Trading Metrics calculated at close of trading on 26-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,361.00 |
4,388.00 |
27.00 |
0.6% |
4,307.00 |
High |
4,397.00 |
4,407.25 |
10.25 |
0.2% |
4,397.00 |
Low |
4,357.50 |
4,365.75 |
8.25 |
0.2% |
4,214.25 |
Close |
4,392.75 |
4,404.00 |
11.25 |
0.3% |
4,392.75 |
Range |
39.50 |
41.50 |
2.00 |
5.1% |
182.75 |
ATR |
45.13 |
44.87 |
-0.26 |
-0.6% |
0.00 |
Volume |
1,655 |
1,808 |
153 |
9.2% |
7,755 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,516.75 |
4,502.00 |
4,426.75 |
|
R3 |
4,475.25 |
4,460.50 |
4,415.50 |
|
R2 |
4,433.75 |
4,433.75 |
4,411.50 |
|
R1 |
4,419.00 |
4,419.00 |
4,407.75 |
4,426.50 |
PP |
4,392.25 |
4,392.25 |
4,392.25 |
4,396.00 |
S1 |
4,377.50 |
4,377.50 |
4,400.25 |
4,385.00 |
S2 |
4,350.75 |
4,350.75 |
4,396.50 |
|
S3 |
4,309.25 |
4,336.00 |
4,392.50 |
|
S4 |
4,267.75 |
4,294.50 |
4,381.25 |
|
|
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 |
4,407.25 |
4,243.00 |
164.25 |
3.7% |
46.00 |
1.0% |
98% |
True |
False |
1,503 |
10 |
4,407.25 |
4,214.25 |
193.00 |
4.4% |
47.75 |
1.1% |
98% |
True |
False |
1,533 |
20 |
4,407.25 |
4,214.25 |
193.00 |
4.4% |
42.75 |
1.0% |
98% |
True |
False |
1,418 |
40 |
4,407.25 |
4,117.00 |
290.25 |
6.6% |
39.25 |
0.9% |
99% |
True |
False |
1,018 |
60 |
4,407.25 |
4,011.25 |
396.00 |
9.0% |
44.00 |
1.0% |
99% |
True |
False |
752 |
80 |
4,407.25 |
3,946.00 |
461.25 |
10.5% |
41.50 |
0.9% |
99% |
True |
False |
1,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,583.50 |
2.618 |
4,516.00 |
1.618 |
4,474.50 |
1.000 |
4,448.75 |
0.618 |
4,433.00 |
HIGH |
4,407.25 |
0.618 |
4,391.50 |
0.500 |
4,386.50 |
0.382 |
4,381.50 |
LOW |
4,365.75 |
0.618 |
4,340.00 |
1.000 |
4,324.25 |
1.618 |
4,298.50 |
2.618 |
4,257.00 |
4.250 |
4,189.50 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,398.25 |
4,392.50 |
PP |
4,392.25 |
4,380.75 |
S1 |
4,386.50 |
4,369.00 |
|