00 |
0.9% |
61% |
False |
False |
1,337 |
40 |
4,374.00 |
4,117.00 |
257.00 |
6.0% |
39.00 |
0.9% |
73% |
False |
False |
879 |
60 |
4,374.00 |
4,011.25 |
362.75 |
8.4% |
43.25 |
1.0% |
81% |
False |
False |
653 |
80 |
4,374.00 |
3,880.00 |
494.00 |
11.5% |
41.75 |
1.0% |
86% |
False |
False |
1,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,638.00 |
2.618 |
4,515.25 |
1.618 |
4,440.00 |
1.000 |
4,393.50 |
0.618 |
4,364.75 |
HIGH |
4,318.25 |
0.618 |
4,289.50 |
0.500 |
4,280.50 |
0.382 |
4,271.75 |
LOW |
4,243.00 |
0.618 |
4,196.50 |
1.000 |
4,167.75 |
1.618 |
4,121.25 |
2.618 |
4,046.00 |
4.250 |
3,923.25 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,297.00 |
4,298.75 |
PP |
4,288.75 |
4,292.25 |
S1 |
4,280.50 |
4,285.50 |
|