Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,308.75 |
4,342.25 |
33.50 |
0.8% |
4,351.50 |
High |
4,344.25 |
4,360.50 |
16.25 |
0.4% |
4,374.00 |
Low |
4,299.75 |
4,331.00 |
31.25 |
0.7% |
4,303.75 |
Close |
4,340.25 |
4,349.25 |
9.00 |
0.2% |
4,308.25 |
Range |
44.50 |
29.50 |
-15.00 |
-33.7% |
70.25 |
ATR |
46.12 |
44.93 |
-1.19 |
-2.6% |
0.00 |
Volume |
1,164 |
1,413 |
249 |
21.4% |
6,936 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.50 |
4,421.75 |
4,365.50 |
|
R3 |
4,406.00 |
4,392.25 |
4,357.25 |
|
R2 |
4,376.50 |
4,376.50 |
4,354.75 |
|
R1 |
4,362.75 |
4,362.75 |
4,352.00 |
4,369.50 |
PP |
4,347.00 |
4,347.00 |
4,347.00 |
4,350.25 |
S1 |
4,333.25 |
4,333.25 |
4,346.50 |
4,340.00 |
S2 |
4,317.50 |
4,317.50 |
4,343.75 |
|
S3 |
4,288.00 |
4,303.75 |
4,341.25 |
|
S4 |
4,258.50 |
4,274.25 |
4,333.00 |
|
|
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 |
4,360.50 |
4,214.25 |
146.25 |
3.4% |
59.50 |
1.4% |
92% |
True |
False |
1,389 |
10 |
4,374.00 |
4,214.25 |
159.75 |
3.7% |
50.25 |
1.2% |
85% |
False |
False |
1,389 |
20 |
4,374.00 |
4,214.25 |
159.75 |
3.7% |
41.00 |
0.9% |
85% |
False |
False |
1,311 |
40 |
4,374.00 |
4,117.00 |
257.00 |
5.9% |
38.50 |
0.9% |
90% |
False |
False |
940 |
60 |
4,374.00 |
4,011.25 |
362.75 |
8.3% |
43.75 |
1.0% |
93% |
False |
False |
695 |
80 |
4,374.00 |
3,915.25 |
458.75 |
10.5% |
41.50 |
1.0% |
95% |
False |
False |
1,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,486.00 |
2.618 |
4,437.75 |
1.618 |
4,408.25 |
1.000 |
4,390.00 |
0.618 |
4,378.75 |
HIGH |
4,360.50 |
0.618 |
4,349.25 |
0.500 |
4,345.75 |
0.382 |
4,342.25 |
LOW |
4,331.00 |
0.618 |
4,312.75 |
1.000 |
4,301.50 |
1.618 |
4,283.25 |
2.618 |
4,253.75 |
4.250 |
4,205.50 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,348.00 |
4,333.50 |
PP |
4,347.00 |
4,317.50 |
S1 |
4,345.75 |
4,301.75 |
|