Trading Metrics calculated at close of trading on 19-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
31,790 |
31,850 |
60 |
0.2% |
34,265 |
High |
32,300 |
31,875 |
-425 |
-1.3% |
34,910 |
Low |
31,045 |
30,365 |
-680 |
-2.2% |
31,045 |
Close |
32,025 |
30,710 |
-1,315 |
-4.1% |
32,025 |
Range |
1,255 |
1,510 |
255 |
20.3% |
3,865 |
ATR |
2,530 |
2,468 |
-62 |
-2.5% |
0 |
Volume |
61 |
144 |
83 |
136.1% |
332 |
|
Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,513 |
34,622 |
31,541 |
|
R3 |
34,003 |
33,112 |
31,125 |
|
R2 |
32,493 |
32,493 |
30,987 |
|
R1 |
31,602 |
31,602 |
30,848 |
31,293 |
PP |
30,983 |
30,983 |
30,983 |
30,829 |
S1 |
30,092 |
30,092 |
30,572 |
29,783 |
S2 |
29,473 |
29,473 |
30,433 |
|
S3 |
27,963 |
28,582 |
30,295 |
|
S4 |
26,453 |
27,072 |
29,880 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44,255 |
42,005 |
34,151 |
|
R3 |
40,390 |
38,140 |
33,088 |
|
R2 |
36,525 |
36,525 |
32,734 |
|
R1 |
34,275 |
34,275 |
32,379 |
33,468 |
PP |
32,660 |
32,660 |
32,660 |
32,256 |
S1 |
30,410 |
30,410 |
31,671 |
29,603 |
S2 |
28,795 |
28,795 |
31,316 |
|
S3 |
24,930 |
26,545 |
30,962 |
|
S4 |
21,065 |
22,680 |
29,899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,440 |
30,365 |
3,075 |
10.0% |
1,529 |
5.0% |
11% |
False |
True |
84 |
10 |
36,020 |
30,365 |
5,655 |
18.4% |
1,714 |
5.6% |
6% |
False |
True |
84 |
20 |
36,830 |
28,825 |
8,005 |
26.1% |
2,311 |
7.5% |
24% |
False |
False |
126 |
40 |
42,455 |
28,825 |
13,630 |
44.4% |
2,756 |
9.0% |
14% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,293 |
2.618 |
35,828 |
1.618 |
34,318 |
1.000 |
33,385 |
0.618 |
32,808 |
HIGH |
31,875 |
0.618 |
31,298 |
0.500 |
31,120 |
0.382 |
30,942 |
LOW |
30,365 |
0.618 |
29,432 |
1.000 |
28,855 |
1.618 |
27,922 |
2.618 |
26,412 |
4.250 |
23,948 |
|
|
Fisher Pivots for day following 19-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
31,120 |
31,805 |
PP |
30,983 |
31,440 |
S1 |
30,847 |
31,075 |
|