| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,136.1 |
2,191.5 |
55.4 |
2.6% |
2,275.4 |
| High |
2,202.4 |
2,235.0 |
32.6 |
1.5% |
2,283.4 |
| Low |
2,122.0 |
2,184.8 |
62.8 |
3.0% |
2,154.8 |
| Close |
2,192.0 |
2,231.3 |
39.3 |
1.8% |
2,158.9 |
| Range |
80.4 |
50.2 |
-30.2 |
-37.6% |
128.6 |
| ATR |
48.5 |
48.6 |
0.1 |
0.2% |
0.0 |
| Volume |
252,823 |
187,298 |
-65,525 |
-25.9% |
853,764 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.6 |
2,349.7 |
2,258.9 |
|
| R3 |
2,317.4 |
2,299.5 |
2,245.1 |
|
| R2 |
2,267.2 |
2,267.2 |
2,240.5 |
|
| R1 |
2,249.3 |
2,249.3 |
2,235.9 |
2,258.3 |
| PP |
2,217.0 |
2,217.0 |
2,217.0 |
2,221.5 |
| S1 |
2,199.1 |
2,199.1 |
2,226.7 |
2,208.1 |
| S2 |
2,166.8 |
2,166.8 |
2,222.1 |
|
| S3 |
2,116.6 |
2,148.9 |
2,217.5 |
|
| S4 |
2,066.4 |
2,098.7 |
2,203.7 |
|
|
| 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 |
2,235.0 |
2,100.1 |
134.9 |
6.0% |
58.0 |
2.6% |
97% |
True |
False |
232,723 |
| 10 |
2,283.4 |
2,100.1 |
183.3 |
8.2% |
55.4 |
2.5% |
72% |
False |
False |
196,991 |
| 20 |
2,346.7 |
2,100.1 |
246.6 |
11.1% |
45.5 |
2.0% |
53% |
False |
False |
166,667 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.7 |
1.9% |
53% |
False |
False |
125,289 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.5 |
2.0% |
53% |
False |
False |
83,598 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.5 |
1.9% |
53% |
False |
False |
62,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.4 |
|
2.618 |
2,366.4 |
|
1.618 |
2,316.2 |
|
1.000 |
2,285.2 |
|
0.618 |
2,266.0 |
|
HIGH |
2,235.0 |
|
0.618 |
2,215.8 |
|
0.500 |
2,209.9 |
|
0.382 |
2,204.0 |
|
LOW |
2,184.8 |
|
0.618 |
2,153.8 |
|
1.000 |
2,134.6 |
|
1.618 |
2,103.6 |
|
2.618 |
2,053.4 |
|
4.250 |
1,971.5 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.2 |
2,210.1 |
| PP |
2,217.0 |
2,188.8 |
| S1 |
2,209.9 |
2,167.6 |
|