| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,926.0380 |
1,899.1560 |
-26.8820 |
-1.4% |
2,134.2450 |
| High |
1,962.5260 |
1,991.1020 |
28.5760 |
1.5% |
2,190.3240 |
| Low |
1,852.6990 |
1,807.8890 |
-44.8100 |
-2.4% |
1,852.6990 |
| Close |
1,899.1560 |
1,820.1410 |
-79.0150 |
-4.2% |
1,899.1560 |
| Range |
109.8270 |
183.2130 |
73.3860 |
66.8% |
337.6250 |
| ATR |
214.2524 |
212.0353 |
-2.2171 |
-1.0% |
0.0000 |
| Volume |
948,625 |
1,055,428 |
106,803 |
11.3% |
5,046,692 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.6830 |
2,304.6250 |
1,920.9082 |
|
| R3 |
2,239.4700 |
2,121.4120 |
1,870.5246 |
|
| R2 |
2,056.2570 |
2,056.2570 |
1,853.7301 |
|
| R1 |
1,938.1990 |
1,938.1990 |
1,836.9355 |
1,905.6215 |
| PP |
1,873.0440 |
1,873.0440 |
1,873.0440 |
1,856.7553 |
| S1 |
1,754.9860 |
1,754.9860 |
1,803.3465 |
1,722.4085 |
| S2 |
1,689.8310 |
1,689.8310 |
1,786.5520 |
|
| S3 |
1,506.6180 |
1,571.7730 |
1,769.7574 |
|
| S4 |
1,323.4050 |
1,388.5600 |
1,719.3739 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.6013 |
2,784.0037 |
2,084.8498 |
|
| R3 |
2,655.9763 |
2,446.3787 |
1,992.0029 |
|
| R2 |
2,318.3513 |
2,318.3513 |
1,961.0539 |
|
| R1 |
2,108.7537 |
2,108.7537 |
1,930.1050 |
2,044.7400 |
| PP |
1,980.7263 |
1,980.7263 |
1,980.7263 |
1,948.7195 |
| S1 |
1,771.1287 |
1,771.1287 |
1,868.2070 |
1,707.1150 |
| S2 |
1,643.1013 |
1,643.1013 |
1,837.2581 |
|
| S3 |
1,305.4763 |
1,433.5037 |
1,806.3091 |
|
| S4 |
967.8513 |
1,095.8787 |
1,713.4623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,042.7280 |
1,807.8890 |
234.8390 |
12.9% |
143.1966 |
7.9% |
5% |
False |
True |
1,061,673 |
| 10 |
2,406.8320 |
1,807.8890 |
598.9430 |
32.9% |
154.2826 |
8.5% |
2% |
False |
True |
1,121,883 |
| 20 |
2,406.8320 |
1,709.6900 |
697.1420 |
38.3% |
195.3755 |
10.7% |
16% |
False |
False |
1,348,119 |
| 40 |
2,939.2960 |
1,709.6900 |
1,229.6060 |
67.6% |
251.0516 |
13.8% |
9% |
False |
False |
1,279,008 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
146.2% |
324.4374 |
17.8% |
4% |
False |
False |
1,279,109 |
| 80 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
155.0% |
286.5471 |
15.7% |
10% |
False |
False |
1,133,969 |
| 100 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
169.0% |
257.8740 |
14.2% |
17% |
False |
False |
1,053,540 |
| 120 |
4,370.7670 |
1,209.5030 |
3,161.2640 |
173.7% |
244.7197 |
13.4% |
19% |
False |
False |
1,065,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,769.7573 |
|
2.618 |
2,470.7536 |
|
1.618 |
2,287.5406 |
|
1.000 |
2,174.3150 |
|
0.618 |
2,104.3276 |
|
HIGH |
1,991.1020 |
|
0.618 |
1,921.1146 |
|
0.500 |
1,899.4955 |
|
0.382 |
1,877.8764 |
|
LOW |
1,807.8890 |
|
0.618 |
1,694.6634 |
|
1.000 |
1,624.6760 |
|
1.618 |
1,511.4504 |
|
2.618 |
1,328.2374 |
|
4.250 |
1,029.2338 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.4955 |
1,923.3295 |
| PP |
1,873.0440 |
1,888.9333 |
| S1 |
1,846.5925 |
1,854.5372 |
|