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 |
14,517.96 |
14,612.21 |
94.25 |
0.6% |
14,878.71 |
High |
14,578.96 |
14,790.60 |
211.64 |
1.5% |
15,002.28 |
Low |
14,455.07 |
14,530.78 |
75.71 |
0.5% |
14,667.10 |
Close |
14,549.09 |
14,728.21 |
179.12 |
1.2% |
14,681.38 |
Range |
123.89 |
259.82 |
135.93 |
109.7% |
335.18 |
ATR |
161.78 |
168.78 |
7.00 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,462.66 |
15,355.25 |
14,871.11 |
|
R3 |
15,202.84 |
15,095.43 |
14,799.66 |
|
R2 |
14,943.02 |
14,943.02 |
14,775.84 |
|
R1 |
14,835.61 |
14,835.61 |
14,752.03 |
14,889.32 |
PP |
14,683.20 |
14,683.20 |
14,683.20 |
14,710.05 |
S1 |
14,575.79 |
14,575.79 |
14,704.39 |
14,629.50 |
S2 |
14,423.38 |
14,423.38 |
14,680.58 |
|
S3 |
14,163.56 |
14,315.97 |
14,656.76 |
|
S4 |
13,903.74 |
14,056.15 |
14,585.31 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,789.13 |
15,570.43 |
14,865.73 |
|
R3 |
15,453.95 |
15,235.25 |
14,773.55 |
|
R2 |
15,118.77 |
15,118.77 |
14,742.83 |
|
R1 |
14,900.07 |
14,900.07 |
14,712.10 |
14,841.83 |
PP |
14,783.59 |
14,783.59 |
14,783.59 |
14,754.47 |
S1 |
14,564.89 |
14,564.89 |
14,650.66 |
14,506.65 |
S2 |
14,448.41 |
14,448.41 |
14,619.93 |
|
S3 |
14,113.23 |
14,229.71 |
14,589.21 |
|
S4 |
13,778.05 |
13,894.53 |
14,497.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,001.13 |
14,455.07 |
546.06 |
3.7% |
181.52 |
1.2% |
50% |
False |
False |
|
10 |
15,002.28 |
14,455.07 |
547.21 |
3.7% |
166.60 |
1.1% |
50% |
False |
False |
|
20 |
15,002.28 |
14,128.01 |
874.27 |
5.9% |
135.11 |
0.9% |
69% |
False |
False |
|
40 |
15,002.28 |
13,469.85 |
1,532.43 |
10.4% |
136.41 |
0.9% |
82% |
False |
False |
|
60 |
15,002.28 |
12,967.18 |
2,035.10 |
13.8% |
157.41 |
1.1% |
87% |
False |
False |
|
80 |
15,002.28 |
12,721.66 |
2,280.62 |
15.5% |
157.86 |
1.1% |
88% |
False |
False |
|
100 |
15,002.28 |
12,208.39 |
2,793.89 |
19.0% |
182.04 |
1.2% |
90% |
False |
False |
|
120 |
15,002.28 |
12,208.39 |
2,793.89 |
19.0% |
187.87 |
1.3% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,894.84 |
2.618 |
15,470.81 |
1.618 |
15,210.99 |
1.000 |
15,050.42 |
0.618 |
14,951.17 |
HIGH |
14,790.60 |
0.618 |
14,691.35 |
0.500 |
14,660.69 |
0.382 |
14,630.03 |
LOW |
14,530.78 |
0.618 |
14,370.21 |
1.000 |
14,270.96 |
1.618 |
14,110.39 |
2.618 |
13,850.57 |
4.250 |
13,426.55 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,705.70 |
14,707.26 |
PP |
14,683.20 |
14,686.31 |
S1 |
14,660.69 |
14,665.37 |
|