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 |
1,807.7 |
1,802.3 |
-5.4 |
-0.3% |
1,811.6 |
High |
1,810.7 |
1,812.0 |
1.3 |
0.1% |
1,825.9 |
Low |
1,789.1 |
1,796.0 |
6.9 |
0.4% |
1,789.1 |
Close |
1,801.8 |
1,799.2 |
-2.6 |
-0.1% |
1,801.8 |
Range |
21.6 |
16.0 |
-5.6 |
-25.9% |
36.8 |
ATR |
22.8 |
22.3 |
-0.5 |
-2.1% |
0.0 |
Volume |
236,764 |
204,547 |
-32,217 |
-13.6% |
1,119,529 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.4 |
1,840.8 |
1,808.0 |
|
R3 |
1,834.4 |
1,824.8 |
1,803.6 |
|
R2 |
1,818.4 |
1,818.4 |
1,802.1 |
|
R1 |
1,808.8 |
1,808.8 |
1,800.7 |
1,805.6 |
PP |
1,802.4 |
1,802.4 |
1,802.4 |
1,800.8 |
S1 |
1,792.8 |
1,792.8 |
1,797.7 |
1,789.6 |
S2 |
1,786.4 |
1,786.4 |
1,796.3 |
|
S3 |
1,770.4 |
1,776.8 |
1,794.8 |
|
S4 |
1,754.4 |
1,760.8 |
1,790.4 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.0 |
1,895.7 |
1,822.0 |
|
R3 |
1,879.2 |
1,858.9 |
1,811.9 |
|
R2 |
1,842.4 |
1,842.4 |
1,808.5 |
|
R1 |
1,822.1 |
1,822.1 |
1,805.2 |
1,813.9 |
PP |
1,805.6 |
1,805.6 |
1,805.6 |
1,801.5 |
S1 |
1,785.3 |
1,785.3 |
1,798.4 |
1,777.1 |
S2 |
1,768.8 |
1,768.8 |
1,795.1 |
|
S3 |
1,732.0 |
1,748.5 |
1,791.7 |
|
S4 |
1,695.2 |
1,711.7 |
1,781.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,825.9 |
1,789.1 |
36.8 |
2.0% |
19.0 |
1.1% |
27% |
False |
False |
214,880 |
10 |
1,835.0 |
1,789.1 |
45.9 |
2.6% |
20.1 |
1.1% |
22% |
False |
False |
215,639 |
20 |
1,835.0 |
1,750.1 |
84.9 |
4.7% |
20.8 |
1.2% |
58% |
False |
False |
209,814 |
40 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.7 |
1.4% |
29% |
False |
False |
210,992 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
24.4 |
1.4% |
29% |
False |
False |
161,223 |
80 |
1,919.2 |
1,708.8 |
210.4 |
11.7% |
23.7 |
1.3% |
43% |
False |
False |
121,852 |
100 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
23.8 |
1.3% |
50% |
False |
False |
98,141 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
24.7 |
1.4% |
50% |
False |
False |
82,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.0 |
2.618 |
1,853.9 |
1.618 |
1,837.9 |
1.000 |
1,828.0 |
0.618 |
1,821.9 |
HIGH |
1,812.0 |
0.618 |
1,805.9 |
0.500 |
1,804.0 |
0.382 |
1,802.1 |
LOW |
1,796.0 |
0.618 |
1,786.1 |
1.000 |
1,780.0 |
1.618 |
1,770.1 |
2.618 |
1,754.1 |
4.250 |
1,728.0 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
1,804.0 |
1,800.6 |
PP |
1,802.4 |
1,800.1 |
S1 |
1,800.8 |
1,799.7 |
|