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 |
4,106.0 |
4,113.0 |
7.0 |
0.2% |
4,096.0 |
High |
4,125.0 |
4,145.0 |
20.0 |
0.5% |
4,123.5 |
Low |
4,096.0 |
4,113.0 |
17.0 |
0.4% |
4,047.5 |
Close |
4,113.0 |
4,138.0 |
25.0 |
0.6% |
4,088.0 |
Range |
29.0 |
32.0 |
3.0 |
10.3% |
76.0 |
ATR |
52.7 |
51.2 |
-1.5 |
-2.8% |
0.0 |
Volume |
502,696 |
516,674 |
13,978 |
2.8% |
2,916,781 |
|
Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,228.0 |
4,215.0 |
4,155.6 |
|
R3 |
4,196.0 |
4,183.0 |
4,146.8 |
|
R2 |
4,164.0 |
4,164.0 |
4,143.9 |
|
R1 |
4,151.0 |
4,151.0 |
4,140.9 |
4,157.5 |
PP |
4,132.0 |
4,132.0 |
4,132.0 |
4,135.3 |
S1 |
4,119.0 |
4,119.0 |
4,135.1 |
4,125.5 |
S2 |
4,100.0 |
4,100.0 |
4,132.1 |
|
S3 |
4,068.0 |
4,087.0 |
4,129.2 |
|
S4 |
4,036.0 |
4,055.0 |
4,120.4 |
|
|
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 |
4,145.0 |
4,072.0 |
73.0 |
1.8% |
36.2 |
0.9% |
90% |
True |
False |
556,396 |
10 |
4,145.0 |
4,029.5 |
115.5 |
2.8% |
41.0 |
1.0% |
94% |
True |
False |
554,944 |
20 |
4,145.0 |
3,895.0 |
250.0 |
6.0% |
56.0 |
1.4% |
97% |
True |
False |
690,194 |
40 |
4,153.0 |
3,895.0 |
258.0 |
6.2% |
51.0 |
1.2% |
94% |
False |
False |
706,189 |
60 |
4,153.0 |
3,830.0 |
323.0 |
7.8% |
48.8 |
1.2% |
95% |
False |
False |
477,376 |
80 |
4,153.0 |
3,830.0 |
323.0 |
7.8% |
45.7 |
1.1% |
95% |
False |
False |
358,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,281.0 |
2.618 |
4,228.8 |
1.618 |
4,196.8 |
1.000 |
4,177.0 |
0.618 |
4,164.8 |
HIGH |
4,145.0 |
0.618 |
4,132.8 |
0.500 |
4,129.0 |
0.382 |
4,125.2 |
LOW |
4,113.0 |
0.618 |
4,093.2 |
1.000 |
4,081.0 |
1.618 |
4,061.2 |
2.618 |
4,029.2 |
4.250 |
3,977.0 |
|
|
Fisher Pivots for day following 04-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,135.0 |
4,131.2 |
PP |
4,132.0 |
4,124.3 |
S1 |
4,129.0 |
4,117.5 |
|