| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,422.1980 |
2,597.1650 |
174.9670 |
7.2% |
2,039.9830 |
| High |
2,695.1800 |
2,637.5330 |
-57.6470 |
-2.1% |
2,446.9420 |
| Low |
2,419.9240 |
2,448.9630 |
29.0390 |
1.2% |
2,037.5830 |
| Close |
2,597.1640 |
2,487.2370 |
-109.9270 |
-4.2% |
2,422.0910 |
| Range |
275.2560 |
188.5700 |
-86.6860 |
-31.5% |
409.3590 |
| ATR |
191.0925 |
190.9123 |
-0.1802 |
-0.1% |
0.0000 |
| Volume |
1,427,788 |
1,413,595 |
-14,193 |
-1.0% |
6,280,146 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.2877 |
2,977.3323 |
2,590.9505 |
|
| R3 |
2,901.7177 |
2,788.7623 |
2,539.0938 |
|
| R2 |
2,713.1477 |
2,713.1477 |
2,521.8082 |
|
| R1 |
2,600.1923 |
2,600.1923 |
2,504.5226 |
2,562.3850 |
| PP |
2,524.5777 |
2,524.5777 |
2,524.5777 |
2,505.6740 |
| S1 |
2,411.6223 |
2,411.6223 |
2,469.9514 |
2,373.8150 |
| S2 |
2,336.0077 |
2,336.0077 |
2,452.6658 |
|
| S3 |
2,147.4377 |
2,223.0523 |
2,435.3803 |
|
| S4 |
1,958.8677 |
2,034.4823 |
2,383.5235 |
|
|
| 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 |
2,242.8360 |
452.3440 |
18.2% |
154.7972 |
6.2% |
54% |
False |
False |
1,201,569 |
| 10 |
2,695.1800 |
1,758.8740 |
936.3060 |
37.6% |
178.1266 |
7.2% |
78% |
False |
False |
1,281,516 |
| 20 |
2,695.1800 |
1,721.5890 |
973.5910 |
39.1% |
164.5018 |
6.6% |
79% |
False |
False |
1,240,550 |
| 40 |
2,695.1800 |
1,709.6900 |
985.4900 |
39.6% |
193.0294 |
7.8% |
79% |
False |
False |
1,308,126 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
107.0% |
306.4036 |
12.3% |
29% |
False |
False |
1,335,647 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
107.0% |
294.1792 |
11.8% |
29% |
False |
False |
1,231,231 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
113.4% |
259.6327 |
10.4% |
33% |
False |
False |
1,106,765 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
123.7% |
245.5508 |
9.9% |
39% |
False |
False |
1,074,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,438.9555 |
|
2.618 |
3,131.2093 |
|
1.618 |
2,942.6393 |
|
1.000 |
2,826.1030 |
|
0.618 |
2,754.0693 |
|
HIGH |
2,637.5330 |
|
0.618 |
2,565.4993 |
|
0.500 |
2,543.2480 |
|
0.382 |
2,520.9967 |
|
LOW |
2,448.9630 |
|
0.618 |
2,332.4267 |
|
1.000 |
2,260.3930 |
|
1.618 |
2,143.8567 |
|
2.618 |
1,955.2867 |
|
4.250 |
1,647.5405 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,543.2480 |
2,499.8820 |
| PP |
2,524.5777 |
2,495.6670 |
| S1 |
2,505.9073 |
2,491.4520 |
|