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 |
35,055.86 |
35,078.90 |
23.04 |
0.1% |
34,528.48 |
High |
35,150.37 |
35,078.90 |
-71.47 |
-0.2% |
35,095.33 |
Low |
34,950.19 |
34,878.07 |
-72.12 |
-0.2% |
33,741.76 |
Close |
35,144.31 |
35,058.52 |
-85.79 |
-0.2% |
35,061.55 |
Range |
200.18 |
200.83 |
0.65 |
0.3% |
1,353.57 |
ATR |
345.18 |
339.54 |
-5.64 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,607.65 |
35,533.92 |
35,168.98 |
|
R3 |
35,406.82 |
35,333.09 |
35,113.75 |
|
R2 |
35,205.99 |
35,205.99 |
35,095.34 |
|
R1 |
35,132.26 |
35,132.26 |
35,076.93 |
35,068.71 |
PP |
35,005.16 |
35,005.16 |
35,005.16 |
34,973.39 |
S1 |
34,931.43 |
34,931.43 |
35,040.11 |
34,867.88 |
S2 |
34,804.33 |
34,804.33 |
35,021.70 |
|
S3 |
34,603.50 |
34,730.60 |
35,003.29 |
|
S4 |
34,402.67 |
34,529.77 |
34,948.06 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,693.59 |
38,231.14 |
35,806.01 |
|
R3 |
37,340.02 |
36,877.57 |
35,433.78 |
|
R2 |
35,986.45 |
35,986.45 |
35,309.70 |
|
R1 |
35,524.00 |
35,524.00 |
35,185.63 |
35,755.23 |
PP |
34,632.88 |
34,632.88 |
34,632.88 |
34,748.49 |
S1 |
34,170.43 |
34,170.43 |
34,937.47 |
34,401.66 |
S2 |
33,279.31 |
33,279.31 |
34,813.40 |
|
S3 |
31,925.74 |
32,816.86 |
34,689.32 |
|
S4 |
30,572.17 |
31,463.29 |
34,317.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,150.37 |
34,556.96 |
593.41 |
1.7% |
222.15 |
0.6% |
85% |
False |
False |
|
10 |
35,150.37 |
33,741.76 |
1,408.61 |
4.0% |
344.95 |
1.0% |
93% |
False |
False |
|
20 |
35,150.37 |
33,741.76 |
1,408.61 |
4.0% |
315.99 |
0.9% |
93% |
False |
False |
|
40 |
35,150.37 |
33,271.93 |
1,878.44 |
5.4% |
300.06 |
0.9% |
95% |
False |
False |
|
60 |
35,150.37 |
33,271.93 |
1,878.44 |
5.4% |
313.19 |
0.9% |
95% |
False |
False |
|
80 |
35,150.37 |
33,222.38 |
1,927.99 |
5.5% |
298.36 |
0.9% |
95% |
False |
False |
|
100 |
35,150.37 |
30,766.81 |
4,383.56 |
12.5% |
312.04 |
0.9% |
98% |
False |
False |
|
120 |
35,150.37 |
30,547.53 |
4,602.84 |
13.1% |
320.20 |
0.9% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,932.43 |
2.618 |
35,604.67 |
1.618 |
35,403.84 |
1.000 |
35,279.73 |
0.618 |
35,203.01 |
HIGH |
35,078.90 |
0.618 |
35,002.18 |
0.500 |
34,978.49 |
0.382 |
34,954.79 |
LOW |
34,878.07 |
0.618 |
34,753.96 |
1.000 |
34,677.24 |
1.618 |
34,553.13 |
2.618 |
34,352.30 |
4.250 |
34,024.54 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
35,031.84 |
35,039.93 |
PP |
35,005.16 |
35,021.33 |
S1 |
34,978.49 |
35,002.74 |
|