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 |
15,103.98 |
15,018.78 |
-85.20 |
-0.6% |
14,517.96 |
High |
15,104.30 |
15,078.85 |
-25.45 |
-0.2% |
15,125.84 |
Low |
14,787.80 |
14,915.72 |
127.92 |
0.9% |
14,455.07 |
Close |
14,956.97 |
15,018.10 |
61.13 |
0.4% |
15,111.79 |
Range |
316.50 |
163.13 |
-153.37 |
-48.5% |
670.77 |
ATR |
171.06 |
170.50 |
-0.57 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,493.61 |
15,418.99 |
15,107.82 |
|
R3 |
15,330.48 |
15,255.86 |
15,062.96 |
|
R2 |
15,167.35 |
15,167.35 |
15,048.01 |
|
R1 |
15,092.73 |
15,092.73 |
15,033.05 |
15,048.48 |
PP |
15,004.22 |
15,004.22 |
15,004.22 |
14,982.10 |
S1 |
14,929.60 |
14,929.60 |
15,003.15 |
14,885.35 |
S2 |
14,841.09 |
14,841.09 |
14,988.19 |
|
S3 |
14,677.96 |
14,766.47 |
14,973.24 |
|
S4 |
14,514.83 |
14,603.34 |
14,928.38 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,909.88 |
16,681.60 |
15,480.71 |
|
R3 |
16,239.11 |
16,010.83 |
15,296.25 |
|
R2 |
15,568.34 |
15,568.34 |
15,234.76 |
|
R1 |
15,340.06 |
15,340.06 |
15,173.28 |
15,454.20 |
PP |
14,897.57 |
14,897.57 |
14,897.57 |
14,954.64 |
S1 |
14,669.29 |
14,669.29 |
15,050.30 |
14,783.43 |
S2 |
14,226.80 |
14,226.80 |
14,988.82 |
|
S3 |
13,556.03 |
13,998.52 |
14,927.33 |
|
S4 |
12,885.26 |
13,327.75 |
14,742.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,142.35 |
14,787.80 |
354.55 |
2.4% |
165.35 |
1.1% |
65% |
False |
False |
|
10 |
15,142.35 |
14,455.07 |
687.28 |
4.6% |
173.80 |
1.2% |
82% |
False |
False |
|
20 |
15,142.35 |
14,455.07 |
687.28 |
4.6% |
152.18 |
1.0% |
82% |
False |
False |
|
40 |
15,142.35 |
13,469.85 |
1,672.50 |
11.1% |
143.08 |
1.0% |
93% |
False |
False |
|
60 |
15,142.35 |
12,967.18 |
2,175.17 |
14.5% |
158.99 |
1.1% |
94% |
False |
False |
|
80 |
15,142.35 |
12,967.18 |
2,175.17 |
14.5% |
156.69 |
1.0% |
94% |
False |
False |
|
100 |
15,142.35 |
12,287.57 |
2,854.78 |
19.0% |
169.97 |
1.1% |
96% |
False |
False |
|
120 |
15,142.35 |
12,208.39 |
2,933.96 |
19.5% |
184.90 |
1.2% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,772.15 |
2.618 |
15,505.92 |
1.618 |
15,342.79 |
1.000 |
15,241.98 |
0.618 |
15,179.66 |
HIGH |
15,078.85 |
0.618 |
15,016.53 |
0.500 |
14,997.29 |
0.382 |
14,978.04 |
LOW |
14,915.72 |
0.618 |
14,814.91 |
1.000 |
14,752.59 |
1.618 |
14,651.78 |
2.618 |
14,488.65 |
4.250 |
14,222.42 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
15,011.16 |
15,000.43 |
PP |
15,004.22 |
14,982.75 |
S1 |
14,997.29 |
14,965.08 |
|