| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,212.5 |
2,183.5 |
-29.0 |
-1.3% |
2,156.2 |
| High |
2,213.1 |
2,237.6 |
24.5 |
1.1% |
2,240.8 |
| Low |
2,164.1 |
2,179.8 |
15.7 |
0.7% |
2,100.1 |
| Close |
2,186.7 |
2,220.7 |
34.0 |
1.6% |
2,205.1 |
| Range |
49.0 |
57.8 |
8.8 |
18.0% |
140.7 |
| ATR |
48.6 |
49.3 |
0.7 |
1.3% |
0.0 |
| Volume |
185,690 |
182,158 |
-3,532 |
-1.9% |
1,094,195 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.1 |
2,361.2 |
2,252.5 |
|
| R3 |
2,328.3 |
2,303.4 |
2,236.6 |
|
| R2 |
2,270.5 |
2,270.5 |
2,231.3 |
|
| R1 |
2,245.6 |
2,245.6 |
2,226.0 |
2,258.1 |
| PP |
2,212.7 |
2,212.7 |
2,212.7 |
2,218.9 |
| S1 |
2,187.8 |
2,187.8 |
2,215.4 |
2,200.3 |
| S2 |
2,154.9 |
2,154.9 |
2,210.1 |
|
| S3 |
2,097.1 |
2,130.0 |
2,204.8 |
|
| S4 |
2,039.3 |
2,072.2 |
2,188.9 |
|
|
| 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% |
50.4 |
2.3% |
74% |
False |
False |
171,972 |
| 10 |
2,240.8 |
2,100.1 |
140.7 |
6.3% |
54.2 |
2.4% |
86% |
False |
False |
202,347 |
| 20 |
2,335.9 |
2,100.1 |
235.8 |
10.6% |
50.4 |
2.3% |
51% |
False |
False |
177,571 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
44.5 |
2.0% |
49% |
False |
False |
146,740 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
45.2 |
2.0% |
49% |
False |
False |
97,922 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.4 |
2.0% |
49% |
False |
False |
73,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.3 |
|
2.618 |
2,388.9 |
|
1.618 |
2,331.1 |
|
1.000 |
2,295.4 |
|
0.618 |
2,273.3 |
|
HIGH |
2,237.6 |
|
0.618 |
2,215.5 |
|
0.500 |
2,208.7 |
|
0.382 |
2,201.9 |
|
LOW |
2,179.8 |
|
0.618 |
2,144.1 |
|
1.000 |
2,122.0 |
|
1.618 |
2,086.3 |
|
2.618 |
2,028.5 |
|
4.250 |
1,934.2 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,216.7 |
2,214.1 |
| PP |
2,212.7 |
2,207.5 |
| S1 |
2,208.7 |
2,200.9 |
|