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 |
4,139.5 |
4,150.0 |
10.5 |
0.3% |
4,103.5 |
High |
4,161.0 |
4,179.5 |
18.5 |
0.4% |
4,179.5 |
Low |
4,132.0 |
4,146.5 |
14.5 |
0.4% |
4,090.0 |
Close |
4,156.5 |
4,171.0 |
14.5 |
0.3% |
4,171.0 |
Range |
29.0 |
33.0 |
4.0 |
13.8% |
89.5 |
ATR |
49.6 |
48.4 |
-1.2 |
-2.4% |
0.0 |
Volume |
393,009 |
414,619 |
21,610 |
5.5% |
2,341,926 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,264.7 |
4,250.8 |
4,189.2 |
|
R3 |
4,231.7 |
4,217.8 |
4,180.1 |
|
R2 |
4,198.7 |
4,198.7 |
4,177.1 |
|
R1 |
4,184.8 |
4,184.8 |
4,174.0 |
4,191.8 |
PP |
4,165.7 |
4,165.7 |
4,165.7 |
4,169.1 |
S1 |
4,151.8 |
4,151.8 |
4,168.0 |
4,158.8 |
S2 |
4,132.7 |
4,132.7 |
4,165.0 |
|
S3 |
4,099.7 |
4,118.8 |
4,161.9 |
|
S4 |
4,066.7 |
4,085.8 |
4,152.9 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,415.3 |
4,382.7 |
4,220.2 |
|
R3 |
4,325.8 |
4,293.2 |
4,195.6 |
|
R2 |
4,236.3 |
4,236.3 |
4,187.4 |
|
R1 |
4,203.7 |
4,203.7 |
4,179.2 |
4,220.0 |
PP |
4,146.8 |
4,146.8 |
4,146.8 |
4,155.0 |
S1 |
4,114.2 |
4,114.2 |
4,162.8 |
4,130.5 |
S2 |
4,057.3 |
4,057.3 |
4,154.6 |
|
S3 |
3,967.8 |
4,024.7 |
4,146.4 |
|
S4 |
3,878.3 |
3,935.2 |
4,121.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,179.5 |
4,090.0 |
89.5 |
2.1% |
32.7 |
0.8% |
91% |
True |
False |
468,385 |
10 |
4,179.5 |
4,047.5 |
132.0 |
3.2% |
37.7 |
0.9% |
94% |
True |
False |
525,870 |
20 |
4,179.5 |
3,895.0 |
284.5 |
6.8% |
48.0 |
1.2% |
97% |
True |
False |
624,699 |
40 |
4,179.5 |
3,895.0 |
284.5 |
6.8% |
51.2 |
1.2% |
97% |
True |
False |
715,295 |
60 |
4,179.5 |
3,830.0 |
349.5 |
8.4% |
48.2 |
1.2% |
98% |
True |
False |
490,822 |
80 |
4,179.5 |
3,830.0 |
349.5 |
8.4% |
46.1 |
1.1% |
98% |
True |
False |
368,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,319.8 |
2.618 |
4,265.9 |
1.618 |
4,232.9 |
1.000 |
4,212.5 |
0.618 |
4,199.9 |
HIGH |
4,179.5 |
0.618 |
4,166.9 |
0.500 |
4,163.0 |
0.382 |
4,159.1 |
LOW |
4,146.5 |
0.618 |
4,126.1 |
1.000 |
4,113.5 |
1.618 |
4,093.1 |
2.618 |
4,060.1 |
4.250 |
4,006.3 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,168.3 |
4,162.8 |
PP |
4,165.7 |
4,154.5 |
S1 |
4,163.0 |
4,146.3 |
|