Trading Metrics calculated at close of trading on 22-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
1,794.1810 |
1,948.5680 |
154.3870 |
8.6% |
2,134.2450 |
High |
2,019.1590 |
2,041.4830 |
22.3240 |
1.1% |
2,190.3240 |
Low |
1,758.8740 |
1,940.9490 |
182.0750 |
10.4% |
1,852.6990 |
Close |
1,948.5680 |
2,014.2510 |
65.6830 |
3.4% |
1,899.1560 |
Range |
260.2850 |
100.5340 |
-159.7510 |
-61.4% |
337.6250 |
ATR |
209.2216 |
201.4582 |
-7.7634 |
-3.7% |
0.0000 |
Volume |
1,358,559 |
1,286,329 |
-72,230 |
-5.3% |
5,046,692 |
|
Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,300.4963 |
2,257.9077 |
2,069.5447 |
|
R3 |
2,199.9623 |
2,157.3737 |
2,041.8979 |
|
R2 |
2,099.4283 |
2,099.4283 |
2,032.6822 |
|
R1 |
2,056.8397 |
2,056.8397 |
2,023.4666 |
2,078.1340 |
PP |
1,998.8943 |
1,998.8943 |
1,998.8943 |
2,009.5415 |
S1 |
1,956.3057 |
1,956.3057 |
2,005.0354 |
1,977.6000 |
S2 |
1,898.3603 |
1,898.3603 |
1,995.8198 |
|
S3 |
1,797.8263 |
1,855.7717 |
1,986.6042 |
|
S4 |
1,697.2923 |
1,755.2377 |
1,958.9573 |
|
|
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 |
2,041.4830 |
1,721.5890 |
319.8940 |
15.9% |
154.3022 |
7.7% |
91% |
True |
False |
1,211,241 |
10 |
2,190.3240 |
1,721.5890 |
468.7350 |
23.3% |
150.9731 |
7.5% |
62% |
False |
False |
1,166,865 |
20 |
2,406.8320 |
1,718.7330 |
688.0990 |
34.2% |
175.2224 |
8.7% |
43% |
False |
False |
1,268,752 |
40 |
2,911.7250 |
1,709.6900 |
1,202.0350 |
59.7% |
213.8445 |
10.6% |
25% |
False |
False |
1,257,555 |
60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
132.1% |
316.6351 |
15.7% |
11% |
False |
False |
1,290,648 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
132.1% |
288.2598 |
14.3% |
11% |
False |
False |
1,160,160 |
100 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
145.3% |
256.9099 |
12.8% |
19% |
False |
False |
1,065,745 |
120 |
4,370.7670 |
1,271.9050 |
3,098.8620 |
153.8% |
244.9167 |
12.2% |
24% |
False |
False |
1,060,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,468.7525 |
2.618 |
2,304.6810 |
1.618 |
2,204.1470 |
1.000 |
2,142.0170 |
0.618 |
2,103.6130 |
HIGH |
2,041.4830 |
0.618 |
2,003.0790 |
0.500 |
1,991.2160 |
0.382 |
1,979.3530 |
LOW |
1,940.9490 |
0.618 |
1,878.8190 |
1.000 |
1,840.4150 |
1.618 |
1,778.2850 |
2.618 |
1,677.7510 |
4.250 |
1,513.6795 |
|
|
Fisher Pivots for day following 22-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
2,006.5727 |
1,970.0127 |
PP |
1,998.8943 |
1,925.7743 |
S1 |
1,991.2160 |
1,881.5360 |
|