| 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 |
439.91 |
439.68 |
-0.23 |
-0.1% |
426.19 |
| High |
439.94 |
440.30 |
0.36 |
0.1% |
440.30 |
| Low |
435.99 |
437.31 |
1.32 |
0.3% |
421.97 |
| Close |
439.01 |
438.83 |
-0.18 |
0.0% |
439.94 |
| Range |
3.95 |
2.99 |
-0.96 |
-24.3% |
18.33 |
| ATR |
4.00 |
3.93 |
-0.07 |
-1.8% |
0.00 |
| Volume |
67,397,104 |
52,472,300 |
-14,924,804 |
-22.1% |
423,964,504 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
447.78 |
446.30 |
440.47 |
|
| R3 |
444.79 |
443.31 |
439.65 |
|
| R2 |
441.80 |
441.80 |
439.38 |
|
| R1 |
440.32 |
440.32 |
439.10 |
439.57 |
| PP |
438.81 |
438.81 |
438.81 |
438.44 |
| S1 |
437.33 |
437.33 |
438.56 |
436.58 |
| S2 |
435.82 |
435.82 |
438.28 |
|
| S3 |
432.83 |
434.34 |
438.01 |
|
| S4 |
429.84 |
431.35 |
437.19 |
|
|
| 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 |
433.69 |
7.34 |
1.7% |
2.85 |
0.6% |
70% |
False |
False |
55,046,720 |
| 10 |
441.03 |
421.97 |
19.06 |
4.3% |
4.29 |
1.0% |
88% |
False |
False |
71,855,390 |
| 20 |
441.03 |
421.97 |
19.06 |
4.3% |
3.72 |
0.8% |
88% |
False |
False |
68,527,245 |
| 40 |
441.03 |
414.70 |
26.33 |
6.0% |
3.18 |
0.7% |
92% |
False |
False |
63,341,297 |
| 60 |
441.03 |
404.00 |
37.03 |
8.4% |
3.49 |
0.8% |
94% |
False |
False |
67,784,958 |
| 80 |
441.03 |
404.00 |
37.03 |
8.4% |
3.34 |
0.8% |
94% |
False |
False |
67,575,380 |
| 100 |
441.03 |
381.42 |
59.61 |
13.6% |
3.56 |
0.8% |
96% |
False |
False |
73,589,214 |
| 120 |
441.03 |
371.88 |
69.15 |
15.8% |
3.90 |
0.9% |
97% |
False |
False |
75,564,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
453.01 |
|
2.618 |
448.13 |
|
1.618 |
445.14 |
|
1.000 |
443.29 |
|
0.618 |
442.15 |
|
HIGH |
440.30 |
|
0.618 |
439.16 |
|
0.500 |
438.81 |
|
0.382 |
438.45 |
|
LOW |
437.31 |
|
0.618 |
435.46 |
|
1.000 |
434.32 |
|
1.618 |
432.47 |
|
2.618 |
429.48 |
|
4.250 |
424.60 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
438.82 |
438.72 |
| PP |
438.81 |
438.62 |
| S1 |
438.81 |
438.51 |
|