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 |
34,620 |
37,615 |
2,995 |
8.7% |
31,850 |
High |
40,620 |
38,825 |
-1,795 |
-4.4% |
32,965 |
Low |
34,535 |
36,465 |
1,930 |
5.6% |
29,245 |
Close |
39,525 |
37,940 |
-1,585 |
-4.0% |
32,295 |
Range |
6,085 |
2,360 |
-3,725 |
-61.2% |
3,720 |
ATR |
2,702 |
2,727 |
26 |
0.9% |
0 |
Volume |
965 |
274 |
-691 |
-71.6% |
1,033 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44,823 |
43,742 |
39,238 |
|
R3 |
42,463 |
41,382 |
38,589 |
|
R2 |
40,103 |
40,103 |
38,373 |
|
R1 |
39,022 |
39,022 |
38,156 |
39,563 |
PP |
37,743 |
37,743 |
37,743 |
38,014 |
S1 |
36,662 |
36,662 |
37,724 |
37,203 |
S2 |
35,383 |
35,383 |
37,507 |
|
S3 |
33,023 |
34,302 |
37,291 |
|
S4 |
30,663 |
31,942 |
36,642 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42,662 |
41,198 |
34,341 |
|
R3 |
38,942 |
37,478 |
33,318 |
|
R2 |
35,222 |
35,222 |
32,977 |
|
R1 |
33,758 |
33,758 |
32,636 |
34,490 |
PP |
31,502 |
31,502 |
31,502 |
31,868 |
S1 |
30,038 |
30,038 |
31,954 |
30,770 |
S2 |
27,782 |
27,782 |
31,613 |
|
S3 |
24,062 |
26,318 |
31,272 |
|
S4 |
20,342 |
22,598 |
30,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
40,620 |
29,480 |
11,140 |
29.4% |
2,721 |
7.2% |
76% |
False |
False |
376 |
10 |
40,620 |
29,245 |
11,375 |
30.0% |
2,188 |
5.8% |
76% |
False |
False |
249 |
20 |
40,620 |
29,245 |
11,375 |
30.0% |
2,043 |
5.4% |
76% |
False |
False |
168 |
40 |
41,675 |
28,825 |
12,850 |
33.9% |
2,503 |
6.6% |
71% |
False |
False |
139 |
60 |
61,490 |
28,825 |
32,665 |
86.1% |
3,316 |
8.7% |
28% |
False |
False |
103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48,855 |
2.618 |
45,003 |
1.618 |
42,643 |
1.000 |
41,185 |
0.618 |
40,283 |
HIGH |
38,825 |
0.618 |
37,923 |
0.500 |
37,645 |
0.382 |
37,367 |
LOW |
36,465 |
0.618 |
35,007 |
1.000 |
34,105 |
1.618 |
32,647 |
2.618 |
30,287 |
4.250 |
26,435 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
37,842 |
37,406 |
PP |
37,743 |
36,872 |
S1 |
37,645 |
36,338 |
|