| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
34,855.11 |
35,055.86 |
200.75 |
0.6% |
34,528.48 |
| High |
35,095.33 |
35,150.37 |
55.04 |
0.2% |
35,095.33 |
| Low |
34,855.11 |
34,950.19 |
95.08 |
0.3% |
33,741.76 |
| Close |
35,061.55 |
35,144.31 |
82.76 |
0.2% |
35,061.55 |
| Range |
240.22 |
200.18 |
-40.04 |
-16.7% |
1,353.57 |
| ATR |
356.33 |
345.18 |
-11.15 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,682.16 |
35,613.42 |
35,254.41 |
|
| R3 |
35,481.98 |
35,413.24 |
35,199.36 |
|
| R2 |
35,281.80 |
35,281.80 |
35,181.01 |
|
| R1 |
35,213.06 |
35,213.06 |
35,162.66 |
35,247.43 |
| PP |
35,081.62 |
35,081.62 |
35,081.62 |
35,098.81 |
| S1 |
35,012.88 |
35,012.88 |
35,125.96 |
35,047.25 |
| S2 |
34,881.44 |
34,881.44 |
35,107.61 |
|
| S3 |
34,681.26 |
34,812.70 |
35,089.26 |
|
| S4 |
34,481.08 |
34,612.52 |
35,034.21 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,693.59 |
38,231.14 |
35,806.01 |
|
| R3 |
37,340.02 |
36,877.57 |
35,433.78 |
|
| R2 |
35,986.45 |
35,986.45 |
35,309.70 |
|
| R1 |
35,524.00 |
35,524.00 |
35,185.63 |
35,755.23 |
| PP |
34,632.88 |
34,632.88 |
34,632.88 |
34,748.49 |
| S1 |
34,170.43 |
34,170.43 |
34,937.47 |
34,401.66 |
| S2 |
33,279.31 |
33,279.31 |
34,813.40 |
|
| S3 |
31,925.74 |
32,816.86 |
34,689.32 |
|
| S4 |
30,572.17 |
31,463.29 |
34,317.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,150.37 |
33,981.79 |
1,168.58 |
3.3% |
309.99 |
0.9% |
99% |
True |
False |
|
| 10 |
35,150.37 |
33,741.76 |
1,408.61 |
4.0% |
339.06 |
1.0% |
100% |
True |
False |
|
| 20 |
35,150.37 |
33,741.76 |
1,408.61 |
4.0% |
319.01 |
0.9% |
100% |
True |
False |
|
| 40 |
35,150.37 |
33,271.93 |
1,878.44 |
5.3% |
297.82 |
0.8% |
100% |
True |
False |
|
| 60 |
35,150.37 |
33,271.93 |
1,878.44 |
5.3% |
313.24 |
0.9% |
100% |
True |
False |
|
| 80 |
35,150.37 |
32,985.35 |
2,165.02 |
6.2% |
298.12 |
0.8% |
100% |
True |
False |
|
| 100 |
35,150.37 |
30,547.53 |
4,602.84 |
13.1% |
319.17 |
0.9% |
100% |
True |
False |
|
| 120 |
35,150.37 |
30,521.31 |
4,629.06 |
13.2% |
320.79 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,001.14 |
|
2.618 |
35,674.44 |
|
1.618 |
35,474.26 |
|
1.000 |
35,350.55 |
|
0.618 |
35,274.08 |
|
HIGH |
35,150.37 |
|
0.618 |
35,073.90 |
|
0.500 |
35,050.28 |
|
0.382 |
35,026.66 |
|
LOW |
34,950.19 |
|
0.618 |
34,826.48 |
|
1.000 |
34,750.01 |
|
1.618 |
34,626.30 |
|
2.618 |
34,426.12 |
|
4.250 |
34,099.43 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
35,112.97 |
35,066.77 |
| PP |
35,081.62 |
34,989.24 |
| S1 |
35,050.28 |
34,911.70 |
|