| 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 |
1,812.3 |
1,809.3 |
-3.0 |
-0.2% |
1,802.3 |
| High |
1,813.5 |
1,831.3 |
17.8 |
1.0% |
1,832.6 |
| Low |
1,806.0 |
1,805.4 |
-0.6 |
0.0% |
1,790.7 |
| Close |
1,810.1 |
1,810.5 |
0.4 |
0.0% |
1,812.6 |
| Range |
7.5 |
25.9 |
18.4 |
245.3% |
41.9 |
| ATR |
21.0 |
21.3 |
0.4 |
1.7% |
0.0 |
| Volume |
3,341 |
2,860 |
-481 |
-14.4% |
624,969 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,893.4 |
1,877.9 |
1,824.7 |
|
| R3 |
1,867.5 |
1,852.0 |
1,817.6 |
|
| R2 |
1,841.6 |
1,841.6 |
1,815.2 |
|
| R1 |
1,826.1 |
1,826.1 |
1,812.9 |
1,833.9 |
| PP |
1,815.7 |
1,815.7 |
1,815.7 |
1,819.6 |
| S1 |
1,800.2 |
1,800.2 |
1,808.1 |
1,808.0 |
| S2 |
1,789.8 |
1,789.8 |
1,805.8 |
|
| S3 |
1,763.9 |
1,774.3 |
1,803.4 |
|
| S4 |
1,738.0 |
1,748.4 |
1,796.3 |
|
|
| 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 |
1,804.2 |
28.4 |
1.6% |
19.2 |
1.1% |
22% |
False |
False |
8,226 |
| 10 |
1,832.6 |
1,789.1 |
43.5 |
2.4% |
18.1 |
1.0% |
49% |
False |
False |
106,258 |
| 20 |
1,835.0 |
1,789.1 |
45.9 |
2.5% |
19.5 |
1.1% |
47% |
False |
False |
161,034 |
| 40 |
1,906.2 |
1,750.1 |
156.1 |
8.6% |
23.1 |
1.3% |
39% |
False |
False |
184,645 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.3% |
23.7 |
1.3% |
36% |
False |
False |
165,520 |
| 80 |
1,919.2 |
1,725.5 |
193.7 |
10.7% |
23.5 |
1.3% |
44% |
False |
False |
126,941 |
| 100 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
23.2 |
1.3% |
55% |
False |
False |
102,098 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.3 |
1.3% |
55% |
False |
False |
85,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,941.4 |
|
2.618 |
1,899.1 |
|
1.618 |
1,873.2 |
|
1.000 |
1,857.2 |
|
0.618 |
1,847.3 |
|
HIGH |
1,831.3 |
|
0.618 |
1,821.4 |
|
0.500 |
1,818.4 |
|
0.382 |
1,815.3 |
|
LOW |
1,805.4 |
|
0.618 |
1,789.4 |
|
1.000 |
1,779.5 |
|
1.618 |
1,763.5 |
|
2.618 |
1,737.6 |
|
4.250 |
1,695.3 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,818.4 |
1,817.8 |
| PP |
1,815.7 |
1,815.3 |
| S1 |
1,813.1 |
1,812.9 |
|