| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
110.036 |
109.406 |
-0.630 |
-0.6% |
110.155 |
| High |
110.090 |
109.953 |
-0.137 |
-0.1% |
110.696 |
| Low |
109.064 |
109.329 |
0.265 |
0.2% |
109.714 |
| Close |
109.413 |
109.838 |
0.425 |
0.4% |
110.051 |
| Range |
1.026 |
0.624 |
-0.402 |
-39.2% |
0.982 |
| ATR |
0.596 |
0.598 |
0.002 |
0.3% |
0.000 |
| Volume |
157,766 |
180,176 |
22,410 |
14.2% |
647,869 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.579 |
111.332 |
110.181 |
|
| R3 |
110.955 |
110.708 |
110.010 |
|
| R2 |
110.331 |
110.331 |
109.952 |
|
| R1 |
110.084 |
110.084 |
109.895 |
110.208 |
| PP |
109.707 |
109.707 |
109.707 |
109.768 |
| S1 |
109.460 |
109.460 |
109.781 |
109.584 |
| S2 |
109.083 |
109.083 |
109.724 |
|
| S3 |
108.459 |
108.836 |
109.666 |
|
| S4 |
107.835 |
108.212 |
109.495 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.100 |
112.557 |
110.591 |
|
| R3 |
112.118 |
111.575 |
110.321 |
|
| R2 |
111.136 |
111.136 |
110.231 |
|
| R1 |
110.593 |
110.593 |
110.141 |
110.374 |
| PP |
110.154 |
110.154 |
110.154 |
110.044 |
| S1 |
109.611 |
109.611 |
109.961 |
109.392 |
| S2 |
109.172 |
109.172 |
109.871 |
|
| S3 |
108.190 |
108.629 |
109.781 |
|
| S4 |
107.208 |
107.647 |
109.511 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.696 |
109.064 |
1.632 |
1.5% |
0.679 |
0.6% |
47% |
False |
False |
149,702 |
| 10 |
110.812 |
109.064 |
1.748 |
1.6% |
0.638 |
0.6% |
44% |
False |
False |
146,929 |
| 20 |
111.658 |
109.064 |
2.594 |
2.4% |
0.581 |
0.5% |
30% |
False |
False |
136,288 |
| 40 |
111.658 |
108.563 |
3.095 |
2.8% |
0.564 |
0.5% |
41% |
False |
False |
133,905 |
| 60 |
111.658 |
107.645 |
4.013 |
3.7% |
0.574 |
0.5% |
55% |
False |
False |
135,643 |
| 80 |
111.658 |
107.478 |
4.180 |
3.8% |
0.577 |
0.5% |
56% |
False |
False |
135,654 |
| 100 |
111.658 |
105.849 |
5.809 |
5.3% |
0.579 |
0.5% |
69% |
False |
False |
137,270 |
| 120 |
111.658 |
104.051 |
7.607 |
6.9% |
0.571 |
0.5% |
76% |
False |
False |
134,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.605 |
|
2.618 |
111.587 |
|
1.618 |
110.963 |
|
1.000 |
110.577 |
|
0.618 |
110.339 |
|
HIGH |
109.953 |
|
0.618 |
109.715 |
|
0.500 |
109.641 |
|
0.382 |
109.567 |
|
LOW |
109.329 |
|
0.618 |
108.943 |
|
1.000 |
108.705 |
|
1.618 |
108.319 |
|
2.618 |
107.695 |
|
4.250 |
106.677 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.772 |
109.793 |
| PP |
109.707 |
109.747 |
| S1 |
109.641 |
109.702 |
|