| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,259.7060 |
2,243.2620 |
-16.4440 |
-0.7% |
1,899.1560 |
| High |
2,317.5000 |
2,342.6400 |
25.1400 |
1.1% |
2,090.2850 |
| Low |
2,154.0200 |
2,242.8360 |
88.8160 |
4.1% |
1,721.5890 |
| Close |
2,243.0760 |
2,297.0930 |
54.0170 |
2.4% |
2,039.9830 |
| Range |
163.4800 |
99.8040 |
-63.6760 |
-39.0% |
368.6960 |
| ATR |
204.5735 |
197.0900 |
-7.4835 |
-3.7% |
0.0000 |
| Volume |
1,639,217 |
1,246,970 |
-392,247 |
-23.9% |
6,156,332 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.6017 |
2,545.1513 |
2,351.9852 |
|
| R3 |
2,493.7977 |
2,445.3473 |
2,324.5391 |
|
| R2 |
2,393.9937 |
2,393.9937 |
2,315.3904 |
|
| R1 |
2,345.5433 |
2,345.5433 |
2,306.2417 |
2,369.7685 |
| PP |
2,294.1897 |
2,294.1897 |
2,294.1897 |
2,306.3023 |
| S1 |
2,245.7393 |
2,245.7393 |
2,287.9443 |
2,269.9645 |
| S2 |
2,194.3857 |
2,194.3857 |
2,278.7956 |
|
| S3 |
2,094.5817 |
2,145.9353 |
2,269.6469 |
|
| S4 |
1,994.7777 |
2,046.1313 |
2,242.2008 |
|
|
| 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 |
1,940.9490 |
487.4210 |
21.2% |
169.3598 |
7.4% |
73% |
False |
False |
1,339,146 |
| 10 |
2,428.3700 |
1,721.5890 |
706.7810 |
30.8% |
167.1156 |
7.3% |
81% |
False |
False |
1,247,525 |
| 20 |
2,428.3700 |
1,721.5890 |
706.7810 |
30.8% |
163.8564 |
7.1% |
81% |
False |
False |
1,245,093 |
| 40 |
2,888.0110 |
1,709.6900 |
1,178.3210 |
51.3% |
202.7191 |
8.8% |
50% |
False |
False |
1,284,648 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
115.8% |
312.3466 |
13.6% |
22% |
False |
False |
1,323,817 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
115.8% |
291.6635 |
12.7% |
22% |
False |
False |
1,200,634 |
| 100 |
4,370.7670 |
1,515.2340 |
2,855.5330 |
124.3% |
258.8367 |
11.3% |
27% |
False |
False |
1,089,208 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
133.9% |
246.0326 |
10.7% |
33% |
False |
False |
1,068,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,766.8070 |
|
2.618 |
2,603.9269 |
|
1.618 |
2,504.1229 |
|
1.000 |
2,442.4440 |
|
0.618 |
2,404.3189 |
|
HIGH |
2,342.6400 |
|
0.618 |
2,304.5149 |
|
0.500 |
2,292.7380 |
|
0.382 |
2,280.9611 |
|
LOW |
2,242.8360 |
|
0.618 |
2,181.1571 |
|
1.000 |
2,143.0320 |
|
1.618 |
2,081.3531 |
|
2.618 |
1,981.5491 |
|
4.250 |
1,818.6690 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,295.6413 |
2,275.7208 |
| PP |
2,294.1897 |
2,254.3487 |
| S1 |
2,292.7380 |
2,232.9765 |
|