| 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 |
6,968.0 |
6,996.5 |
28.5 |
0.4% |
6,961.5 |
| High |
7,041.5 |
7,054.5 |
13.0 |
0.2% |
7,022.0 |
| Low |
6,968.0 |
6,991.0 |
23.0 |
0.3% |
6,857.0 |
| Close |
7,014.5 |
7,036.5 |
22.0 |
0.3% |
6,966.5 |
| Range |
73.5 |
63.5 |
-10.0 |
-13.6% |
165.0 |
| ATR |
85.7 |
84.1 |
-1.6 |
-1.8% |
0.0 |
| Volume |
89,180 |
79,957 |
-9,223 |
-10.3% |
414,049 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,218.0 |
7,190.5 |
7,071.5 |
|
| R3 |
7,154.5 |
7,127.0 |
7,054.0 |
|
| R2 |
7,091.0 |
7,091.0 |
7,048.0 |
|
| R1 |
7,063.5 |
7,063.5 |
7,042.5 |
7,077.0 |
| PP |
7,027.5 |
7,027.5 |
7,027.5 |
7,034.0 |
| S1 |
7,000.0 |
7,000.0 |
7,030.5 |
7,014.0 |
| S2 |
6,964.0 |
6,964.0 |
7,025.0 |
|
| S3 |
6,900.5 |
6,936.5 |
7,019.0 |
|
| S4 |
6,837.0 |
6,873.0 |
7,001.5 |
|
|
| 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 |
7,054.5 |
6,903.5 |
151.0 |
2.1% |
68.5 |
1.0% |
88% |
True |
False |
85,212 |
| 10 |
7,054.5 |
6,807.5 |
247.0 |
3.5% |
78.0 |
1.1% |
93% |
True |
False |
84,440 |
| 20 |
7,090.5 |
6,735.5 |
355.0 |
5.0% |
89.0 |
1.3% |
85% |
False |
False |
95,920 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
5.8% |
80.0 |
1.1% |
74% |
False |
False |
102,685 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
70.0 |
1.0% |
74% |
False |
False |
68,653 |
| 80 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
61.0 |
0.9% |
74% |
False |
False |
51,531 |
| 100 |
7,143.0 |
6,511.0 |
632.0 |
9.0% |
53.5 |
0.8% |
83% |
False |
False |
41,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,324.5 |
|
2.618 |
7,220.5 |
|
1.618 |
7,157.0 |
|
1.000 |
7,118.0 |
|
0.618 |
7,093.5 |
|
HIGH |
7,054.5 |
|
0.618 |
7,030.0 |
|
0.500 |
7,023.0 |
|
0.382 |
7,015.5 |
|
LOW |
6,991.0 |
|
0.618 |
6,952.0 |
|
1.000 |
6,927.5 |
|
1.618 |
6,888.5 |
|
2.618 |
6,825.0 |
|
4.250 |
6,721.0 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,032.0 |
7,020.5 |
| PP |
7,027.5 |
7,004.5 |
| S1 |
7,023.0 |
6,988.5 |
|