Trading Metrics calculated at close of trading on 21-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
14,593.75 |
14,729.75 |
136.00 |
0.9% |
14,824.00 |
High |
14,782.50 |
14,839.50 |
57.00 |
0.4% |
14,996.00 |
Low |
14,516.75 |
14,668.25 |
151.50 |
1.0% |
14,656.00 |
Close |
14,722.75 |
14,827.75 |
105.00 |
0.7% |
14,670.50 |
Range |
265.75 |
171.25 |
-94.50 |
-35.6% |
340.00 |
ATR |
193.44 |
191.85 |
-1.58 |
-0.8% |
0.00 |
Volume |
529,359 |
404,345 |
-125,014 |
-23.6% |
2,541,988 |
|
Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,292.25 |
15,231.25 |
14,922.00 |
|
R3 |
15,121.00 |
15,060.00 |
14,874.75 |
|
R2 |
14,949.75 |
14,949.75 |
14,859.25 |
|
R1 |
14,888.75 |
14,888.75 |
14,843.50 |
14,919.25 |
PP |
14,778.50 |
14,778.50 |
14,778.50 |
14,793.75 |
S1 |
14,717.50 |
14,717.50 |
14,812.00 |
14,748.00 |
S2 |
14,607.25 |
14,607.25 |
14,796.25 |
|
S3 |
14,436.00 |
14,546.25 |
14,780.75 |
|
S4 |
14,264.75 |
14,375.00 |
14,733.50 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,794.25 |
15,572.25 |
14,857.50 |
|
R3 |
15,454.25 |
15,232.25 |
14,764.00 |
|
R2 |
15,114.25 |
15,114.25 |
14,732.75 |
|
R1 |
14,892.25 |
14,892.25 |
14,701.75 |
14,833.25 |
PP |
14,774.25 |
14,774.25 |
14,774.25 |
14,744.50 |
S1 |
14,552.25 |
14,552.25 |
14,639.25 |
14,493.25 |
S2 |
14,434.25 |
14,434.25 |
14,608.25 |
|
S3 |
14,094.25 |
14,212.25 |
14,577.00 |
|
S4 |
13,754.25 |
13,872.25 |
14,483.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,962.75 |
14,445.00 |
517.75 |
3.5% |
228.50 |
1.5% |
74% |
False |
False |
565,558 |
10 |
14,996.00 |
14,445.00 |
551.00 |
3.7% |
207.50 |
1.4% |
69% |
False |
False |
525,196 |
20 |
14,996.00 |
14,231.75 |
764.25 |
5.2% |
172.25 |
1.2% |
78% |
False |
False |
469,363 |
40 |
14,996.00 |
13,451.25 |
1,544.75 |
10.4% |
173.50 |
1.2% |
89% |
False |
False |
331,276 |
60 |
14,996.00 |
12,906.00 |
2,090.00 |
14.1% |
204.00 |
1.4% |
92% |
False |
False |
221,231 |
80 |
14,996.00 |
12,769.00 |
2,227.00 |
15.0% |
203.25 |
1.4% |
92% |
False |
False |
166,052 |
100 |
14,996.00 |
12,195.25 |
2,800.75 |
18.9% |
230.25 |
1.6% |
94% |
False |
False |
132,893 |
120 |
14,996.00 |
12,195.25 |
2,800.75 |
18.9% |
234.00 |
1.6% |
94% |
False |
False |
110,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,567.25 |
2.618 |
15,287.75 |
1.618 |
15,116.50 |
1.000 |
15,010.75 |
0.618 |
14,945.25 |
HIGH |
14,839.50 |
0.618 |
14,774.00 |
0.500 |
14,754.00 |
0.382 |
14,733.75 |
LOW |
14,668.25 |
0.618 |
14,562.50 |
1.000 |
14,497.00 |
1.618 |
14,391.25 |
2.618 |
14,220.00 |
4.250 |
13,940.50 |
|
|
Fisher Pivots for day following 21-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,803.00 |
14,766.00 |
PP |
14,778.50 |
14,704.00 |
S1 |
14,754.00 |
14,642.25 |
|