| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
2,223.6 |
2,238.0 |
14.4 |
0.6% |
2,200.5 |
| High |
2,255.7 |
2,252.2 |
-3.5 |
-0.2% |
2,255.7 |
| Low |
2,215.7 |
2,213.4 |
-2.3 |
-0.1% |
2,164.1 |
| Close |
2,237.5 |
2,221.6 |
-15.9 |
-0.7% |
2,221.6 |
| Range |
40.0 |
38.8 |
-1.2 |
-3.0% |
91.6 |
| ATR |
48.6 |
47.9 |
-0.7 |
-1.4% |
0.0 |
| Volume |
157,895 |
174,659 |
16,764 |
10.6% |
848,419 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.5 |
2,322.3 |
2,242.9 |
|
| R3 |
2,306.7 |
2,283.5 |
2,232.3 |
|
| R2 |
2,267.9 |
2,267.9 |
2,228.7 |
|
| R1 |
2,244.7 |
2,244.7 |
2,225.2 |
2,236.9 |
| PP |
2,229.1 |
2,229.1 |
2,229.1 |
2,225.2 |
| S1 |
2,205.9 |
2,205.9 |
2,218.0 |
2,198.1 |
| S2 |
2,190.3 |
2,190.3 |
2,214.5 |
|
| S3 |
2,151.5 |
2,167.1 |
2,210.9 |
|
| S4 |
2,112.7 |
2,128.3 |
2,200.3 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.6 |
2,446.7 |
2,272.0 |
|
| R3 |
2,397.0 |
2,355.1 |
2,246.8 |
|
| R2 |
2,305.4 |
2,305.4 |
2,238.4 |
|
| R1 |
2,263.5 |
2,263.5 |
2,230.0 |
2,284.5 |
| PP |
2,213.8 |
2,213.8 |
2,213.8 |
2,224.3 |
| S1 |
2,171.9 |
2,171.9 |
2,213.2 |
2,192.9 |
| S2 |
2,122.2 |
2,122.2 |
2,204.8 |
|
| S3 |
2,030.6 |
2,080.3 |
2,196.4 |
|
| S4 |
1,939.0 |
1,988.7 |
2,171.2 |
|
|
| 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% |
48.3 |
2.2% |
63% |
False |
False |
169,683 |
| 10 |
2,255.7 |
2,100.1 |
155.6 |
7.0% |
52.3 |
2.4% |
78% |
False |
False |
194,261 |
| 20 |
2,335.9 |
2,100.1 |
235.8 |
10.6% |
51.7 |
2.3% |
52% |
False |
False |
180,639 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
44.7 |
2.0% |
49% |
False |
False |
155,031 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
45.2 |
2.0% |
49% |
False |
False |
103,459 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.4 |
2.0% |
49% |
False |
False |
77,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,417.1 |
|
2.618 |
2,353.8 |
|
1.618 |
2,315.0 |
|
1.000 |
2,291.0 |
|
0.618 |
2,276.2 |
|
HIGH |
2,252.2 |
|
0.618 |
2,237.4 |
|
0.500 |
2,232.8 |
|
0.382 |
2,228.2 |
|
LOW |
2,213.4 |
|
0.618 |
2,189.4 |
|
1.000 |
2,174.6 |
|
1.618 |
2,150.6 |
|
2.618 |
2,111.8 |
|
4.250 |
2,048.5 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.8 |
2,220.3 |
| PP |
2,229.1 |
2,219.0 |
| S1 |
2,225.3 |
2,217.8 |
|