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 |
4,113.0 |
4,139.5 |
26.5 |
0.6% |
4,096.0 |
High |
4,145.0 |
4,161.0 |
16.0 |
0.4% |
4,123.5 |
Low |
4,113.0 |
4,132.0 |
19.0 |
0.5% |
4,047.5 |
Close |
4,138.0 |
4,156.5 |
18.5 |
0.4% |
4,088.0 |
Range |
32.0 |
29.0 |
-3.0 |
-9.4% |
76.0 |
ATR |
51.2 |
49.6 |
-1.6 |
-3.1% |
0.0 |
Volume |
516,674 |
393,009 |
-123,665 |
-23.9% |
2,916,781 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,236.8 |
4,225.7 |
4,172.5 |
|
R3 |
4,207.8 |
4,196.7 |
4,164.5 |
|
R2 |
4,178.8 |
4,178.8 |
4,161.8 |
|
R1 |
4,167.7 |
4,167.7 |
4,159.2 |
4,173.3 |
PP |
4,149.8 |
4,149.8 |
4,149.8 |
4,152.6 |
S1 |
4,138.7 |
4,138.7 |
4,153.8 |
4,144.3 |
S2 |
4,120.8 |
4,120.8 |
4,151.2 |
|
S3 |
4,091.8 |
4,109.7 |
4,148.5 |
|
S4 |
4,062.8 |
4,080.7 |
4,140.6 |
|
|
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 |
4,161.0 |
4,072.0 |
89.0 |
2.1% |
33.3 |
0.8% |
95% |
True |
False |
531,098 |
10 |
4,161.0 |
4,047.5 |
113.5 |
2.7% |
39.7 |
1.0% |
96% |
True |
False |
535,763 |
20 |
4,161.0 |
3,895.0 |
266.0 |
6.4% |
51.4 |
1.2% |
98% |
True |
False |
644,099 |
40 |
4,161.0 |
3,895.0 |
266.0 |
6.4% |
51.1 |
1.2% |
98% |
True |
False |
711,616 |
60 |
4,161.0 |
3,830.0 |
331.0 |
8.0% |
48.3 |
1.2% |
99% |
True |
False |
483,913 |
80 |
4,161.0 |
3,830.0 |
331.0 |
8.0% |
45.9 |
1.1% |
99% |
True |
False |
363,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,284.3 |
2.618 |
4,236.9 |
1.618 |
4,207.9 |
1.000 |
4,190.0 |
0.618 |
4,178.9 |
HIGH |
4,161.0 |
0.618 |
4,149.9 |
0.500 |
4,146.5 |
0.382 |
4,143.1 |
LOW |
4,132.0 |
0.618 |
4,114.1 |
1.000 |
4,103.0 |
1.618 |
4,085.1 |
2.618 |
4,056.1 |
4.250 |
4,008.8 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,153.2 |
4,147.2 |
PP |
4,149.8 |
4,137.8 |
S1 |
4,146.5 |
4,128.5 |
|