| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,200.5 |
2,212.5 |
12.0 |
0.5% |
2,156.2 |
| High |
2,231.8 |
2,213.1 |
-18.7 |
-0.8% |
2,240.8 |
| Low |
2,176.1 |
2,164.1 |
-12.0 |
-0.6% |
2,100.1 |
| Close |
2,213.4 |
2,186.7 |
-26.7 |
-1.2% |
2,205.1 |
| Range |
55.7 |
49.0 |
-6.7 |
-12.0% |
140.7 |
| ATR |
48.6 |
48.6 |
0.1 |
0.1% |
0.0 |
| Volume |
148,017 |
185,690 |
37,673 |
25.5% |
1,094,195 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,335.0 |
2,309.8 |
2,213.7 |
|
| R3 |
2,286.0 |
2,260.8 |
2,200.2 |
|
| R2 |
2,237.0 |
2,237.0 |
2,195.7 |
|
| R1 |
2,211.8 |
2,211.8 |
2,191.2 |
2,199.9 |
| PP |
2,188.0 |
2,188.0 |
2,188.0 |
2,182.0 |
| S1 |
2,162.8 |
2,162.8 |
2,182.2 |
2,150.9 |
| S2 |
2,139.0 |
2,139.0 |
2,177.7 |
|
| S3 |
2,090.0 |
2,113.8 |
2,173.2 |
|
| S4 |
2,041.0 |
2,064.8 |
2,159.8 |
|
|
| 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 |
2,164.1 |
76.7 |
3.5% |
48.9 |
2.2% |
29% |
False |
True |
173,000 |
| 10 |
2,254.9 |
2,100.1 |
154.8 |
7.1% |
54.3 |
2.5% |
56% |
False |
False |
201,822 |
| 20 |
2,335.9 |
2,100.1 |
235.8 |
10.8% |
49.0 |
2.2% |
37% |
False |
False |
173,924 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
44.1 |
2.0% |
35% |
False |
False |
142,199 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
44.7 |
2.0% |
35% |
False |
False |
94,888 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
43.3 |
2.0% |
35% |
False |
False |
71,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,421.4 |
|
2.618 |
2,341.4 |
|
1.618 |
2,292.4 |
|
1.000 |
2,262.1 |
|
0.618 |
2,243.4 |
|
HIGH |
2,213.1 |
|
0.618 |
2,194.4 |
|
0.500 |
2,188.6 |
|
0.382 |
2,182.8 |
|
LOW |
2,164.1 |
|
0.618 |
2,133.8 |
|
1.000 |
2,115.1 |
|
1.618 |
2,084.8 |
|
2.618 |
2,035.8 |
|
4.250 |
1,955.9 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,188.6 |
2,198.0 |
| PP |
2,188.0 |
2,194.2 |
| S1 |
2,187.3 |
2,190.5 |
|