Trading Metrics calculated at close of trading on 21-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,250.00 |
4,308.75 |
58.75 |
1.4% |
4,351.50 |
High |
4,318.25 |
4,344.25 |
26.00 |
0.6% |
4,374.00 |
Low |
4,243.00 |
4,299.75 |
56.75 |
1.3% |
4,303.75 |
Close |
4,305.25 |
4,340.25 |
35.00 |
0.8% |
4,308.25 |
Range |
75.25 |
44.50 |
-30.75 |
-40.9% |
70.25 |
ATR |
46.25 |
46.12 |
-0.12 |
-0.3% |
0.00 |
Volume |
1,478 |
1,164 |
-314 |
-21.2% |
6,936 |
|
Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,461.50 |
4,445.50 |
4,364.75 |
|
R3 |
4,417.00 |
4,401.00 |
4,352.50 |
|
R2 |
4,372.50 |
4,372.50 |
4,348.50 |
|
R1 |
4,356.50 |
4,356.50 |
4,344.25 |
4,364.50 |
PP |
4,328.00 |
4,328.00 |
4,328.00 |
4,332.00 |
S1 |
4,312.00 |
4,312.00 |
4,336.25 |
4,320.00 |
S2 |
4,283.50 |
4,283.50 |
4,332.00 |
|
S3 |
4,239.00 |
4,267.50 |
4,328.00 |
|
S4 |
4,194.50 |
4,223.00 |
4,315.75 |
|
|
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 |
4,359.25 |
4,214.25 |
145.00 |
3.3% |
61.00 |
1.4% |
87% |
False |
False |
1,288 |
10 |
4,374.00 |
4,214.25 |
159.75 |
3.7% |
54.50 |
1.3% |
79% |
False |
False |
1,402 |
20 |
4,374.00 |
4,214.25 |
159.75 |
3.7% |
40.25 |
0.9% |
79% |
False |
False |
1,361 |
40 |
4,374.00 |
4,117.00 |
257.00 |
5.9% |
38.50 |
0.9% |
87% |
False |
False |
906 |
60 |
4,374.00 |
4,011.25 |
362.75 |
8.4% |
43.50 |
1.0% |
91% |
False |
False |
672 |
80 |
4,374.00 |
3,910.50 |
463.50 |
10.7% |
41.50 |
1.0% |
93% |
False |
False |
1,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,533.50 |
2.618 |
4,460.75 |
1.618 |
4,416.25 |
1.000 |
4,388.75 |
0.618 |
4,371.75 |
HIGH |
4,344.25 |
0.618 |
4,327.25 |
0.500 |
4,322.00 |
0.382 |
4,316.75 |
LOW |
4,299.75 |
0.618 |
4,272.25 |
1.000 |
4,255.25 |
1.618 |
4,227.75 |
2.618 |
4,183.25 |
4.250 |
4,110.50 |
|
|
Fisher Pivots for day following 21-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,334.25 |
4,320.00 |
PP |
4,328.00 |
4,299.50 |
S1 |
4,322.00 |
4,279.25 |
|