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 |
1,828.0 |
1,812.4 |
-15.6 |
-0.9% |
1,802.3 |
High |
1,830.5 |
1,818.7 |
-11.8 |
-0.6% |
1,832.6 |
Low |
1,808.9 |
1,804.2 |
-4.7 |
-0.3% |
1,790.7 |
Close |
1,812.6 |
1,818.1 |
5.5 |
0.3% |
1,812.6 |
Range |
21.6 |
14.5 |
-7.1 |
-32.9% |
41.9 |
ATR |
22.2 |
21.6 |
-0.5 |
-2.5% |
0.0 |
Volume |
3,100 |
1,334 |
-1,766 |
-57.0% |
624,969 |
|
Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.2 |
1,852.1 |
1,826.1 |
|
R3 |
1,842.7 |
1,837.6 |
1,822.1 |
|
R2 |
1,828.2 |
1,828.2 |
1,820.8 |
|
R1 |
1,823.1 |
1,823.1 |
1,819.4 |
1,825.7 |
PP |
1,813.7 |
1,813.7 |
1,813.7 |
1,814.9 |
S1 |
1,808.6 |
1,808.6 |
1,816.8 |
1,811.2 |
S2 |
1,799.2 |
1,799.2 |
1,815.4 |
|
S3 |
1,784.7 |
1,794.1 |
1,814.1 |
|
S4 |
1,770.2 |
1,779.6 |
1,810.1 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.7 |
1,917.0 |
1,835.6 |
|
R3 |
1,895.8 |
1,875.1 |
1,824.1 |
|
R2 |
1,853.9 |
1,853.9 |
1,820.3 |
|
R1 |
1,833.2 |
1,833.2 |
1,816.4 |
1,843.6 |
PP |
1,812.0 |
1,812.0 |
1,812.0 |
1,817.1 |
S1 |
1,791.3 |
1,791.3 |
1,808.8 |
1,801.7 |
S2 |
1,770.1 |
1,770.1 |
1,804.9 |
|
S3 |
1,728.2 |
1,749.4 |
1,801.1 |
|
S4 |
1,686.3 |
1,707.5 |
1,789.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.6 |
1,790.7 |
41.9 |
2.3% |
18.7 |
1.0% |
65% |
False |
False |
84,351 |
10 |
1,832.6 |
1,789.1 |
43.5 |
2.4% |
18.8 |
1.0% |
67% |
False |
False |
149,615 |
20 |
1,835.0 |
1,784.7 |
50.3 |
2.8% |
20.2 |
1.1% |
66% |
False |
False |
183,108 |
40 |
1,906.9 |
1,750.1 |
156.8 |
8.6% |
23.2 |
1.3% |
43% |
False |
False |
192,480 |
60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
23.9 |
1.3% |
40% |
False |
False |
166,940 |
80 |
1,919.2 |
1,725.5 |
193.7 |
10.7% |
23.7 |
1.3% |
48% |
False |
False |
126,959 |
100 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
23.4 |
1.3% |
58% |
False |
False |
102,089 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.2% |
24.4 |
1.3% |
58% |
False |
False |
85,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.3 |
2.618 |
1,856.7 |
1.618 |
1,842.2 |
1.000 |
1,833.2 |
0.618 |
1,827.7 |
HIGH |
1,818.7 |
0.618 |
1,813.2 |
0.500 |
1,811.5 |
0.382 |
1,809.7 |
LOW |
1,804.2 |
0.618 |
1,795.2 |
1.000 |
1,789.7 |
1.618 |
1,780.7 |
2.618 |
1,766.2 |
4.250 |
1,742.6 |
|
|
Fisher Pivots for day following 02-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,815.9 |
1,818.4 |
PP |
1,813.7 |
1,818.3 |
S1 |
1,811.5 |
1,818.2 |
|