| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1,948.5680 |
2,014.2700 |
65.7020 |
3.4% |
1,899.1560 |
| High |
2,041.4830 |
2,090.2850 |
48.8020 |
2.4% |
2,090.2850 |
| Low |
1,940.9490 |
1,998.0910 |
57.1420 |
2.9% |
1,721.5890 |
| Close |
2,014.2510 |
2,039.9830 |
25.7320 |
1.3% |
2,039.9830 |
| Range |
100.5340 |
92.1940 |
-8.3400 |
-8.3% |
368.6960 |
| ATR |
201.4582 |
193.6536 |
-7.8046 |
-3.9% |
0.0000 |
| Volume |
1,286,329 |
1,048,750 |
-237,579 |
-18.5% |
6,156,332 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.3683 |
2,271.8697 |
2,090.6897 |
|
| R3 |
2,227.1743 |
2,179.6757 |
2,065.3364 |
|
| R2 |
2,134.9803 |
2,134.9803 |
2,056.8852 |
|
| R1 |
2,087.4817 |
2,087.4817 |
2,048.4341 |
2,111.2310 |
| PP |
2,042.7863 |
2,042.7863 |
2,042.7863 |
2,054.6610 |
| S1 |
1,995.2877 |
1,995.2877 |
2,031.5319 |
2,019.0370 |
| S2 |
1,950.5923 |
1,950.5923 |
2,023.0808 |
|
| S3 |
1,858.3983 |
1,903.0937 |
2,014.6297 |
|
| S4 |
1,766.2043 |
1,810.8997 |
1,989.2763 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.7070 |
2,917.0410 |
2,242.7658 |
|
| R3 |
2,688.0110 |
2,548.3450 |
2,141.3744 |
|
| R2 |
2,319.3150 |
2,319.3150 |
2,107.5773 |
|
| R1 |
2,179.6490 |
2,179.6490 |
2,073.7801 |
2,249.4820 |
| PP |
1,950.6190 |
1,950.6190 |
1,950.6190 |
1,985.5355 |
| S1 |
1,810.9530 |
1,810.9530 |
2,006.1859 |
1,880.7860 |
| S2 |
1,581.9230 |
1,581.9230 |
1,972.3887 |
|
| S3 |
1,213.2270 |
1,442.2570 |
1,938.5916 |
|
| S4 |
844.5310 |
1,073.5610 |
1,837.2002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,090.2850 |
1,721.5890 |
368.6960 |
18.1% |
150.7756 |
7.4% |
86% |
True |
False |
1,231,266 |
| 10 |
2,190.3240 |
1,721.5890 |
468.7350 |
23.0% |
146.7158 |
7.2% |
68% |
False |
False |
1,120,302 |
| 20 |
2,406.8320 |
1,718.7330 |
688.0990 |
33.7% |
172.4435 |
8.5% |
47% |
False |
False |
1,249,792 |
| 40 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
57.8% |
206.7254 |
10.1% |
28% |
False |
False |
1,253,455 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
130.4% |
315.1092 |
15.4% |
12% |
False |
False |
1,293,520 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
130.4% |
288.5246 |
14.1% |
12% |
False |
False |
1,166,533 |
| 100 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
143.4% |
256.3899 |
12.6% |
20% |
False |
False |
1,068,770 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
150.8% |
244.5342 |
12.0% |
24% |
False |
False |
1,063,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,482.1095 |
|
2.618 |
2,331.6489 |
|
1.618 |
2,239.4549 |
|
1.000 |
2,182.4790 |
|
0.618 |
2,147.2609 |
|
HIGH |
2,090.2850 |
|
0.618 |
2,055.0669 |
|
0.500 |
2,044.1880 |
|
0.382 |
2,033.3091 |
|
LOW |
1,998.0910 |
|
0.618 |
1,941.1151 |
|
1.000 |
1,905.8970 |
|
1.618 |
1,848.9211 |
|
2.618 |
1,756.7271 |
|
4.250 |
1,606.2665 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.1880 |
2,001.5152 |
| PP |
2,042.7863 |
1,963.0473 |
| S1 |
2,041.3847 |
1,924.5795 |
|