Trading Metrics calculated at close of trading on 05-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,810.12 |
1,811.61 |
1.49 |
0.1% |
1,801.68 |
High |
1,830.87 |
1,814.28 |
-16.59 |
-0.9% |
1,832.17 |
Low |
1,806.94 |
1,799.01 |
-7.93 |
-0.4% |
1,793.74 |
Close |
1,811.59 |
1,803.86 |
-7.73 |
-0.4% |
1,813.78 |
Range |
23.93 |
15.27 |
-8.66 |
-36.2% |
38.43 |
ATR |
17.88 |
17.69 |
-0.19 |
-1.0% |
0.00 |
Volume |
6,959 |
7,159 |
200 |
2.9% |
33,108 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.53 |
1,842.96 |
1,812.26 |
|
R3 |
1,836.26 |
1,827.69 |
1,808.06 |
|
R2 |
1,820.99 |
1,820.99 |
1,806.66 |
|
R1 |
1,812.42 |
1,812.42 |
1,805.26 |
1,809.07 |
PP |
1,805.72 |
1,805.72 |
1,805.72 |
1,804.04 |
S1 |
1,797.15 |
1,797.15 |
1,802.46 |
1,793.80 |
S2 |
1,790.45 |
1,790.45 |
1,801.06 |
|
S3 |
1,775.18 |
1,781.88 |
1,799.66 |
|
S4 |
1,759.91 |
1,766.61 |
1,795.46 |
|
|
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 |
1,830.87 |
1,799.01 |
31.86 |
1.8% |
15.68 |
0.9% |
15% |
False |
True |
6,998 |
10 |
1,832.17 |
1,793.21 |
38.96 |
2.2% |
16.00 |
0.9% |
27% |
False |
False |
6,685 |
20 |
1,832.87 |
1,792.85 |
40.02 |
2.2% |
16.50 |
0.9% |
28% |
False |
False |
6,475 |
40 |
1,902.25 |
1,752.19 |
150.06 |
8.3% |
20.16 |
1.1% |
34% |
False |
False |
6,364 |
60 |
1,915.42 |
1,752.19 |
163.23 |
9.0% |
21.17 |
1.2% |
32% |
False |
False |
6,364 |
80 |
1,915.42 |
1,733.54 |
181.88 |
10.1% |
21.03 |
1.2% |
39% |
False |
False |
6,439 |
100 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
21.02 |
1.2% |
53% |
False |
False |
6,488 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
22.19 |
1.2% |
53% |
False |
False |
6,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.18 |
2.618 |
1,854.26 |
1.618 |
1,838.99 |
1.000 |
1,829.55 |
0.618 |
1,823.72 |
HIGH |
1,814.28 |
0.618 |
1,808.45 |
0.500 |
1,806.65 |
0.382 |
1,804.84 |
LOW |
1,799.01 |
0.618 |
1,789.57 |
1.000 |
1,783.74 |
1.618 |
1,774.30 |
2.618 |
1,759.03 |
4.250 |
1,734.11 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,806.65 |
1,814.94 |
PP |
1,805.72 |
1,811.25 |
S1 |
1,804.79 |
1,807.55 |
|