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 |
15,125.25 |
14,875.75 |
-249.50 |
-1.6% |
14,675.00 |
High |
15,131.50 |
15,074.50 |
-57.00 |
-0.4% |
15,117.25 |
Low |
14,774.25 |
14,866.00 |
91.75 |
0.6% |
14,445.00 |
Close |
14,947.75 |
15,011.50 |
63.75 |
0.4% |
15,098.00 |
Range |
357.25 |
208.50 |
-148.75 |
-41.6% |
672.25 |
ATR |
195.02 |
195.98 |
0.96 |
0.5% |
0.00 |
Volume |
671,793 |
577,186 |
-94,607 |
-14.1% |
2,528,682 |
|
Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,609.50 |
15,519.00 |
15,126.25 |
|
R3 |
15,401.00 |
15,310.50 |
15,068.75 |
|
R2 |
15,192.50 |
15,192.50 |
15,049.75 |
|
R1 |
15,102.00 |
15,102.00 |
15,030.50 |
15,147.25 |
PP |
14,984.00 |
14,984.00 |
14,984.00 |
15,006.50 |
S1 |
14,893.50 |
14,893.50 |
14,992.50 |
14,938.75 |
S2 |
14,775.50 |
14,775.50 |
14,973.25 |
|
S3 |
14,567.00 |
14,685.00 |
14,954.25 |
|
S4 |
14,358.50 |
14,476.50 |
14,896.75 |
|
|
Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,903.50 |
16,673.00 |
15,467.75 |
|
R3 |
16,231.25 |
16,000.75 |
15,282.75 |
|
R2 |
15,559.00 |
15,559.00 |
15,221.25 |
|
R1 |
15,328.50 |
15,328.50 |
15,159.50 |
15,443.75 |
PP |
14,886.75 |
14,886.75 |
14,886.75 |
14,944.50 |
S1 |
14,656.25 |
14,656.25 |
15,036.50 |
14,771.50 |
S2 |
14,214.50 |
14,214.50 |
14,974.75 |
|
S3 |
13,542.25 |
13,984.00 |
14,913.25 |
|
S4 |
12,870.00 |
13,311.75 |
14,728.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,134.00 |
14,774.25 |
359.75 |
2.4% |
200.00 |
1.3% |
66% |
False |
False |
503,036 |
10 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
214.25 |
1.4% |
82% |
False |
False |
534,297 |
20 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
191.25 |
1.3% |
82% |
False |
False |
500,466 |
40 |
15,134.00 |
13,451.25 |
1,682.75 |
11.2% |
184.25 |
1.2% |
93% |
False |
False |
394,035 |
60 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
207.50 |
1.4% |
95% |
False |
False |
263,090 |
80 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
200.50 |
1.3% |
95% |
False |
False |
197,465 |
100 |
15,134.00 |
12,272.50 |
2,861.50 |
19.1% |
221.25 |
1.5% |
96% |
False |
False |
158,043 |
120 |
15,134.00 |
12,195.25 |
2,938.75 |
19.6% |
232.00 |
1.5% |
96% |
False |
False |
131,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,960.50 |
2.618 |
15,620.25 |
1.618 |
15,411.75 |
1.000 |
15,283.00 |
0.618 |
15,203.25 |
HIGH |
15,074.50 |
0.618 |
14,994.75 |
0.500 |
14,970.25 |
0.382 |
14,945.75 |
LOW |
14,866.00 |
0.618 |
14,737.25 |
1.000 |
14,657.50 |
1.618 |
14,528.75 |
2.618 |
14,320.25 |
4.250 |
13,980.00 |
|
|
Fisher Pivots for day following 28-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
14,997.75 |
14,992.50 |
PP |
14,984.00 |
14,973.25 |
S1 |
14,970.25 |
14,954.00 |
|