Trading Metrics calculated at close of trading on 20-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
31,850 |
30,250 |
-1,600 |
-5.0% |
34,265 |
High |
31,875 |
31,030 |
-845 |
-2.7% |
34,910 |
Low |
30,365 |
29,245 |
-1,120 |
-3.7% |
31,045 |
Close |
30,710 |
29,740 |
-970 |
-3.2% |
32,025 |
Range |
1,510 |
1,785 |
275 |
18.2% |
3,865 |
ATR |
2,468 |
2,419 |
-49 |
-2.0% |
0 |
Volume |
144 |
246 |
102 |
70.8% |
332 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,360 |
34,335 |
30,722 |
|
R3 |
33,575 |
32,550 |
30,231 |
|
R2 |
31,790 |
31,790 |
30,067 |
|
R1 |
30,765 |
30,765 |
29,904 |
30,385 |
PP |
30,005 |
30,005 |
30,005 |
29,815 |
S1 |
28,980 |
28,980 |
29,576 |
28,600 |
S2 |
28,220 |
28,220 |
29,413 |
|
S3 |
26,435 |
27,195 |
29,249 |
|
S4 |
24,650 |
25,410 |
28,758 |
|
|
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 |
33,245 |
29,245 |
4,000 |
13.4% |
1,655 |
5.6% |
12% |
False |
True |
122 |
10 |
35,270 |
29,245 |
6,025 |
20.3% |
1,635 |
5.5% |
8% |
False |
True |
98 |
20 |
36,830 |
28,825 |
8,005 |
26.9% |
2,194 |
7.4% |
11% |
False |
False |
126 |
40 |
41,675 |
28,825 |
12,850 |
43.2% |
2,627 |
8.8% |
7% |
False |
False |
98 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,616 |
2.618 |
35,703 |
1.618 |
33,918 |
1.000 |
32,815 |
0.618 |
32,133 |
HIGH |
31,030 |
0.618 |
30,348 |
0.500 |
30,138 |
0.382 |
29,927 |
LOW |
29,245 |
0.618 |
28,142 |
1.000 |
27,460 |
1.618 |
26,357 |
2.618 |
24,572 |
4.250 |
21,659 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
30,138 |
30,773 |
PP |
30,005 |
30,428 |
S1 |
29,873 |
30,084 |
|