| 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 |
6,961.5 |
6,957.0 |
-4.5 |
-0.1% |
6,900.0 |
| High |
6,968.5 |
6,964.0 |
-4.5 |
-0.1% |
6,971.5 |
| Low |
6,909.0 |
6,857.0 |
-52.0 |
-0.8% |
6,735.5 |
| Close |
6,951.5 |
6,927.0 |
-24.5 |
-0.4% |
6,961.5 |
| Range |
59.5 |
107.0 |
47.5 |
79.8% |
236.0 |
| ATR |
87.4 |
88.8 |
1.4 |
1.6% |
0.0 |
| Volume |
66,164 |
90,959 |
24,795 |
37.5% |
573,782 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,237.0 |
7,189.0 |
6,986.0 |
|
| R3 |
7,130.0 |
7,082.0 |
6,956.5 |
|
| R2 |
7,023.0 |
7,023.0 |
6,946.5 |
|
| R1 |
6,975.0 |
6,975.0 |
6,937.0 |
6,945.5 |
| PP |
6,916.0 |
6,916.0 |
6,916.0 |
6,901.0 |
| S1 |
6,868.0 |
6,868.0 |
6,917.0 |
6,838.5 |
| S2 |
6,809.0 |
6,809.0 |
6,907.5 |
|
| S3 |
6,702.0 |
6,761.0 |
6,897.5 |
|
| S4 |
6,595.0 |
6,654.0 |
6,868.0 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,597.5 |
7,515.5 |
7,091.5 |
|
| R3 |
7,361.5 |
7,279.5 |
7,026.5 |
|
| R2 |
7,125.5 |
7,125.5 |
7,005.0 |
|
| R1 |
7,043.5 |
7,043.5 |
6,983.0 |
7,084.5 |
| PP |
6,889.5 |
6,889.5 |
6,889.5 |
6,910.0 |
| S1 |
6,807.5 |
6,807.5 |
6,940.0 |
6,848.5 |
| S2 |
6,653.5 |
6,653.5 |
6,918.0 |
|
| S3 |
6,417.5 |
6,571.5 |
6,896.5 |
|
| S4 |
6,181.5 |
6,335.5 |
6,831.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,971.5 |
6,807.5 |
164.0 |
2.4% |
87.5 |
1.3% |
73% |
False |
False |
83,668 |
| 10 |
7,062.0 |
6,735.5 |
326.5 |
4.7% |
97.0 |
1.4% |
59% |
False |
False |
103,732 |
| 20 |
7,102.5 |
6,735.5 |
367.0 |
5.3% |
92.0 |
1.3% |
52% |
False |
False |
96,099 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
5.9% |
78.5 |
1.1% |
47% |
False |
False |
92,162 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.9% |
70.0 |
1.0% |
47% |
False |
False |
61,604 |
| 80 |
7,143.0 |
6,628.0 |
515.0 |
7.4% |
58.0 |
0.8% |
58% |
False |
False |
46,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,419.0 |
|
2.618 |
7,244.0 |
|
1.618 |
7,137.0 |
|
1.000 |
7,071.0 |
|
0.618 |
7,030.0 |
|
HIGH |
6,964.0 |
|
0.618 |
6,923.0 |
|
0.500 |
6,910.5 |
|
0.382 |
6,898.0 |
|
LOW |
6,857.0 |
|
0.618 |
6,791.0 |
|
1.000 |
6,750.0 |
|
1.618 |
6,684.0 |
|
2.618 |
6,577.0 |
|
4.250 |
6,402.0 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,921.5 |
6,923.0 |
| PP |
6,916.0 |
6,918.5 |
| S1 |
6,910.5 |
6,914.0 |
|