| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
15,083.25 |
15,103.98 |
20.73 |
0.1% |
14,517.96 |
| High |
15,142.35 |
15,104.30 |
-38.05 |
-0.3% |
15,125.84 |
| Low |
15,048.23 |
14,787.80 |
-260.43 |
-1.7% |
14,455.07 |
| Close |
15,125.95 |
14,956.97 |
-168.98 |
-1.1% |
15,111.79 |
| Range |
94.12 |
316.50 |
222.38 |
236.3% |
670.77 |
| ATR |
158.21 |
171.06 |
12.85 |
8.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,899.19 |
15,744.58 |
15,131.05 |
|
| R3 |
15,582.69 |
15,428.08 |
15,044.01 |
|
| R2 |
15,266.19 |
15,266.19 |
15,015.00 |
|
| R1 |
15,111.58 |
15,111.58 |
14,985.98 |
15,030.64 |
| PP |
14,949.69 |
14,949.69 |
14,949.69 |
14,909.22 |
| S1 |
14,795.08 |
14,795.08 |
14,927.96 |
14,714.14 |
| S2 |
14,633.19 |
14,633.19 |
14,898.95 |
|
| S3 |
14,316.69 |
14,478.58 |
14,869.93 |
|
| S4 |
14,000.19 |
14,162.08 |
14,782.90 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,909.88 |
16,681.60 |
15,480.71 |
|
| R3 |
16,239.11 |
16,010.83 |
15,296.25 |
|
| R2 |
15,568.34 |
15,568.34 |
15,234.76 |
|
| R1 |
15,340.06 |
15,340.06 |
15,173.28 |
15,454.20 |
| PP |
14,897.57 |
14,897.57 |
14,897.57 |
14,954.64 |
| S1 |
14,669.29 |
14,669.29 |
15,050.30 |
14,783.43 |
| S2 |
14,226.80 |
14,226.80 |
14,988.82 |
|
| S3 |
13,556.03 |
13,998.52 |
14,927.33 |
|
| S4 |
12,885.26 |
13,327.75 |
14,742.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,142.35 |
14,710.11 |
432.24 |
2.9% |
159.34 |
1.1% |
57% |
False |
False |
|
| 10 |
15,142.35 |
14,455.07 |
687.28 |
4.6% |
170.43 |
1.1% |
73% |
False |
False |
|
| 20 |
15,142.35 |
14,455.07 |
687.28 |
4.6% |
148.69 |
1.0% |
73% |
False |
False |
|
| 40 |
15,142.35 |
13,469.85 |
1,672.50 |
11.2% |
143.29 |
1.0% |
89% |
False |
False |
|
| 60 |
15,142.35 |
12,967.18 |
2,175.17 |
14.5% |
159.11 |
1.1% |
91% |
False |
False |
|
| 80 |
15,142.35 |
12,967.18 |
2,175.17 |
14.5% |
157.19 |
1.1% |
91% |
False |
False |
|
| 100 |
15,142.35 |
12,208.39 |
2,933.96 |
19.6% |
173.26 |
1.2% |
94% |
False |
False |
|
| 120 |
15,142.35 |
12,208.39 |
2,933.96 |
19.6% |
184.85 |
1.2% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,449.43 |
|
2.618 |
15,932.90 |
|
1.618 |
15,616.40 |
|
1.000 |
15,420.80 |
|
0.618 |
15,299.90 |
|
HIGH |
15,104.30 |
|
0.618 |
14,983.40 |
|
0.500 |
14,946.05 |
|
0.382 |
14,908.70 |
|
LOW |
14,787.80 |
|
0.618 |
14,592.20 |
|
1.000 |
14,471.30 |
|
1.618 |
14,275.70 |
|
2.618 |
13,959.20 |
|
4.250 |
13,442.68 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,953.33 |
14,965.08 |
| PP |
14,949.69 |
14,962.37 |
| S1 |
14,946.05 |
14,959.67 |
|