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 |
4,095.5 |
4,103.5 |
8.0 |
0.2% |
4,096.0 |
High |
4,108.0 |
4,130.5 |
22.5 |
0.5% |
4,123.5 |
Low |
4,072.0 |
4,090.0 |
18.0 |
0.4% |
4,047.5 |
Close |
4,088.0 |
4,114.0 |
26.0 |
0.6% |
4,088.0 |
Range |
36.0 |
40.5 |
4.5 |
12.5% |
76.0 |
ATR |
55.4 |
54.5 |
-0.9 |
-1.7% |
0.0 |
Volume |
728,185 |
514,928 |
-213,257 |
-29.3% |
2,916,781 |
|
Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,233.0 |
4,214.0 |
4,136.3 |
|
R3 |
4,192.5 |
4,173.5 |
4,125.1 |
|
R2 |
4,152.0 |
4,152.0 |
4,121.4 |
|
R1 |
4,133.0 |
4,133.0 |
4,117.7 |
4,142.5 |
PP |
4,111.5 |
4,111.5 |
4,111.5 |
4,116.3 |
S1 |
4,092.5 |
4,092.5 |
4,110.3 |
4,102.0 |
S2 |
4,071.0 |
4,071.0 |
4,106.6 |
|
S3 |
4,030.5 |
4,052.0 |
4,102.9 |
|
S4 |
3,990.0 |
4,011.5 |
4,091.7 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.3 |
4,277.2 |
4,129.8 |
|
R3 |
4,238.3 |
4,201.2 |
4,108.9 |
|
R2 |
4,162.3 |
4,162.3 |
4,101.9 |
|
R1 |
4,125.2 |
4,125.2 |
4,095.0 |
4,105.8 |
PP |
4,086.3 |
4,086.3 |
4,086.3 |
4,076.6 |
S1 |
4,049.2 |
4,049.2 |
4,081.0 |
4,029.8 |
S2 |
4,010.3 |
4,010.3 |
4,074.1 |
|
S3 |
3,934.3 |
3,973.2 |
4,067.1 |
|
S4 |
3,858.3 |
3,897.2 |
4,046.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,130.5 |
4,047.5 |
83.0 |
2.0% |
43.8 |
1.1% |
80% |
True |
False |
584,923 |
10 |
4,130.5 |
3,912.0 |
218.5 |
5.3% |
50.1 |
1.2% |
92% |
True |
False |
619,734 |
20 |
4,130.5 |
3,895.0 |
235.5 |
5.7% |
58.3 |
1.4% |
93% |
True |
False |
699,182 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.3% |
51.0 |
1.2% |
85% |
False |
False |
684,096 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
49.2 |
1.2% |
88% |
False |
False |
460,399 |
80 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.4 |
1.1% |
88% |
False |
False |
345,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,302.6 |
2.618 |
4,236.5 |
1.618 |
4,196.0 |
1.000 |
4,171.0 |
0.618 |
4,155.5 |
HIGH |
4,130.5 |
0.618 |
4,115.0 |
0.500 |
4,110.3 |
0.382 |
4,105.5 |
LOW |
4,090.0 |
0.618 |
4,065.0 |
1.000 |
4,049.5 |
1.618 |
4,024.5 |
2.618 |
3,984.0 |
4.250 |
3,917.9 |
|
|
Fisher Pivots for day following 02-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,112.8 |
4,109.8 |
PP |
4,111.5 |
4,105.5 |
S1 |
4,110.3 |
4,101.3 |
|