Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,388.00 |
4,405.00 |
17.00 |
0.4% |
4,307.00 |
High |
4,407.25 |
4,405.00 |
-2.25 |
-0.1% |
4,397.00 |
Low |
4,365.75 |
4,354.75 |
-11.00 |
-0.3% |
4,214.25 |
Close |
4,404.00 |
4,384.25 |
-19.75 |
-0.4% |
4,392.75 |
Range |
41.50 |
50.25 |
8.75 |
21.1% |
182.75 |
ATR |
44.87 |
45.26 |
0.38 |
0.9% |
0.00 |
Volume |
1,808 |
1,521 |
-287 |
-15.9% |
7,755 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,532.00 |
4,508.50 |
4,412.00 |
|
R3 |
4,481.75 |
4,458.25 |
4,398.00 |
|
R2 |
4,431.50 |
4,431.50 |
4,393.50 |
|
R1 |
4,408.00 |
4,408.00 |
4,388.75 |
4,394.50 |
PP |
4,381.25 |
4,381.25 |
4,381.25 |
4,374.75 |
S1 |
4,357.75 |
4,357.75 |
4,379.75 |
4,344.50 |
S2 |
4,331.00 |
4,331.00 |
4,375.00 |
|
S3 |
4,280.75 |
4,307.50 |
4,370.50 |
|
S4 |
4,230.50 |
4,257.25 |
4,356.50 |
|
|
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 |
4,299.75 |
107.50 |
2.5% |
41.00 |
0.9% |
79% |
False |
False |
1,512 |
10 |
4,407.25 |
4,214.25 |
193.00 |
4.4% |
50.00 |
1.1% |
88% |
False |
False |
1,539 |
20 |
4,407.25 |
4,214.25 |
193.00 |
4.4% |
44.25 |
1.0% |
88% |
False |
False |
1,474 |
40 |
4,407.25 |
4,117.00 |
290.25 |
6.6% |
40.00 |
0.9% |
92% |
False |
False |
1,054 |
60 |
4,407.25 |
4,011.25 |
396.00 |
9.0% |
44.50 |
1.0% |
94% |
False |
False |
778 |
80 |
4,407.25 |
4,002.00 |
405.25 |
9.2% |
41.75 |
0.9% |
94% |
False |
False |
1,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,618.50 |
2.618 |
4,536.50 |
1.618 |
4,486.25 |
1.000 |
4,455.25 |
0.618 |
4,436.00 |
HIGH |
4,405.00 |
0.618 |
4,385.75 |
0.500 |
4,380.00 |
0.382 |
4,374.00 |
LOW |
4,354.75 |
0.618 |
4,323.75 |
1.000 |
4,304.50 |
1.618 |
4,273.50 |
2.618 |
4,223.25 |
4.250 |
4,141.25 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,382.75 |
4,383.25 |
PP |
4,381.25 |
4,382.00 |
S1 |
4,380.00 |
4,381.00 |
|