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 |
1,818.2 |
1,819.4 |
1.2 |
0.1% |
1,814.6 |
High |
1,822.2 |
1,830.7 |
8.5 |
0.5% |
1,840.3 |
Low |
1,801.3 |
1,811.4 |
10.1 |
0.6% |
1,797.2 |
Close |
1,815.0 |
1,817.0 |
2.0 |
0.1% |
1,821.1 |
Range |
20.9 |
19.3 |
-1.6 |
-7.7% |
43.1 |
ATR |
22.1 |
21.9 |
-0.2 |
-0.9% |
0.0 |
Volume |
2,073 |
1,334 |
-739 |
-35.6% |
14,794 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.6 |
1,866.6 |
1,827.6 |
|
R3 |
1,858.3 |
1,847.3 |
1,822.3 |
|
R2 |
1,839.0 |
1,839.0 |
1,820.5 |
|
R1 |
1,828.0 |
1,828.0 |
1,818.8 |
1,823.9 |
PP |
1,819.7 |
1,819.7 |
1,819.7 |
1,817.6 |
S1 |
1,808.7 |
1,808.7 |
1,815.2 |
1,804.6 |
S2 |
1,800.4 |
1,800.4 |
1,813.5 |
|
S3 |
1,781.1 |
1,789.4 |
1,811.7 |
|
S4 |
1,761.8 |
1,770.1 |
1,806.4 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.8 |
1,928.1 |
1,844.8 |
|
R3 |
1,905.7 |
1,885.0 |
1,833.0 |
|
R2 |
1,862.6 |
1,862.6 |
1,829.0 |
|
R1 |
1,841.9 |
1,841.9 |
1,825.1 |
1,852.3 |
PP |
1,819.5 |
1,819.5 |
1,819.5 |
1,824.7 |
S1 |
1,798.8 |
1,798.8 |
1,817.1 |
1,809.2 |
S2 |
1,776.4 |
1,776.4 |
1,813.2 |
|
S3 |
1,733.3 |
1,755.7 |
1,809.2 |
|
S4 |
1,690.2 |
1,712.6 |
1,797.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,840.3 |
1,801.3 |
39.0 |
2.1% |
19.9 |
1.1% |
40% |
False |
False |
2,357 |
10 |
1,840.3 |
1,797.2 |
43.1 |
2.4% |
18.6 |
1.0% |
46% |
False |
False |
2,808 |
20 |
1,840.3 |
1,757.6 |
82.7 |
4.6% |
18.8 |
1.0% |
72% |
False |
False |
1,672 |
40 |
1,923.0 |
1,757.6 |
165.4 |
9.1% |
22.9 |
1.3% |
36% |
False |
False |
1,247 |
60 |
1,923.0 |
1,757.6 |
165.4 |
9.1% |
20.0 |
1.1% |
36% |
False |
False |
997 |
80 |
1,923.0 |
1,686.1 |
236.9 |
13.0% |
18.4 |
1.0% |
55% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,912.7 |
2.618 |
1,881.2 |
1.618 |
1,861.9 |
1.000 |
1,850.0 |
0.618 |
1,842.6 |
HIGH |
1,830.7 |
0.618 |
1,823.3 |
0.500 |
1,821.1 |
0.382 |
1,818.8 |
LOW |
1,811.4 |
0.618 |
1,799.5 |
1.000 |
1,792.1 |
1.618 |
1,780.2 |
2.618 |
1,760.9 |
4.250 |
1,729.4 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,821.1 |
1,819.5 |
PP |
1,819.7 |
1,818.6 |
S1 |
1,818.4 |
1,817.8 |
|