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 |
4,103.5 |
4,106.0 |
2.5 |
0.1% |
4,096.0 |
High |
4,130.5 |
4,125.0 |
-5.5 |
-0.1% |
4,123.5 |
Low |
4,090.0 |
4,096.0 |
6.0 |
0.1% |
4,047.5 |
Close |
4,114.0 |
4,113.0 |
-1.0 |
0.0% |
4,088.0 |
Range |
40.5 |
29.0 |
-11.5 |
-28.4% |
76.0 |
ATR |
54.5 |
52.7 |
-1.8 |
-3.3% |
0.0 |
Volume |
514,928 |
502,696 |
-12,232 |
-2.4% |
2,916,781 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,198.3 |
4,184.7 |
4,129.0 |
|
R3 |
4,169.3 |
4,155.7 |
4,121.0 |
|
R2 |
4,140.3 |
4,140.3 |
4,118.3 |
|
R1 |
4,126.7 |
4,126.7 |
4,115.7 |
4,133.5 |
PP |
4,111.3 |
4,111.3 |
4,111.3 |
4,114.8 |
S1 |
4,097.7 |
4,097.7 |
4,110.3 |
4,104.5 |
S2 |
4,082.3 |
4,082.3 |
4,107.7 |
|
S3 |
4,053.3 |
4,068.7 |
4,105.0 |
|
S4 |
4,024.3 |
4,039.7 |
4,097.1 |
|
|
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 |
4,053.0 |
77.5 |
1.9% |
39.1 |
1.0% |
77% |
False |
False |
556,008 |
10 |
4,130.5 |
3,944.0 |
186.5 |
4.5% |
47.1 |
1.1% |
91% |
False |
False |
571,262 |
20 |
4,130.5 |
3,895.0 |
235.5 |
5.7% |
56.8 |
1.4% |
93% |
False |
False |
693,485 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.3% |
50.8 |
1.2% |
84% |
False |
False |
695,943 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
49.1 |
1.2% |
88% |
False |
False |
468,775 |
80 |
4,153.0 |
3,830.0 |
323.0 |
7.9% |
45.5 |
1.1% |
88% |
False |
False |
351,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,248.3 |
2.618 |
4,200.9 |
1.618 |
4,171.9 |
1.000 |
4,154.0 |
0.618 |
4,142.9 |
HIGH |
4,125.0 |
0.618 |
4,113.9 |
0.500 |
4,110.5 |
0.382 |
4,107.1 |
LOW |
4,096.0 |
0.618 |
4,078.1 |
1.000 |
4,067.0 |
1.618 |
4,049.1 |
2.618 |
4,020.1 |
4.250 |
3,972.8 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,112.2 |
4,109.1 |
PP |
4,111.3 |
4,105.2 |
S1 |
4,110.5 |
4,101.3 |
|