| 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 |
6,977.0 |
6,968.0 |
-9.0 |
-0.1% |
6,961.5 |
| High |
6,985.0 |
7,041.5 |
56.5 |
0.8% |
7,022.0 |
| Low |
6,922.5 |
6,968.0 |
45.5 |
0.7% |
6,857.0 |
| Close |
6,966.5 |
7,014.5 |
48.0 |
0.7% |
6,966.5 |
| Range |
62.5 |
73.5 |
11.0 |
17.6% |
165.0 |
| ATR |
86.5 |
85.7 |
-0.8 |
-1.0% |
0.0 |
| Volume |
97,479 |
89,180 |
-8,299 |
-8.5% |
414,049 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,228.5 |
7,195.0 |
7,055.0 |
|
| R3 |
7,155.0 |
7,121.5 |
7,034.5 |
|
| R2 |
7,081.5 |
7,081.5 |
7,028.0 |
|
| R1 |
7,048.0 |
7,048.0 |
7,021.0 |
7,065.0 |
| PP |
7,008.0 |
7,008.0 |
7,008.0 |
7,016.5 |
| S1 |
6,974.5 |
6,974.5 |
7,008.0 |
6,991.0 |
| S2 |
6,934.5 |
6,934.5 |
7,001.0 |
|
| S3 |
6,861.0 |
6,901.0 |
6,994.5 |
|
| S4 |
6,787.5 |
6,827.5 |
6,974.0 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,443.5 |
7,370.0 |
7,057.0 |
|
| R3 |
7,278.5 |
7,205.0 |
7,012.0 |
|
| R2 |
7,113.5 |
7,113.5 |
6,997.0 |
|
| R1 |
7,040.0 |
7,040.0 |
6,981.5 |
7,077.0 |
| PP |
6,948.5 |
6,948.5 |
6,948.5 |
6,967.0 |
| S1 |
6,875.0 |
6,875.0 |
6,951.5 |
6,912.0 |
| S2 |
6,783.5 |
6,783.5 |
6,936.0 |
|
| S3 |
6,618.5 |
6,710.0 |
6,921.0 |
|
| S4 |
6,453.5 |
6,545.0 |
6,876.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,041.5 |
6,857.0 |
184.5 |
2.6% |
77.5 |
1.1% |
85% |
True |
False |
87,413 |
| 10 |
7,041.5 |
6,754.0 |
287.5 |
4.1% |
82.0 |
1.2% |
91% |
True |
False |
92,490 |
| 20 |
7,102.5 |
6,735.5 |
367.0 |
5.2% |
91.0 |
1.3% |
76% |
False |
False |
96,183 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
5.8% |
79.5 |
1.1% |
68% |
False |
False |
100,753 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
70.0 |
1.0% |
69% |
False |
False |
67,363 |
| 80 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
60.5 |
0.9% |
69% |
False |
False |
50,532 |
| 100 |
7,143.0 |
6,511.0 |
632.0 |
9.0% |
53.0 |
0.8% |
80% |
False |
False |
40,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,354.0 |
|
2.618 |
7,234.0 |
|
1.618 |
7,160.5 |
|
1.000 |
7,115.0 |
|
0.618 |
7,087.0 |
|
HIGH |
7,041.5 |
|
0.618 |
7,013.5 |
|
0.500 |
7,005.0 |
|
0.382 |
6,996.0 |
|
LOW |
6,968.0 |
|
0.618 |
6,922.5 |
|
1.000 |
6,894.5 |
|
1.618 |
6,849.0 |
|
2.618 |
6,775.5 |
|
4.250 |
6,655.5 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,011.0 |
7,003.5 |
| PP |
7,008.0 |
6,993.0 |
| S1 |
7,005.0 |
6,982.0 |
|