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 |
1,808.0 |
1,802.9 |
-5.1 |
-0.3% |
1,818.2 |
High |
1,816.1 |
1,810.3 |
-5.8 |
-0.3% |
1,830.7 |
Low |
1,802.2 |
1,799.1 |
-3.1 |
-0.2% |
1,795.2 |
Close |
1,805.1 |
1,805.7 |
0.6 |
0.0% |
1,807.5 |
Range |
13.9 |
11.2 |
-2.7 |
-19.4% |
35.5 |
ATR |
20.6 |
19.9 |
-0.7 |
-3.3% |
0.0 |
Volume |
1,408 |
2,296 |
888 |
63.1% |
8,133 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.6 |
1,833.4 |
1,811.9 |
|
R3 |
1,827.4 |
1,822.2 |
1,808.8 |
|
R2 |
1,816.2 |
1,816.2 |
1,807.8 |
|
R1 |
1,811.0 |
1,811.0 |
1,806.7 |
1,813.6 |
PP |
1,805.0 |
1,805.0 |
1,805.0 |
1,806.4 |
S1 |
1,799.8 |
1,799.8 |
1,804.7 |
1,802.4 |
S2 |
1,793.8 |
1,793.8 |
1,803.6 |
|
S3 |
1,782.6 |
1,788.6 |
1,802.6 |
|
S4 |
1,771.4 |
1,777.4 |
1,799.5 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.6 |
1,898.1 |
1,827.0 |
|
R3 |
1,882.1 |
1,862.6 |
1,817.3 |
|
R2 |
1,846.6 |
1,846.6 |
1,814.0 |
|
R1 |
1,827.1 |
1,827.1 |
1,810.8 |
1,819.1 |
PP |
1,811.1 |
1,811.1 |
1,811.1 |
1,807.2 |
S1 |
1,791.6 |
1,791.6 |
1,804.2 |
1,783.6 |
S2 |
1,775.6 |
1,775.6 |
1,801.0 |
|
S3 |
1,740.1 |
1,756.1 |
1,797.7 |
|
S4 |
1,704.6 |
1,720.6 |
1,788.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,818.0 |
1,795.2 |
22.8 |
1.3% |
15.8 |
0.9% |
46% |
False |
False |
1,686 |
10 |
1,840.3 |
1,795.2 |
45.1 |
2.5% |
17.9 |
1.0% |
23% |
False |
False |
2,021 |
20 |
1,840.3 |
1,757.6 |
82.7 |
4.6% |
18.7 |
1.0% |
58% |
False |
False |
1,989 |
40 |
1,923.0 |
1,757.6 |
165.4 |
9.2% |
22.9 |
1.3% |
29% |
False |
False |
1,373 |
60 |
1,923.0 |
1,757.6 |
165.4 |
9.2% |
20.4 |
1.1% |
29% |
False |
False |
1,130 |
80 |
1,923.0 |
1,732.0 |
191.0 |
10.6% |
18.0 |
1.0% |
39% |
False |
False |
876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,857.9 |
2.618 |
1,839.6 |
1.618 |
1,828.4 |
1.000 |
1,821.5 |
0.618 |
1,817.2 |
HIGH |
1,810.3 |
0.618 |
1,806.0 |
0.500 |
1,804.7 |
0.382 |
1,803.4 |
LOW |
1,799.1 |
0.618 |
1,792.2 |
1.000 |
1,787.9 |
1.618 |
1,781.0 |
2.618 |
1,769.8 |
4.250 |
1,751.5 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,805.4 |
1,805.7 |
PP |
1,805.0 |
1,805.7 |
S1 |
1,804.7 |
1,805.7 |
|