| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,312.4810 |
2,422.1980 |
109.7170 |
4.7% |
2,039.9830 |
| High |
2,446.9420 |
2,695.1800 |
248.2380 |
10.1% |
2,446.9420 |
| Low |
2,304.5840 |
2,419.9240 |
115.3400 |
5.0% |
2,037.5830 |
| Close |
2,422.0910 |
2,597.1640 |
175.0730 |
7.2% |
2,422.0910 |
| Range |
142.3580 |
275.2560 |
132.8980 |
93.4% |
409.3590 |
| ATR |
184.6183 |
191.0925 |
6.4741 |
3.5% |
0.0000 |
| Volume |
961,959 |
1,427,788 |
465,829 |
48.4% |
6,280,146 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.5240 |
3,272.1000 |
2,748.5548 |
|
| R3 |
3,121.2680 |
2,996.8440 |
2,672.8594 |
|
| R2 |
2,846.0120 |
2,846.0120 |
2,647.6276 |
|
| R1 |
2,721.5880 |
2,721.5880 |
2,622.3958 |
2,783.8000 |
| PP |
2,570.7560 |
2,570.7560 |
2,570.7560 |
2,601.8620 |
| S1 |
2,446.3320 |
2,446.3320 |
2,571.9322 |
2,508.5440 |
| S2 |
2,295.5000 |
2,295.5000 |
2,546.7004 |
|
| S3 |
2,020.2440 |
2,171.0760 |
2,521.4686 |
|
| S4 |
1,744.9880 |
1,895.8200 |
2,445.7732 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,530.2823 |
3,385.5457 |
2,647.2385 |
|
| R3 |
3,120.9233 |
2,976.1867 |
2,534.6647 |
|
| R2 |
2,711.5643 |
2,711.5643 |
2,497.1402 |
|
| R1 |
2,566.8277 |
2,566.8277 |
2,459.6156 |
2,639.1960 |
| PP |
2,302.2053 |
2,302.2053 |
2,302.2053 |
2,338.3895 |
| S1 |
2,157.4687 |
2,157.4687 |
2,384.5664 |
2,229.8370 |
| S2 |
1,892.8463 |
1,892.8463 |
2,347.0419 |
|
| S3 |
1,483.4873 |
1,748.1097 |
2,309.5173 |
|
| S4 |
1,074.1283 |
1,338.7507 |
2,196.9436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,695.1800 |
2,154.0200 |
541.1600 |
20.8% |
149.7792 |
5.8% |
82% |
True |
False |
1,246,693 |
| 10 |
2,695.1800 |
1,721.5890 |
973.5910 |
37.5% |
171.0348 |
6.6% |
90% |
True |
False |
1,280,883 |
| 20 |
2,695.1800 |
1,721.5890 |
973.5910 |
37.5% |
162.6587 |
6.3% |
90% |
True |
False |
1,201,383 |
| 40 |
2,843.2850 |
1,709.6900 |
1,133.5950 |
43.6% |
195.4875 |
7.5% |
78% |
False |
False |
1,301,314 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
102.5% |
307.0193 |
11.8% |
33% |
False |
False |
1,323,867 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
102.5% |
292.5167 |
11.3% |
33% |
False |
False |
1,219,343 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
108.6% |
258.8937 |
10.0% |
37% |
False |
False |
1,098,900 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
118.4% |
245.2757 |
9.4% |
42% |
False |
False |
1,071,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,865.0180 |
|
2.618 |
3,415.8002 |
|
1.618 |
3,140.5442 |
|
1.000 |
2,970.4360 |
|
0.618 |
2,865.2882 |
|
HIGH |
2,695.1800 |
|
0.618 |
2,590.0322 |
|
0.500 |
2,557.5520 |
|
0.382 |
2,525.0718 |
|
LOW |
2,419.9240 |
|
0.618 |
2,249.8158 |
|
1.000 |
2,144.6680 |
|
1.618 |
1,974.5598 |
|
2.618 |
1,699.3038 |
|
4.250 |
1,250.0860 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.9600 |
2,558.8127 |
| PP |
2,570.7560 |
2,520.4613 |
| S1 |
2,557.5520 |
2,482.1100 |
|