Trading Metrics calculated at close of trading on 29-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,371.75 |
4,383.00 |
11.25 |
0.3% |
4,307.00 |
High |
4,397.50 |
4,412.00 |
14.50 |
0.3% |
4,397.00 |
Low |
4,368.50 |
4,370.75 |
2.25 |
0.1% |
4,214.25 |
Close |
4,383.50 |
4,401.50 |
18.00 |
0.4% |
4,392.75 |
Range |
29.00 |
41.25 |
12.25 |
42.2% |
182.75 |
ATR |
44.10 |
43.89 |
-0.20 |
-0.5% |
0.00 |
Volume |
3,258 |
2,982 |
-276 |
-8.5% |
7,755 |
|
Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,518.50 |
4,501.25 |
4,424.25 |
|
R3 |
4,477.25 |
4,460.00 |
4,412.75 |
|
R2 |
4,436.00 |
4,436.00 |
4,409.00 |
|
R1 |
4,418.75 |
4,418.75 |
4,405.25 |
4,427.50 |
PP |
4,394.75 |
4,394.75 |
4,394.75 |
4,399.00 |
S1 |
4,377.50 |
4,377.50 |
4,397.75 |
4,386.00 |
S2 |
4,353.50 |
4,353.50 |
4,394.00 |
|
S3 |
4,312.25 |
4,336.25 |
4,390.25 |
|
S4 |
4,271.00 |
4,295.00 |
4,378.75 |
|
|
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 |
4,412.00 |
4,354.75 |
57.25 |
1.3% |
40.25 |
0.9% |
82% |
True |
False |
2,244 |
10 |
4,412.00 |
4,214.25 |
197.75 |
4.5% |
50.00 |
1.1% |
95% |
True |
False |
1,817 |
20 |
4,412.00 |
4,214.25 |
197.75 |
4.5% |
45.50 |
1.0% |
95% |
True |
False |
1,692 |
40 |
4,412.00 |
4,117.00 |
295.00 |
6.7% |
40.25 |
0.9% |
96% |
True |
False |
1,183 |
60 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
44.25 |
1.0% |
97% |
True |
False |
879 |
80 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
41.50 |
0.9% |
97% |
True |
False |
1,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,587.25 |
2.618 |
4,520.00 |
1.618 |
4,478.75 |
1.000 |
4,453.25 |
0.618 |
4,437.50 |
HIGH |
4,412.00 |
0.618 |
4,396.25 |
0.500 |
4,391.50 |
0.382 |
4,386.50 |
LOW |
4,370.75 |
0.618 |
4,345.25 |
1.000 |
4,329.50 |
1.618 |
4,304.00 |
2.618 |
4,262.75 |
4.250 |
4,195.50 |
|
|
Fisher Pivots for day following 29-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,398.00 |
4,395.50 |
PP |
4,394.75 |
4,389.50 |
S1 |
4,391.50 |
4,383.50 |
|