| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,183.5 |
2,223.6 |
40.1 |
1.8% |
2,156.2 |
| High |
2,237.6 |
2,255.7 |
18.1 |
0.8% |
2,240.8 |
| Low |
2,179.8 |
2,215.7 |
35.9 |
1.6% |
2,100.1 |
| Close |
2,220.7 |
2,237.5 |
16.8 |
0.8% |
2,205.1 |
| Range |
57.8 |
40.0 |
-17.8 |
-30.8% |
140.7 |
| ATR |
49.3 |
48.6 |
-0.7 |
-1.3% |
0.0 |
| Volume |
182,158 |
157,895 |
-24,263 |
-13.3% |
1,094,195 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.3 |
2,336.9 |
2,259.5 |
|
| R3 |
2,316.3 |
2,296.9 |
2,248.5 |
|
| R2 |
2,276.3 |
2,276.3 |
2,244.8 |
|
| R1 |
2,256.9 |
2,256.9 |
2,241.2 |
2,266.6 |
| PP |
2,236.3 |
2,236.3 |
2,236.3 |
2,241.2 |
| S1 |
2,216.9 |
2,216.9 |
2,233.8 |
2,226.6 |
| S2 |
2,196.3 |
2,196.3 |
2,230.2 |
|
| S3 |
2,156.3 |
2,176.9 |
2,226.5 |
|
| S4 |
2,116.3 |
2,136.9 |
2,215.5 |
|
|
| 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 |
2,255.7 |
2,164.1 |
91.6 |
4.1% |
47.5 |
2.1% |
80% |
True |
False |
165,983 |
| 10 |
2,255.7 |
2,100.1 |
155.6 |
7.0% |
54.0 |
2.4% |
88% |
True |
False |
195,698 |
| 20 |
2,335.9 |
2,100.1 |
235.8 |
10.5% |
50.9 |
2.3% |
58% |
False |
False |
178,725 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
44.9 |
2.0% |
56% |
False |
False |
150,675 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
45.1 |
2.0% |
56% |
False |
False |
100,551 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
43.5 |
1.9% |
56% |
False |
False |
75,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.7 |
|
2.618 |
2,360.4 |
|
1.618 |
2,320.4 |
|
1.000 |
2,295.7 |
|
0.618 |
2,280.4 |
|
HIGH |
2,255.7 |
|
0.618 |
2,240.4 |
|
0.500 |
2,235.7 |
|
0.382 |
2,231.0 |
|
LOW |
2,215.7 |
|
0.618 |
2,191.0 |
|
1.000 |
2,175.7 |
|
1.618 |
2,151.0 |
|
2.618 |
2,111.0 |
|
4.250 |
2,045.7 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.9 |
2,228.3 |
| PP |
2,236.3 |
2,219.1 |
| S1 |
2,235.7 |
2,209.9 |
|