| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,156.2 |
2,136.1 |
-20.1 |
-0.9% |
2,275.4 |
| High |
2,161.2 |
2,202.4 |
41.2 |
1.9% |
2,283.4 |
| Low |
2,100.1 |
2,122.0 |
21.9 |
1.0% |
2,154.8 |
| Close |
2,126.9 |
2,192.0 |
65.1 |
3.1% |
2,158.9 |
| Range |
61.1 |
80.4 |
19.3 |
31.6% |
128.6 |
| ATR |
46.1 |
48.5 |
2.5 |
5.3% |
0.0 |
| Volume |
310,075 |
252,823 |
-57,252 |
-18.5% |
853,764 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.3 |
2,383.1 |
2,236.2 |
|
| R3 |
2,332.9 |
2,302.7 |
2,214.1 |
|
| R2 |
2,252.5 |
2,252.5 |
2,206.7 |
|
| R1 |
2,222.3 |
2,222.3 |
2,199.4 |
2,237.4 |
| PP |
2,172.1 |
2,172.1 |
2,172.1 |
2,179.7 |
| S1 |
2,141.9 |
2,141.9 |
2,184.6 |
2,157.0 |
| S2 |
2,091.7 |
2,091.7 |
2,177.3 |
|
| S3 |
2,011.3 |
2,061.5 |
2,169.9 |
|
| S4 |
1,930.9 |
1,981.1 |
2,147.8 |
|
|
| 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 |
2,254.9 |
2,100.1 |
154.8 |
7.1% |
59.7 |
2.7% |
59% |
False |
False |
230,643 |
| 10 |
2,283.4 |
2,100.1 |
183.3 |
8.4% |
55.3 |
2.5% |
50% |
False |
False |
194,676 |
| 20 |
2,346.7 |
2,100.1 |
246.6 |
11.3% |
44.9 |
2.0% |
37% |
False |
False |
163,540 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
42.3 |
1.9% |
37% |
False |
False |
120,613 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
43.2 |
2.0% |
37% |
False |
False |
80,477 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
43.5 |
2.0% |
37% |
False |
False |
60,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.1 |
|
2.618 |
2,412.9 |
|
1.618 |
2,332.5 |
|
1.000 |
2,282.8 |
|
0.618 |
2,252.1 |
|
HIGH |
2,202.4 |
|
0.618 |
2,171.7 |
|
0.500 |
2,162.2 |
|
0.382 |
2,152.7 |
|
LOW |
2,122.0 |
|
0.618 |
2,072.3 |
|
1.000 |
2,041.6 |
|
1.618 |
1,991.9 |
|
2.618 |
1,911.5 |
|
4.250 |
1,780.3 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.1 |
2,179.9 |
| PP |
2,172.1 |
2,167.8 |
| S1 |
2,162.2 |
2,155.7 |
|