| 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 |
439.31 |
439.91 |
0.60 |
0.1% |
426.19 |
| High |
441.03 |
439.94 |
-1.09 |
-0.2% |
440.30 |
| Low |
439.26 |
435.99 |
-3.27 |
-0.7% |
421.97 |
| Close |
441.02 |
439.01 |
-2.01 |
-0.5% |
439.94 |
| Range |
1.77 |
3.95 |
2.18 |
123.2% |
18.33 |
| ATR |
3.92 |
4.00 |
0.08 |
2.0% |
0.00 |
| Volume |
43,719,100 |
67,397,104 |
23,678,004 |
54.2% |
423,964,504 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
450.16 |
448.54 |
441.18 |
|
| R3 |
446.21 |
444.59 |
440.10 |
|
| R2 |
442.26 |
442.26 |
439.73 |
|
| R1 |
440.64 |
440.64 |
439.37 |
439.48 |
| PP |
438.31 |
438.31 |
438.31 |
437.73 |
| S1 |
436.69 |
436.69 |
438.65 |
435.53 |
| S2 |
434.36 |
434.36 |
438.29 |
|
| S3 |
430.41 |
432.74 |
437.92 |
|
| S4 |
426.46 |
428.79 |
436.84 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
489.06 |
482.83 |
450.02 |
|
| R3 |
470.73 |
464.50 |
444.98 |
|
| R2 |
452.40 |
452.40 |
443.30 |
|
| R1 |
446.17 |
446.17 |
441.62 |
449.29 |
| PP |
434.07 |
434.07 |
434.07 |
435.63 |
| S1 |
427.84 |
427.84 |
438.26 |
430.96 |
| S2 |
415.74 |
415.74 |
436.58 |
|
| S3 |
397.41 |
409.51 |
434.90 |
|
| S4 |
379.08 |
391.18 |
429.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
441.03 |
431.01 |
10.02 |
2.3% |
2.99 |
0.7% |
80% |
False |
False |
57,497,120 |
| 10 |
441.03 |
421.97 |
19.06 |
4.3% |
4.29 |
1.0% |
89% |
False |
False |
73,021,190 |
| 20 |
441.03 |
421.97 |
19.06 |
4.3% |
3.64 |
0.8% |
89% |
False |
False |
67,702,155 |
| 40 |
441.03 |
414.70 |
26.33 |
6.0% |
3.20 |
0.7% |
92% |
False |
False |
63,384,905 |
| 60 |
441.03 |
404.00 |
37.03 |
8.4% |
3.47 |
0.8% |
95% |
False |
False |
68,045,890 |
| 80 |
441.03 |
403.38 |
37.65 |
8.6% |
3.34 |
0.8% |
95% |
False |
False |
68,065,535 |
| 100 |
441.03 |
372.64 |
68.39 |
15.6% |
3.65 |
0.8% |
97% |
False |
False |
74,584,887 |
| 120 |
441.03 |
371.88 |
69.15 |
15.8% |
3.91 |
0.9% |
97% |
False |
False |
75,520,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456.73 |
|
2.618 |
450.28 |
|
1.618 |
446.33 |
|
1.000 |
443.89 |
|
0.618 |
442.38 |
|
HIGH |
439.94 |
|
0.618 |
438.43 |
|
0.500 |
437.97 |
|
0.382 |
437.50 |
|
LOW |
435.99 |
|
0.618 |
433.55 |
|
1.000 |
432.04 |
|
1.618 |
429.60 |
|
2.618 |
425.65 |
|
4.250 |
419.20 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
438.66 |
438.84 |
| PP |
438.31 |
438.68 |
| S1 |
437.97 |
438.51 |
|