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 |
6,915.0 |
6,961.5 |
46.5 |
0.7% |
6,900.0 |
High |
6,971.5 |
6,968.5 |
-3.0 |
0.0% |
6,971.5 |
Low |
6,903.0 |
6,909.0 |
6.0 |
0.1% |
6,735.5 |
Close |
6,961.5 |
6,951.5 |
-10.0 |
-0.1% |
6,961.5 |
Range |
68.5 |
59.5 |
-9.0 |
-13.1% |
236.0 |
ATR |
89.6 |
87.4 |
-2.1 |
-2.4% |
0.0 |
Volume |
66,381 |
66,164 |
-217 |
-0.3% |
573,782 |
|
Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,121.5 |
7,096.0 |
6,984.0 |
|
R3 |
7,062.0 |
7,036.5 |
6,968.0 |
|
R2 |
7,002.5 |
7,002.5 |
6,962.5 |
|
R1 |
6,977.0 |
6,977.0 |
6,957.0 |
6,960.0 |
PP |
6,943.0 |
6,943.0 |
6,943.0 |
6,934.5 |
S1 |
6,917.5 |
6,917.5 |
6,946.0 |
6,900.5 |
S2 |
6,883.5 |
6,883.5 |
6,940.5 |
|
S3 |
6,824.0 |
6,858.0 |
6,935.0 |
|
S4 |
6,764.5 |
6,798.5 |
6,919.0 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,597.5 |
7,515.5 |
7,091.5 |
|
R3 |
7,361.5 |
7,279.5 |
7,026.5 |
|
R2 |
7,125.5 |
7,125.5 |
7,005.0 |
|
R1 |
7,043.5 |
7,043.5 |
6,983.0 |
7,084.5 |
PP |
6,889.5 |
6,889.5 |
6,889.5 |
6,910.0 |
S1 |
6,807.5 |
6,807.5 |
6,940.0 |
6,848.5 |
S2 |
6,653.5 |
6,653.5 |
6,918.0 |
|
S3 |
6,417.5 |
6,571.5 |
6,896.5 |
|
S4 |
6,181.5 |
6,335.5 |
6,831.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,971.5 |
6,754.0 |
217.5 |
3.1% |
87.0 |
1.3% |
91% |
False |
False |
97,567 |
10 |
7,080.5 |
6,735.5 |
345.0 |
5.0% |
90.0 |
1.3% |
63% |
False |
False |
100,536 |
20 |
7,102.5 |
6,735.5 |
367.0 |
5.3% |
90.0 |
1.3% |
59% |
False |
False |
94,780 |
40 |
7,143.0 |
6,735.5 |
407.5 |
5.9% |
78.5 |
1.1% |
53% |
False |
False |
89,893 |
60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
69.0 |
1.0% |
53% |
False |
False |
60,088 |
80 |
7,143.0 |
6,611.0 |
532.0 |
7.7% |
57.0 |
0.8% |
64% |
False |
False |
45,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,221.5 |
2.618 |
7,124.5 |
1.618 |
7,065.0 |
1.000 |
7,028.0 |
0.618 |
7,005.5 |
HIGH |
6,968.5 |
0.618 |
6,946.0 |
0.500 |
6,939.0 |
0.382 |
6,931.5 |
LOW |
6,909.0 |
0.618 |
6,872.0 |
1.000 |
6,849.5 |
1.618 |
6,812.5 |
2.618 |
6,753.0 |
4.250 |
6,656.0 |
|
|
Fisher Pivots for day following 26-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
6,947.0 |
6,943.5 |
PP |
6,943.0 |
6,936.0 |
S1 |
6,939.0 |
6,928.0 |
|