| 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 |
1,812.4 |
1,812.3 |
-0.1 |
0.0% |
1,802.3 |
| High |
1,818.7 |
1,813.5 |
-5.2 |
-0.3% |
1,832.6 |
| Low |
1,804.2 |
1,806.0 |
1.8 |
0.1% |
1,790.7 |
| Close |
1,818.1 |
1,810.1 |
-8.0 |
-0.4% |
1,812.6 |
| Range |
14.5 |
7.5 |
-7.0 |
-48.3% |
41.9 |
| ATR |
21.6 |
21.0 |
-0.7 |
-3.1% |
0.0 |
| Volume |
1,334 |
3,341 |
2,007 |
150.4% |
624,969 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,832.4 |
1,828.7 |
1,814.2 |
|
| R3 |
1,824.9 |
1,821.2 |
1,812.2 |
|
| R2 |
1,817.4 |
1,817.4 |
1,811.5 |
|
| R1 |
1,813.7 |
1,813.7 |
1,810.8 |
1,811.8 |
| PP |
1,809.9 |
1,809.9 |
1,809.9 |
1,808.9 |
| S1 |
1,806.2 |
1,806.2 |
1,809.4 |
1,804.3 |
| S2 |
1,802.4 |
1,802.4 |
1,808.7 |
|
| S3 |
1,794.9 |
1,798.7 |
1,808.0 |
|
| S4 |
1,787.4 |
1,791.2 |
1,806.0 |
|
|
| 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% |
17.7 |
1.0% |
46% |
False |
False |
49,610 |
| 10 |
1,832.6 |
1,789.1 |
43.5 |
2.4% |
17.5 |
1.0% |
48% |
False |
False |
127,836 |
| 20 |
1,835.0 |
1,789.1 |
45.9 |
2.5% |
19.0 |
1.1% |
46% |
False |
False |
169,445 |
| 40 |
1,906.9 |
1,750.1 |
156.8 |
8.7% |
22.9 |
1.3% |
38% |
False |
False |
188,913 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
23.5 |
1.3% |
35% |
False |
False |
166,555 |
| 80 |
1,919.2 |
1,725.5 |
193.7 |
10.7% |
23.4 |
1.3% |
44% |
False |
False |
126,951 |
| 100 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
23.2 |
1.3% |
55% |
False |
False |
102,080 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.3 |
1.3% |
55% |
False |
False |
85,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,845.4 |
|
2.618 |
1,833.1 |
|
1.618 |
1,825.6 |
|
1.000 |
1,821.0 |
|
0.618 |
1,818.1 |
|
HIGH |
1,813.5 |
|
0.618 |
1,810.6 |
|
0.500 |
1,809.8 |
|
0.382 |
1,808.9 |
|
LOW |
1,806.0 |
|
0.618 |
1,801.4 |
|
1.000 |
1,798.5 |
|
1.618 |
1,793.9 |
|
2.618 |
1,786.4 |
|
4.250 |
1,774.1 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,810.0 |
1,817.4 |
| PP |
1,809.9 |
1,814.9 |
| S1 |
1,809.8 |
1,812.5 |
|