Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,814.5 |
1,806.7 |
-7.8 |
-0.4% |
1,814.6 |
High |
1,818.0 |
1,813.4 |
-4.6 |
-0.3% |
1,840.3 |
Low |
1,800.0 |
1,798.2 |
-1.8 |
-0.1% |
1,797.2 |
Close |
1,809.1 |
1,811.0 |
1.9 |
0.1% |
1,821.1 |
Range |
18.0 |
15.2 |
-2.8 |
-15.6% |
43.1 |
ATR |
21.6 |
21.1 |
-0.5 |
-2.1% |
0.0 |
Volume |
1,556 |
828 |
-728 |
-46.8% |
14,794 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,853.1 |
1,847.3 |
1,819.4 |
|
R3 |
1,837.9 |
1,832.1 |
1,815.2 |
|
R2 |
1,822.7 |
1,822.7 |
1,813.8 |
|
R1 |
1,816.9 |
1,816.9 |
1,812.4 |
1,819.8 |
PP |
1,807.5 |
1,807.5 |
1,807.5 |
1,809.0 |
S1 |
1,801.7 |
1,801.7 |
1,809.6 |
1,804.6 |
S2 |
1,792.3 |
1,792.3 |
1,808.2 |
|
S3 |
1,777.1 |
1,786.5 |
1,806.8 |
|
S4 |
1,761.9 |
1,771.3 |
1,802.6 |
|
|
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 |
1,837.6 |
1,798.2 |
39.4 |
2.2% |
19.1 |
1.1% |
32% |
False |
True |
1,679 |
10 |
1,840.3 |
1,797.2 |
43.1 |
2.4% |
18.3 |
1.0% |
32% |
False |
False |
2,555 |
20 |
1,840.3 |
1,757.6 |
82.7 |
4.6% |
18.6 |
1.0% |
65% |
False |
False |
1,750 |
40 |
1,923.0 |
1,757.6 |
165.4 |
9.1% |
23.1 |
1.3% |
32% |
False |
False |
1,272 |
60 |
1,923.0 |
1,757.6 |
165.4 |
9.1% |
20.4 |
1.1% |
32% |
False |
False |
1,035 |
80 |
1,923.0 |
1,686.1 |
236.9 |
13.1% |
18.4 |
1.0% |
53% |
False |
False |
804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.0 |
2.618 |
1,853.2 |
1.618 |
1,838.0 |
1.000 |
1,828.6 |
0.618 |
1,822.8 |
HIGH |
1,813.4 |
0.618 |
1,807.6 |
0.500 |
1,805.8 |
0.382 |
1,804.0 |
LOW |
1,798.2 |
0.618 |
1,788.8 |
1.000 |
1,783.0 |
1.618 |
1,773.6 |
2.618 |
1,758.4 |
4.250 |
1,733.6 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,809.3 |
1,814.5 |
PP |
1,807.5 |
1,813.3 |
S1 |
1,805.8 |
1,812.2 |
|