| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,234.4 |
2,203.3 |
-31.1 |
-1.4% |
2,156.2 |
| High |
2,240.8 |
2,214.1 |
-26.7 |
-1.2% |
2,240.8 |
| Low |
2,186.0 |
2,179.3 |
-6.7 |
-0.3% |
2,100.1 |
| Close |
2,194.8 |
2,205.1 |
10.3 |
0.5% |
2,205.1 |
| Range |
54.8 |
34.8 |
-20.0 |
-36.5% |
140.7 |
| ATR |
49.1 |
48.1 |
-1.0 |
-2.1% |
0.0 |
| Volume |
187,841 |
156,158 |
-31,683 |
-16.9% |
1,094,195 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.9 |
2,289.3 |
2,224.2 |
|
| R3 |
2,269.1 |
2,254.5 |
2,214.7 |
|
| R2 |
2,234.3 |
2,234.3 |
2,211.5 |
|
| R1 |
2,219.7 |
2,219.7 |
2,208.3 |
2,227.0 |
| PP |
2,199.5 |
2,199.5 |
2,199.5 |
2,203.2 |
| S1 |
2,184.9 |
2,184.9 |
2,201.9 |
2,192.2 |
| S2 |
2,164.7 |
2,164.7 |
2,198.7 |
|
| S3 |
2,129.9 |
2,150.1 |
2,195.5 |
|
| S4 |
2,095.1 |
2,115.3 |
2,186.0 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,604.1 |
2,545.3 |
2,282.5 |
|
| R3 |
2,463.4 |
2,404.6 |
2,243.8 |
|
| R2 |
2,322.7 |
2,322.7 |
2,230.9 |
|
| R1 |
2,263.9 |
2,263.9 |
2,218.0 |
2,293.3 |
| PP |
2,182.0 |
2,182.0 |
2,182.0 |
2,196.7 |
| S1 |
2,123.2 |
2,123.2 |
2,192.2 |
2,152.6 |
| S2 |
2,041.3 |
2,041.3 |
2,179.3 |
|
| S3 |
1,900.6 |
1,982.5 |
2,166.4 |
|
| S4 |
1,759.9 |
1,841.8 |
2,127.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,240.8 |
2,100.1 |
140.7 |
6.4% |
56.3 |
2.6% |
75% |
False |
False |
218,839 |
| 10 |
2,283.4 |
2,100.1 |
183.3 |
8.3% |
51.4 |
2.3% |
57% |
False |
False |
194,795 |
| 20 |
2,346.7 |
2,100.1 |
246.6 |
11.2% |
46.7 |
2.1% |
43% |
False |
False |
172,192 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
42.9 |
1.9% |
43% |
False |
False |
133,869 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
44.3 |
2.0% |
43% |
False |
False |
89,330 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
43.1 |
2.0% |
43% |
False |
False |
67,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,362.0 |
|
2.618 |
2,305.2 |
|
1.618 |
2,270.4 |
|
1.000 |
2,248.9 |
|
0.618 |
2,235.6 |
|
HIGH |
2,214.1 |
|
0.618 |
2,200.8 |
|
0.500 |
2,196.7 |
|
0.382 |
2,192.6 |
|
LOW |
2,179.3 |
|
0.618 |
2,157.8 |
|
1.000 |
2,144.5 |
|
1.618 |
2,123.0 |
|
2.618 |
2,088.2 |
|
4.250 |
2,031.4 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,202.3 |
2,210.1 |
| PP |
2,199.5 |
2,208.4 |
| S1 |
2,196.7 |
2,206.8 |
|