Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
110.479 |
110.368 |
-0.111 |
-0.1% |
110.036 |
High |
110.581 |
110.390 |
-0.191 |
-0.2% |
110.588 |
Low |
110.118 |
109.586 |
-0.532 |
-0.5% |
109.064 |
Close |
110.370 |
109.771 |
-0.599 |
-0.5% |
110.543 |
Range |
0.463 |
0.804 |
0.341 |
73.7% |
1.524 |
ATR |
0.565 |
0.582 |
0.017 |
3.0% |
0.000 |
Volume |
132,508 |
154,797 |
22,289 |
16.8% |
750,983 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.328 |
111.853 |
110.213 |
|
R3 |
111.524 |
111.049 |
109.992 |
|
R2 |
110.720 |
110.720 |
109.918 |
|
R1 |
110.245 |
110.245 |
109.845 |
110.081 |
PP |
109.916 |
109.916 |
109.916 |
109.833 |
S1 |
109.441 |
109.441 |
109.697 |
109.277 |
S2 |
109.112 |
109.112 |
109.624 |
|
S3 |
108.308 |
108.637 |
109.550 |
|
S4 |
107.504 |
107.833 |
109.329 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.637 |
114.114 |
111.381 |
|
R3 |
113.113 |
112.590 |
110.962 |
|
R2 |
111.589 |
111.589 |
110.822 |
|
R1 |
111.066 |
111.066 |
110.683 |
111.328 |
PP |
110.065 |
110.065 |
110.065 |
110.196 |
S1 |
109.542 |
109.542 |
110.403 |
109.804 |
S2 |
108.541 |
108.541 |
110.264 |
|
S3 |
107.017 |
108.018 |
110.124 |
|
S4 |
105.493 |
106.494 |
109.705 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
110.588 |
109.586 |
1.002 |
0.9% |
0.538 |
0.5% |
18% |
False |
True |
140,069 |
10 |
110.696 |
109.064 |
1.632 |
1.5% |
0.608 |
0.6% |
43% |
False |
False |
144,885 |
20 |
111.658 |
109.064 |
2.594 |
2.4% |
0.593 |
0.5% |
27% |
False |
False |
140,689 |
40 |
111.658 |
109.064 |
2.594 |
2.4% |
0.565 |
0.5% |
27% |
False |
False |
134,318 |
60 |
111.658 |
108.339 |
3.319 |
3.0% |
0.566 |
0.5% |
43% |
False |
False |
136,375 |
80 |
111.658 |
107.478 |
4.180 |
3.8% |
0.575 |
0.5% |
55% |
False |
False |
135,086 |
100 |
111.658 |
107.478 |
4.180 |
3.8% |
0.575 |
0.5% |
55% |
False |
False |
136,732 |
120 |
111.658 |
104.413 |
7.245 |
6.6% |
0.576 |
0.5% |
74% |
False |
False |
135,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.807 |
2.618 |
112.495 |
1.618 |
111.691 |
1.000 |
111.194 |
0.618 |
110.887 |
HIGH |
110.390 |
0.618 |
110.083 |
0.500 |
109.988 |
0.382 |
109.893 |
LOW |
109.586 |
0.618 |
109.089 |
1.000 |
108.782 |
1.618 |
108.285 |
2.618 |
107.481 |
4.250 |
106.169 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
109.988 |
110.087 |
PP |
109.916 |
109.982 |
S1 |
109.843 |
109.876 |
|