| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,802.9 |
1,810.3 |
7.4 |
0.4% |
1,818.2 |
| High |
1,810.3 |
1,815.6 |
5.3 |
0.3% |
1,830.7 |
| Low |
1,799.1 |
1,798.0 |
-1.1 |
-0.1% |
1,795.2 |
| Close |
1,805.7 |
1,806.5 |
0.8 |
0.0% |
1,807.5 |
| Range |
11.2 |
17.6 |
6.4 |
57.1% |
35.5 |
| ATR |
19.9 |
19.8 |
-0.2 |
-0.8% |
0.0 |
| Volume |
2,296 |
5,995 |
3,699 |
161.1% |
8,133 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,859.5 |
1,850.6 |
1,816.2 |
|
| R3 |
1,841.9 |
1,833.0 |
1,811.3 |
|
| R2 |
1,824.3 |
1,824.3 |
1,809.7 |
|
| R1 |
1,815.4 |
1,815.4 |
1,808.1 |
1,811.1 |
| PP |
1,806.7 |
1,806.7 |
1,806.7 |
1,804.5 |
| S1 |
1,797.8 |
1,797.8 |
1,804.9 |
1,793.5 |
| S2 |
1,789.1 |
1,789.1 |
1,803.3 |
|
| S3 |
1,771.5 |
1,780.2 |
1,801.7 |
|
| S4 |
1,753.9 |
1,762.6 |
1,796.8 |
|
|
| 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 |
1,816.1 |
1,795.2 |
20.9 |
1.2% |
15.7 |
0.9% |
54% |
False |
False |
2,573 |
| 10 |
1,840.3 |
1,795.2 |
45.1 |
2.5% |
17.2 |
1.0% |
25% |
False |
False |
2,182 |
| 20 |
1,840.3 |
1,759.5 |
80.8 |
4.5% |
18.3 |
1.0% |
58% |
False |
False |
2,244 |
| 40 |
1,916.4 |
1,757.6 |
158.8 |
8.8% |
22.8 |
1.3% |
31% |
False |
False |
1,505 |
| 60 |
1,923.0 |
1,757.6 |
165.4 |
9.2% |
20.5 |
1.1% |
30% |
False |
False |
1,226 |
| 80 |
1,923.0 |
1,733.1 |
189.9 |
10.5% |
18.2 |
1.0% |
39% |
False |
False |
948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,890.4 |
|
2.618 |
1,861.7 |
|
1.618 |
1,844.1 |
|
1.000 |
1,833.2 |
|
0.618 |
1,826.5 |
|
HIGH |
1,815.6 |
|
0.618 |
1,808.9 |
|
0.500 |
1,806.8 |
|
0.382 |
1,804.7 |
|
LOW |
1,798.0 |
|
0.618 |
1,787.1 |
|
1.000 |
1,780.4 |
|
1.618 |
1,769.5 |
|
2.618 |
1,751.9 |
|
4.250 |
1,723.2 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,806.8 |
1,807.1 |
| PP |
1,806.7 |
1,806.9 |
| S1 |
1,806.6 |
1,806.7 |
|