| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,597.1650 |
2,486.2170 |
-110.9480 |
-4.3% |
2,039.9830 |
| High |
2,637.5330 |
2,726.1230 |
88.5900 |
3.4% |
2,446.9420 |
| Low |
2,448.9630 |
2,461.2590 |
12.2960 |
0.5% |
2,037.5830 |
| Close |
2,487.2370 |
2,710.3070 |
223.0700 |
9.0% |
2,422.0910 |
| Range |
188.5700 |
264.8640 |
76.2940 |
40.5% |
409.3590 |
| ATR |
190.9123 |
196.1945 |
5.2823 |
2.8% |
0.0000 |
| Volume |
1,413,595 |
1,239,984 |
-173,611 |
-12.3% |
6,280,146 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,427.1550 |
3,333.5950 |
2,855.9822 |
|
| R3 |
3,162.2910 |
3,068.7310 |
2,783.1446 |
|
| R2 |
2,897.4270 |
2,897.4270 |
2,758.8654 |
|
| R1 |
2,803.8670 |
2,803.8670 |
2,734.5862 |
2,850.6470 |
| PP |
2,632.5630 |
2,632.5630 |
2,632.5630 |
2,655.9530 |
| S1 |
2,539.0030 |
2,539.0030 |
2,686.0278 |
2,585.7830 |
| S2 |
2,367.6990 |
2,367.6990 |
2,661.7486 |
|
| S3 |
2,102.8350 |
2,274.1390 |
2,637.4694 |
|
| S4 |
1,837.9710 |
2,009.2750 |
2,564.6318 |
|
|
| 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 |
2,726.1230 |
2,269.0400 |
457.0830 |
16.9% |
187.8092 |
6.9% |
97% |
True |
False |
1,200,172 |
| 10 |
2,726.1230 |
1,940.9490 |
785.1740 |
29.0% |
178.5845 |
6.6% |
98% |
True |
False |
1,269,659 |
| 20 |
2,726.1230 |
1,721.5890 |
1,004.5340 |
37.1% |
171.3269 |
6.3% |
98% |
True |
False |
1,222,117 |
| 40 |
2,726.1230 |
1,709.6900 |
1,016.4330 |
37.5% |
191.0729 |
7.0% |
98% |
True |
False |
1,304,037 |
| 60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
98.2% |
297.9684 |
11.0% |
38% |
False |
False |
1,335,824 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
98.2% |
295.7023 |
10.9% |
38% |
False |
False |
1,241,214 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
104.1% |
261.0424 |
9.6% |
41% |
False |
False |
1,113,012 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
113.5% |
246.8261 |
9.1% |
46% |
False |
False |
1,079,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,851.7950 |
|
2.618 |
3,419.5370 |
|
1.618 |
3,154.6730 |
|
1.000 |
2,990.9870 |
|
0.618 |
2,889.8090 |
|
HIGH |
2,726.1230 |
|
0.618 |
2,624.9450 |
|
0.500 |
2,593.6910 |
|
0.382 |
2,562.4370 |
|
LOW |
2,461.2590 |
|
0.618 |
2,297.5730 |
|
1.000 |
2,196.3950 |
|
1.618 |
2,032.7090 |
|
2.618 |
1,767.8450 |
|
4.250 |
1,335.5870 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,671.4350 |
2,664.5458 |
| PP |
2,632.5630 |
2,618.7847 |
| S1 |
2,593.6910 |
2,573.0235 |
|