| 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 |
1,809.3 |
1,810.8 |
1.5 |
0.1% |
1,802.3 |
| High |
1,831.3 |
1,813.7 |
-17.6 |
-1.0% |
1,832.6 |
| Low |
1,805.4 |
1,796.0 |
-9.4 |
-0.5% |
1,790.7 |
| Close |
1,810.5 |
1,805.1 |
-5.4 |
-0.3% |
1,812.6 |
| Range |
25.9 |
17.7 |
-8.2 |
-31.7% |
41.9 |
| ATR |
21.3 |
21.0 |
-0.3 |
-1.2% |
0.0 |
| Volume |
2,860 |
588 |
-2,272 |
-79.4% |
624,969 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,858.0 |
1,849.3 |
1,814.8 |
|
| R3 |
1,840.3 |
1,831.6 |
1,810.0 |
|
| R2 |
1,822.6 |
1,822.6 |
1,808.3 |
|
| R1 |
1,813.9 |
1,813.9 |
1,806.7 |
1,809.4 |
| PP |
1,804.9 |
1,804.9 |
1,804.9 |
1,802.7 |
| S1 |
1,796.2 |
1,796.2 |
1,803.5 |
1,791.7 |
| S2 |
1,787.2 |
1,787.2 |
1,801.9 |
|
| S3 |
1,769.5 |
1,778.5 |
1,800.2 |
|
| S4 |
1,751.8 |
1,760.8 |
1,795.4 |
|
|
| 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 |
1,831.3 |
1,796.0 |
35.3 |
2.0% |
17.4 |
1.0% |
26% |
False |
True |
2,244 |
| 10 |
1,832.6 |
1,789.1 |
43.5 |
2.4% |
18.2 |
1.0% |
37% |
False |
False |
86,985 |
| 20 |
1,835.0 |
1,789.1 |
45.9 |
2.5% |
19.1 |
1.1% |
35% |
False |
False |
148,597 |
| 40 |
1,906.2 |
1,750.1 |
156.1 |
8.6% |
23.2 |
1.3% |
35% |
False |
False |
180,976 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.4% |
23.5 |
1.3% |
33% |
False |
False |
164,336 |
| 80 |
1,919.2 |
1,734.7 |
184.5 |
10.2% |
23.4 |
1.3% |
38% |
False |
False |
126,895 |
| 100 |
1,919.2 |
1,679.4 |
239.8 |
13.3% |
23.2 |
1.3% |
52% |
False |
False |
102,098 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
24.3 |
1.3% |
53% |
False |
False |
85,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,888.9 |
|
2.618 |
1,860.0 |
|
1.618 |
1,842.3 |
|
1.000 |
1,831.4 |
|
0.618 |
1,824.6 |
|
HIGH |
1,813.7 |
|
0.618 |
1,806.9 |
|
0.500 |
1,804.9 |
|
0.382 |
1,802.8 |
|
LOW |
1,796.0 |
|
0.618 |
1,785.1 |
|
1.000 |
1,778.3 |
|
1.618 |
1,767.4 |
|
2.618 |
1,749.7 |
|
4.250 |
1,720.8 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,805.0 |
1,813.7 |
| PP |
1,804.9 |
1,810.8 |
| S1 |
1,804.9 |
1,808.0 |
|