Trading Metrics calculated at close of trading on 30-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
4,383.00 |
4,386.00 |
3.00 |
0.1% |
4,388.00 |
High |
4,412.00 |
4,394.25 |
-17.75 |
-0.4% |
4,412.00 |
Low |
4,370.75 |
4,361.00 |
-9.75 |
-0.2% |
4,354.75 |
Close |
4,401.50 |
4,379.50 |
-22.00 |
-0.5% |
4,379.50 |
Range |
41.25 |
33.25 |
-8.00 |
-19.4% |
57.25 |
ATR |
43.89 |
43.65 |
-0.24 |
-0.6% |
0.00 |
Volume |
2,982 |
2,663 |
-319 |
-10.7% |
12,232 |
|
Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.00 |
4,462.00 |
4,397.75 |
|
R3 |
4,444.75 |
4,428.75 |
4,388.75 |
|
R2 |
4,411.50 |
4,411.50 |
4,385.50 |
|
R1 |
4,395.50 |
4,395.50 |
4,382.50 |
4,387.00 |
PP |
4,378.25 |
4,378.25 |
4,378.25 |
4,374.00 |
S1 |
4,362.25 |
4,362.25 |
4,376.50 |
4,353.50 |
S2 |
4,345.00 |
4,345.00 |
4,373.50 |
|
S3 |
4,311.75 |
4,329.00 |
4,370.25 |
|
S4 |
4,278.50 |
4,295.75 |
4,361.25 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,553.75 |
4,524.00 |
4,411.00 |
|
R3 |
4,496.50 |
4,466.75 |
4,395.25 |
|
R2 |
4,439.25 |
4,439.25 |
4,390.00 |
|
R1 |
4,409.50 |
4,409.50 |
4,384.75 |
4,395.75 |
PP |
4,382.00 |
4,382.00 |
4,382.00 |
4,375.25 |
S1 |
4,352.25 |
4,352.25 |
4,374.25 |
4,338.50 |
S2 |
4,324.75 |
4,324.75 |
4,369.00 |
|
S3 |
4,267.50 |
4,295.00 |
4,363.75 |
|
S4 |
4,210.25 |
4,237.75 |
4,348.00 |
|
|
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% |
39.00 |
0.9% |
43% |
False |
False |
2,446 |
10 |
4,412.00 |
4,214.25 |
197.75 |
4.5% |
48.00 |
1.1% |
84% |
False |
False |
1,998 |
20 |
4,412.00 |
4,214.25 |
197.75 |
4.5% |
46.00 |
1.1% |
84% |
False |
False |
1,757 |
40 |
4,412.00 |
4,117.00 |
295.00 |
6.7% |
40.00 |
0.9% |
89% |
False |
False |
1,246 |
60 |
4,412.00 |
4,011.25 |
400.75 |
9.2% |
44.50 |
1.0% |
92% |
False |
False |
923 |
80 |
4,412.00 |
4,011.25 |
400.75 |
9.2% |
41.75 |
1.0% |
92% |
False |
False |
1,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,535.50 |
2.618 |
4,481.25 |
1.618 |
4,448.00 |
1.000 |
4,427.50 |
0.618 |
4,414.75 |
HIGH |
4,394.25 |
0.618 |
4,381.50 |
0.500 |
4,377.50 |
0.382 |
4,373.75 |
LOW |
4,361.00 |
0.618 |
4,340.50 |
1.000 |
4,327.75 |
1.618 |
4,307.25 |
2.618 |
4,274.00 |
4.250 |
4,219.75 |
|
|
Fisher Pivots for day following 30-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
4,379.00 |
4,386.50 |
PP |
4,378.25 |
4,384.25 |
S1 |
4,377.50 |
4,381.75 |
|