Trading Metrics calculated at close of trading on 23-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,342.25 |
4,361.00 |
18.75 |
0.4% |
4,307.00 |
High |
4,360.50 |
4,397.00 |
36.50 |
0.8% |
4,397.00 |
Low |
4,331.00 |
4,357.50 |
26.50 |
0.6% |
4,214.25 |
Close |
4,349.25 |
4,392.75 |
43.50 |
1.0% |
4,392.75 |
Range |
29.50 |
39.50 |
10.00 |
33.9% |
182.75 |
ATR |
44.93 |
45.13 |
0.20 |
0.4% |
0.00 |
Volume |
1,413 |
1,655 |
242 |
17.1% |
7,755 |
|
Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,501.00 |
4,486.25 |
4,414.50 |
|
R3 |
4,461.50 |
4,446.75 |
4,403.50 |
|
R2 |
4,422.00 |
4,422.00 |
4,400.00 |
|
R1 |
4,407.25 |
4,407.25 |
4,396.25 |
4,414.50 |
PP |
4,382.50 |
4,382.50 |
4,382.50 |
4,386.00 |
S1 |
4,367.75 |
4,367.75 |
4,389.25 |
4,375.00 |
S2 |
4,343.00 |
4,343.00 |
4,385.50 |
|
S3 |
4,303.50 |
4,328.25 |
4,382.00 |
|
S4 |
4,264.00 |
4,288.75 |
4,371.00 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,883.00 |
4,820.50 |
4,493.25 |
|
R3 |
4,700.25 |
4,637.75 |
4,443.00 |
|
R2 |
4,517.50 |
4,517.50 |
4,426.25 |
|
R1 |
4,455.00 |
4,455.00 |
4,409.50 |
4,486.25 |
PP |
4,334.75 |
4,334.75 |
4,334.75 |
4,350.25 |
S1 |
4,272.25 |
4,272.25 |
4,376.00 |
4,303.50 |
S2 |
4,152.00 |
4,152.00 |
4,359.25 |
|
S3 |
3,969.25 |
4,089.50 |
4,342.50 |
|
S4 |
3,786.50 |
3,906.75 |
4,292.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,397.00 |
4,214.25 |
182.75 |
4.2% |
56.75 |
1.3% |
98% |
True |
False |
1,551 |
10 |
4,397.00 |
4,214.25 |
182.75 |
4.2% |
47.00 |
1.1% |
98% |
True |
False |
1,469 |
20 |
4,397.00 |
4,214.25 |
182.75 |
4.2% |
41.75 |
0.9% |
98% |
True |
False |
1,355 |
40 |
4,397.00 |
4,117.00 |
280.00 |
6.4% |
39.00 |
0.9% |
98% |
True |
False |
974 |
60 |
4,397.00 |
4,011.25 |
385.75 |
8.8% |
44.00 |
1.0% |
99% |
True |
False |
722 |
80 |
4,397.00 |
3,923.00 |
474.00 |
10.8% |
41.50 |
0.9% |
99% |
True |
False |
1,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,565.00 |
2.618 |
4,500.50 |
1.618 |
4,461.00 |
1.000 |
4,436.50 |
0.618 |
4,421.50 |
HIGH |
4,397.00 |
0.618 |
4,382.00 |
0.500 |
4,377.25 |
0.382 |
4,372.50 |
LOW |
4,357.50 |
0.618 |
4,333.00 |
1.000 |
4,318.00 |
1.618 |
4,293.50 |
2.618 |
4,254.00 |
4.250 |
4,189.50 |
|
|
Fisher Pivots for day following 23-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,387.50 |
4,378.00 |
PP |
4,382.50 |
4,363.25 |
S1 |
4,377.25 |
4,348.50 |
|