| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,810.8 |
1,799.8 |
-11.0 |
-0.6% |
1,812.4 |
| High |
1,813.7 |
1,800.1 |
-13.6 |
-0.7% |
1,831.3 |
| Low |
1,796.0 |
1,758.4 |
-37.6 |
-2.1% |
1,758.4 |
| Close |
1,805.1 |
1,760.0 |
-45.1 |
-2.5% |
1,760.0 |
| Range |
17.7 |
41.7 |
24.0 |
135.6% |
72.9 |
| ATR |
21.0 |
22.9 |
1.8 |
8.7% |
0.0 |
| Volume |
588 |
859 |
271 |
46.1% |
8,982 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,897.9 |
1,870.7 |
1,782.9 |
|
| R3 |
1,856.2 |
1,829.0 |
1,771.5 |
|
| R2 |
1,814.5 |
1,814.5 |
1,767.6 |
|
| R1 |
1,787.3 |
1,787.3 |
1,763.8 |
1,780.1 |
| PP |
1,772.8 |
1,772.8 |
1,772.8 |
1,769.2 |
| S1 |
1,745.6 |
1,745.6 |
1,756.2 |
1,738.4 |
| S2 |
1,731.1 |
1,731.1 |
1,752.4 |
|
| S3 |
1,689.4 |
1,703.9 |
1,748.5 |
|
| S4 |
1,647.7 |
1,662.2 |
1,737.1 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,001.9 |
1,953.9 |
1,800.1 |
|
| R3 |
1,929.0 |
1,881.0 |
1,780.0 |
|
| R2 |
1,856.1 |
1,856.1 |
1,773.4 |
|
| R1 |
1,808.1 |
1,808.1 |
1,766.7 |
1,795.7 |
| PP |
1,783.2 |
1,783.2 |
1,783.2 |
1,777.0 |
| S1 |
1,735.2 |
1,735.2 |
1,753.3 |
1,722.8 |
| S2 |
1,710.3 |
1,710.3 |
1,746.6 |
|
| S3 |
1,637.4 |
1,662.3 |
1,740.0 |
|
| S4 |
1,564.5 |
1,589.4 |
1,719.9 |
|
|
| 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 |
1,758.4 |
72.9 |
4.1% |
21.5 |
1.2% |
2% |
False |
True |
1,796 |
| 10 |
1,832.6 |
1,758.4 |
74.2 |
4.2% |
20.2 |
1.1% |
2% |
False |
True |
63,395 |
| 20 |
1,835.0 |
1,758.4 |
76.6 |
4.4% |
20.4 |
1.2% |
2% |
False |
True |
139,360 |
| 40 |
1,906.2 |
1,750.1 |
156.1 |
8.9% |
23.5 |
1.3% |
6% |
False |
False |
174,734 |
| 60 |
1,919.2 |
1,750.1 |
169.1 |
9.6% |
23.7 |
1.3% |
6% |
False |
False |
163,431 |
| 80 |
1,919.2 |
1,736.8 |
182.4 |
10.4% |
23.7 |
1.3% |
13% |
False |
False |
126,871 |
| 100 |
1,919.2 |
1,679.4 |
239.8 |
13.6% |
23.5 |
1.3% |
34% |
False |
False |
102,093 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.7% |
24.3 |
1.4% |
34% |
False |
False |
85,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.3 |
|
2.618 |
1,909.3 |
|
1.618 |
1,867.6 |
|
1.000 |
1,841.8 |
|
0.618 |
1,825.9 |
|
HIGH |
1,800.1 |
|
0.618 |
1,784.2 |
|
0.500 |
1,779.3 |
|
0.382 |
1,774.3 |
|
LOW |
1,758.4 |
|
0.618 |
1,732.6 |
|
1.000 |
1,716.7 |
|
1.618 |
1,690.9 |
|
2.618 |
1,649.2 |
|
4.250 |
1,581.2 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.3 |
1,794.9 |
| PP |
1,772.8 |
1,783.2 |
| S1 |
1,766.4 |
1,771.6 |
|