| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,014.2700 |
2,039.9830 |
25.7130 |
1.3% |
1,899.1560 |
| High |
2,090.2850 |
2,428.3700 |
338.0850 |
16.2% |
2,090.2850 |
| Low |
1,998.0910 |
2,037.5830 |
39.4920 |
2.0% |
1,721.5890 |
| Close |
2,039.9830 |
2,259.7320 |
219.7490 |
10.8% |
2,039.9830 |
| Range |
92.1940 |
390.7870 |
298.5930 |
323.9% |
368.6960 |
| ATR |
193.6536 |
207.7346 |
14.0810 |
7.3% |
0.0000 |
| Volume |
1,048,750 |
1,474,466 |
425,716 |
40.6% |
6,156,332 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,414.2560 |
3,227.7810 |
2,474.6649 |
|
| R3 |
3,023.4690 |
2,836.9940 |
2,367.1984 |
|
| R2 |
2,632.6820 |
2,632.6820 |
2,331.3763 |
|
| R1 |
2,446.2070 |
2,446.2070 |
2,295.5541 |
2,539.4445 |
| PP |
2,241.8950 |
2,241.8950 |
2,241.8950 |
2,288.5138 |
| S1 |
2,055.4200 |
2,055.4200 |
2,223.9099 |
2,148.6575 |
| S2 |
1,851.1080 |
1,851.1080 |
2,188.0877 |
|
| S3 |
1,460.3210 |
1,664.6330 |
2,152.2656 |
|
| S4 |
1,069.5340 |
1,273.8460 |
2,044.7992 |
|
|
| 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 |
2,428.3700 |
1,721.5890 |
706.7810 |
31.3% |
192.2904 |
8.5% |
76% |
True |
False |
1,315,074 |
| 10 |
2,428.3700 |
1,721.5890 |
706.7810 |
31.3% |
167.7435 |
7.4% |
76% |
True |
False |
1,188,373 |
| 20 |
2,428.3700 |
1,718.7330 |
709.6370 |
31.4% |
180.7329 |
8.0% |
76% |
True |
False |
1,255,317 |
| 40 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
52.1% |
210.3726 |
9.3% |
47% |
False |
False |
1,266,213 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
117.8% |
319.5178 |
14.1% |
21% |
False |
False |
1,303,790 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
117.8% |
291.4140 |
12.9% |
21% |
False |
False |
1,177,463 |
| 100 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
129.5% |
258.4099 |
11.4% |
28% |
False |
False |
1,076,154 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
136.1% |
246.1588 |
10.9% |
31% |
False |
False |
1,064,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,089.2148 |
|
2.618 |
3,451.4504 |
|
1.618 |
3,060.6634 |
|
1.000 |
2,819.1570 |
|
0.618 |
2,669.8764 |
|
HIGH |
2,428.3700 |
|
0.618 |
2,279.0894 |
|
0.500 |
2,232.9765 |
|
0.382 |
2,186.8636 |
|
LOW |
2,037.5830 |
|
0.618 |
1,796.0766 |
|
1.000 |
1,646.7960 |
|
1.618 |
1,405.2896 |
|
2.618 |
1,014.5026 |
|
4.250 |
376.7383 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,250.8135 |
2,234.7078 |
| PP |
2,241.8950 |
2,209.6837 |
| S1 |
2,232.9765 |
2,184.6595 |
|