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 |
1,813.11 |
1,810.12 |
-2.99 |
-0.2% |
1,801.68 |
High |
1,813.71 |
1,830.87 |
17.16 |
0.9% |
1,832.17 |
Low |
1,807.62 |
1,806.94 |
-0.68 |
0.0% |
1,793.74 |
Close |
1,810.13 |
1,811.59 |
1.46 |
0.1% |
1,813.78 |
Range |
6.09 |
23.93 |
17.84 |
292.9% |
38.43 |
ATR |
17.41 |
17.88 |
0.47 |
2.7% |
0.00 |
Volume |
7,031 |
6,959 |
-72 |
-1.0% |
33,108 |
|
Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,888.26 |
1,873.85 |
1,824.75 |
|
R3 |
1,864.33 |
1,849.92 |
1,818.17 |
|
R2 |
1,840.40 |
1,840.40 |
1,815.98 |
|
R1 |
1,825.99 |
1,825.99 |
1,813.78 |
1,833.20 |
PP |
1,816.47 |
1,816.47 |
1,816.47 |
1,820.07 |
S1 |
1,802.06 |
1,802.06 |
1,809.40 |
1,809.27 |
S2 |
1,792.54 |
1,792.54 |
1,807.20 |
|
S3 |
1,768.61 |
1,778.13 |
1,805.01 |
|
S4 |
1,744.68 |
1,754.20 |
1,798.43 |
|
|
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 |
1,805.47 |
26.70 |
1.5% |
17.97 |
1.0% |
23% |
False |
False |
6,875 |
10 |
1,832.17 |
1,793.21 |
38.96 |
2.2% |
15.89 |
0.9% |
47% |
False |
False |
6,588 |
20 |
1,832.87 |
1,792.85 |
40.02 |
2.2% |
16.83 |
0.9% |
47% |
False |
False |
6,419 |
40 |
1,902.25 |
1,752.19 |
150.06 |
8.3% |
20.01 |
1.1% |
40% |
False |
False |
6,352 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
21.28 |
1.2% |
36% |
False |
False |
6,349 |
80 |
1,915.42 |
1,723.88 |
191.54 |
10.6% |
21.14 |
1.2% |
46% |
False |
False |
6,432 |
100 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
20.98 |
1.2% |
56% |
False |
False |
6,480 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.1% |
22.19 |
1.2% |
56% |
False |
False |
6,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.57 |
2.618 |
1,893.52 |
1.618 |
1,869.59 |
1.000 |
1,854.80 |
0.618 |
1,845.66 |
HIGH |
1,830.87 |
0.618 |
1,821.73 |
0.500 |
1,818.91 |
0.382 |
1,816.08 |
LOW |
1,806.94 |
0.618 |
1,792.15 |
1.000 |
1,783.01 |
1.618 |
1,768.22 |
2.618 |
1,744.29 |
4.250 |
1,705.24 |
|
|
Fisher Pivots for day following 04-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,818.91 |
1,818.72 |
PP |
1,816.47 |
1,816.34 |
S1 |
1,814.03 |
1,813.97 |
|