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 |
1,827.77 |
1,813.72 |
-14.05 |
-0.8% |
1,801.68 |
High |
1,830.86 |
1,819.21 |
-11.65 |
-0.6% |
1,832.17 |
Low |
1,810.39 |
1,806.56 |
-3.83 |
-0.2% |
1,793.74 |
Close |
1,813.78 |
1,813.10 |
-0.68 |
0.0% |
1,813.78 |
Range |
20.47 |
12.65 |
-7.82 |
-38.2% |
38.43 |
ATR |
18.71 |
18.28 |
-0.43 |
-2.3% |
0.00 |
Volume |
7,348 |
6,493 |
-855 |
-11.6% |
33,108 |
|
Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.91 |
1,844.65 |
1,820.06 |
|
R3 |
1,838.26 |
1,832.00 |
1,816.58 |
|
R2 |
1,825.61 |
1,825.61 |
1,815.42 |
|
R1 |
1,819.35 |
1,819.35 |
1,814.26 |
1,816.16 |
PP |
1,812.96 |
1,812.96 |
1,812.96 |
1,811.36 |
S1 |
1,806.70 |
1,806.70 |
1,811.94 |
1,803.51 |
S2 |
1,800.31 |
1,800.31 |
1,810.78 |
|
S3 |
1,787.66 |
1,794.05 |
1,809.62 |
|
S4 |
1,775.01 |
1,781.40 |
1,806.14 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.52 |
1,909.58 |
1,834.92 |
|
R3 |
1,890.09 |
1,871.15 |
1,824.35 |
|
R2 |
1,851.66 |
1,851.66 |
1,820.83 |
|
R1 |
1,832.72 |
1,832.72 |
1,817.30 |
1,842.19 |
PP |
1,813.23 |
1,813.23 |
1,813.23 |
1,817.97 |
S1 |
1,794.29 |
1,794.29 |
1,810.26 |
1,803.76 |
S2 |
1,774.80 |
1,774.80 |
1,806.73 |
|
S3 |
1,736.37 |
1,755.86 |
1,803.21 |
|
S4 |
1,697.94 |
1,717.43 |
1,792.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.17 |
1,793.74 |
38.43 |
2.1% |
16.77 |
0.9% |
50% |
False |
False |
6,649 |
10 |
1,832.17 |
1,793.21 |
38.96 |
2.1% |
16.35 |
0.9% |
51% |
False |
False |
6,468 |
20 |
1,832.87 |
1,791.07 |
41.80 |
2.3% |
17.18 |
0.9% |
53% |
False |
False |
6,341 |
40 |
1,902.67 |
1,752.19 |
150.48 |
8.3% |
20.13 |
1.1% |
40% |
False |
False |
6,333 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
21.47 |
1.2% |
37% |
False |
False |
6,337 |
80 |
1,915.42 |
1,723.88 |
191.54 |
10.6% |
21.26 |
1.2% |
47% |
False |
False |
6,421 |
100 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
21.14 |
1.2% |
57% |
False |
False |
6,475 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.1% |
22.31 |
1.2% |
57% |
False |
False |
6,467 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.97 |
2.618 |
1,852.33 |
1.618 |
1,839.68 |
1.000 |
1,831.86 |
0.618 |
1,827.03 |
HIGH |
1,819.21 |
0.618 |
1,814.38 |
0.500 |
1,812.89 |
0.382 |
1,811.39 |
LOW |
1,806.56 |
0.618 |
1,798.74 |
1.000 |
1,793.91 |
1.618 |
1,786.09 |
2.618 |
1,773.44 |
4.250 |
1,752.80 |
|
|
Fisher Pivots for day following 02-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,813.03 |
1,818.82 |
PP |
1,812.96 |
1,816.91 |
S1 |
1,812.89 |
1,815.01 |
|