| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
109.911 |
109.459 |
-0.452 |
-0.4% |
110.479 |
| High |
109.945 |
109.825 |
-0.120 |
-0.1% |
110.581 |
| Low |
109.420 |
109.362 |
-0.058 |
-0.1% |
109.362 |
| Close |
109.461 |
109.684 |
0.223 |
0.2% |
109.684 |
| Range |
0.525 |
0.463 |
-0.062 |
-11.8% |
1.219 |
| ATR |
0.577 |
0.569 |
-0.008 |
-1.4% |
0.000 |
| Volume |
149,760 |
143,767 |
-5,993 |
-4.0% |
746,663 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.013 |
110.811 |
109.939 |
|
| R3 |
110.550 |
110.348 |
109.811 |
|
| R2 |
110.087 |
110.087 |
109.769 |
|
| R1 |
109.885 |
109.885 |
109.726 |
109.986 |
| PP |
109.624 |
109.624 |
109.624 |
109.674 |
| S1 |
109.422 |
109.422 |
109.642 |
109.523 |
| S2 |
109.161 |
109.161 |
109.599 |
|
| S3 |
108.698 |
108.959 |
109.557 |
|
| S4 |
108.235 |
108.496 |
109.429 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.533 |
112.827 |
110.354 |
|
| R3 |
112.314 |
111.608 |
110.019 |
|
| R2 |
111.095 |
111.095 |
109.907 |
|
| R1 |
110.389 |
110.389 |
109.796 |
110.133 |
| PP |
109.876 |
109.876 |
109.876 |
109.747 |
| S1 |
109.170 |
109.170 |
109.572 |
108.914 |
| S2 |
108.657 |
108.657 |
109.461 |
|
| S3 |
107.438 |
107.951 |
109.349 |
|
| S4 |
106.219 |
106.732 |
109.014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.581 |
109.362 |
1.219 |
1.1% |
0.566 |
0.5% |
26% |
False |
True |
149,332 |
| 10 |
110.588 |
109.064 |
1.524 |
1.4% |
0.590 |
0.5% |
41% |
False |
False |
149,764 |
| 20 |
111.658 |
109.064 |
2.594 |
2.4% |
0.590 |
0.5% |
24% |
False |
False |
144,704 |
| 40 |
111.658 |
109.064 |
2.594 |
2.4% |
0.562 |
0.5% |
24% |
False |
False |
136,683 |
| 60 |
111.658 |
108.339 |
3.319 |
3.0% |
0.565 |
0.5% |
41% |
False |
False |
138,041 |
| 80 |
111.658 |
107.478 |
4.180 |
3.8% |
0.569 |
0.5% |
53% |
False |
False |
135,893 |
| 100 |
111.658 |
107.478 |
4.180 |
3.8% |
0.568 |
0.5% |
53% |
False |
False |
137,945 |
| 120 |
111.658 |
104.413 |
7.245 |
6.6% |
0.576 |
0.5% |
73% |
False |
False |
136,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.793 |
|
2.618 |
111.037 |
|
1.618 |
110.574 |
|
1.000 |
110.288 |
|
0.618 |
110.111 |
|
HIGH |
109.825 |
|
0.618 |
109.648 |
|
0.500 |
109.594 |
|
0.382 |
109.539 |
|
LOW |
109.362 |
|
0.618 |
109.076 |
|
1.000 |
108.899 |
|
1.618 |
108.613 |
|
2.618 |
108.150 |
|
4.250 |
107.394 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
109.654 |
109.821 |
| PP |
109.624 |
109.775 |
| S1 |
109.594 |
109.730 |
|