| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,185.0 |
2,156.2 |
-28.8 |
-1.3% |
2,275.4 |
| High |
2,211.3 |
2,161.2 |
-50.1 |
-2.3% |
2,283.4 |
| Low |
2,154.8 |
2,100.1 |
-54.7 |
-2.5% |
2,154.8 |
| Close |
2,158.9 |
2,126.9 |
-32.0 |
-1.5% |
2,158.9 |
| Range |
56.5 |
61.1 |
4.6 |
8.1% |
128.6 |
| ATR |
44.9 |
46.1 |
1.2 |
2.6% |
0.0 |
| Volume |
189,033 |
310,075 |
121,042 |
64.0% |
853,764 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,312.7 |
2,280.9 |
2,160.5 |
|
| R3 |
2,251.6 |
2,219.8 |
2,143.7 |
|
| R2 |
2,190.5 |
2,190.5 |
2,138.1 |
|
| R1 |
2,158.7 |
2,158.7 |
2,132.5 |
2,144.1 |
| PP |
2,129.4 |
2,129.4 |
2,129.4 |
2,122.1 |
| S1 |
2,097.6 |
2,097.6 |
2,121.3 |
2,083.0 |
| S2 |
2,068.3 |
2,068.3 |
2,115.7 |
|
| S3 |
2,007.2 |
2,036.5 |
2,110.1 |
|
| S4 |
1,946.1 |
1,975.4 |
2,093.3 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.8 |
2,500.5 |
2,229.6 |
|
| R3 |
2,456.2 |
2,371.9 |
2,194.3 |
|
| R2 |
2,327.6 |
2,327.6 |
2,182.5 |
|
| R1 |
2,243.3 |
2,243.3 |
2,170.7 |
2,221.2 |
| PP |
2,199.0 |
2,199.0 |
2,199.0 |
2,188.0 |
| S1 |
2,114.7 |
2,114.7 |
2,147.1 |
2,092.6 |
| S2 |
2,070.4 |
2,070.4 |
2,135.3 |
|
| S3 |
1,941.8 |
1,986.1 |
2,123.5 |
|
| S4 |
1,813.2 |
1,857.5 |
2,088.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,278.4 |
2,100.1 |
178.3 |
8.4% |
52.7 |
2.5% |
15% |
False |
True |
210,284 |
| 10 |
2,311.8 |
2,100.1 |
211.7 |
10.0% |
53.4 |
2.5% |
13% |
False |
True |
184,837 |
| 20 |
2,346.7 |
2,100.1 |
246.6 |
11.6% |
44.9 |
2.1% |
11% |
False |
True |
159,390 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.6% |
41.1 |
1.9% |
11% |
False |
True |
114,299 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.6% |
42.5 |
2.0% |
11% |
False |
True |
76,264 |
| 80 |
2,346.9 |
2,088.9 |
258.0 |
12.1% |
43.7 |
2.1% |
15% |
False |
False |
57,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,420.9 |
|
2.618 |
2,321.2 |
|
1.618 |
2,260.1 |
|
1.000 |
2,222.3 |
|
0.618 |
2,199.0 |
|
HIGH |
2,161.2 |
|
0.618 |
2,137.9 |
|
0.500 |
2,130.7 |
|
0.382 |
2,123.4 |
|
LOW |
2,100.1 |
|
0.618 |
2,062.3 |
|
1.000 |
2,039.0 |
|
1.618 |
2,001.2 |
|
2.618 |
1,940.1 |
|
4.250 |
1,840.4 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,130.7 |
2,155.7 |
| PP |
2,129.4 |
2,146.1 |
| S1 |
2,128.2 |
2,136.5 |
|