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 |
1,813.72 |
1,813.11 |
-0.61 |
0.0% |
1,801.68 |
High |
1,819.21 |
1,813.71 |
-5.50 |
-0.3% |
1,832.17 |
Low |
1,806.56 |
1,807.62 |
1.06 |
0.1% |
1,793.74 |
Close |
1,813.10 |
1,810.13 |
-2.97 |
-0.2% |
1,813.78 |
Range |
12.65 |
6.09 |
-6.56 |
-51.9% |
38.43 |
ATR |
18.28 |
17.41 |
-0.87 |
-4.8% |
0.00 |
Volume |
6,493 |
7,031 |
538 |
8.3% |
33,108 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.76 |
1,825.53 |
1,813.48 |
|
R3 |
1,822.67 |
1,819.44 |
1,811.80 |
|
R2 |
1,816.58 |
1,816.58 |
1,811.25 |
|
R1 |
1,813.35 |
1,813.35 |
1,810.69 |
1,811.92 |
PP |
1,810.49 |
1,810.49 |
1,810.49 |
1,809.77 |
S1 |
1,807.26 |
1,807.26 |
1,809.57 |
1,805.83 |
S2 |
1,804.40 |
1,804.40 |
1,809.01 |
|
S3 |
1,798.31 |
1,801.17 |
1,808.46 |
|
S4 |
1,792.22 |
1,795.08 |
1,806.78 |
|
|
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 |
1,795.71 |
36.46 |
2.0% |
15.82 |
0.9% |
40% |
False |
False |
6,772 |
10 |
1,832.17 |
1,793.21 |
38.96 |
2.2% |
15.17 |
0.8% |
43% |
False |
False |
6,512 |
20 |
1,832.87 |
1,792.85 |
40.02 |
2.2% |
16.35 |
0.9% |
43% |
False |
False |
6,375 |
40 |
1,902.67 |
1,752.19 |
150.48 |
8.3% |
19.83 |
1.1% |
39% |
False |
False |
6,345 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
21.11 |
1.2% |
35% |
False |
False |
6,341 |
80 |
1,915.42 |
1,723.88 |
191.54 |
10.6% |
21.03 |
1.2% |
45% |
False |
False |
6,431 |
100 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
21.02 |
1.2% |
56% |
False |
False |
6,475 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.1% |
22.20 |
1.2% |
56% |
False |
False |
6,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,839.59 |
2.618 |
1,829.65 |
1.618 |
1,823.56 |
1.000 |
1,819.80 |
0.618 |
1,817.47 |
HIGH |
1,813.71 |
0.618 |
1,811.38 |
0.500 |
1,810.67 |
0.382 |
1,809.95 |
LOW |
1,807.62 |
0.618 |
1,803.86 |
1.000 |
1,801.53 |
1.618 |
1,797.77 |
2.618 |
1,791.68 |
4.250 |
1,781.74 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,810.67 |
1,818.71 |
PP |
1,810.49 |
1,815.85 |
S1 |
1,810.31 |
1,812.99 |
|