| 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 |
6,996.5 |
7,035.0 |
38.5 |
0.6% |
6,961.5 |
| High |
7,054.5 |
7,072.0 |
17.5 |
0.2% |
7,022.0 |
| Low |
6,991.0 |
7,034.0 |
43.0 |
0.6% |
6,857.0 |
| Close |
7,036.5 |
7,051.5 |
15.0 |
0.2% |
6,966.5 |
| Range |
63.5 |
38.0 |
-25.5 |
-40.2% |
165.0 |
| ATR |
84.1 |
80.8 |
-3.3 |
-3.9% |
0.0 |
| Volume |
79,957 |
60,717 |
-19,240 |
-24.1% |
414,049 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,166.5 |
7,147.0 |
7,072.5 |
|
| R3 |
7,128.5 |
7,109.0 |
7,062.0 |
|
| R2 |
7,090.5 |
7,090.5 |
7,058.5 |
|
| R1 |
7,071.0 |
7,071.0 |
7,055.0 |
7,081.0 |
| PP |
7,052.5 |
7,052.5 |
7,052.5 |
7,057.5 |
| S1 |
7,033.0 |
7,033.0 |
7,048.0 |
7,043.0 |
| S2 |
7,014.5 |
7,014.5 |
7,044.5 |
|
| S3 |
6,976.5 |
6,995.0 |
7,041.0 |
|
| S4 |
6,938.5 |
6,957.0 |
7,030.5 |
|
|
| 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 |
7,072.0 |
6,922.5 |
149.5 |
2.1% |
66.0 |
0.9% |
86% |
True |
False |
82,654 |
| 10 |
7,072.0 |
6,857.0 |
215.0 |
3.0% |
68.0 |
1.0% |
90% |
True |
False |
79,458 |
| 20 |
7,083.0 |
6,735.5 |
347.5 |
4.9% |
87.5 |
1.2% |
91% |
False |
False |
94,972 |
| 40 |
7,143.0 |
6,735.5 |
407.5 |
5.8% |
79.5 |
1.1% |
78% |
False |
False |
103,506 |
| 60 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
69.5 |
1.0% |
78% |
False |
False |
69,651 |
| 80 |
7,143.0 |
6,733.0 |
410.0 |
5.8% |
61.5 |
0.9% |
78% |
False |
False |
52,290 |
| 100 |
7,143.0 |
6,511.0 |
632.0 |
9.0% |
53.5 |
0.8% |
86% |
False |
False |
41,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,233.5 |
|
2.618 |
7,171.5 |
|
1.618 |
7,133.5 |
|
1.000 |
7,110.0 |
|
0.618 |
7,095.5 |
|
HIGH |
7,072.0 |
|
0.618 |
7,057.5 |
|
0.500 |
7,053.0 |
|
0.382 |
7,048.5 |
|
LOW |
7,034.0 |
|
0.618 |
7,010.5 |
|
1.000 |
6,996.0 |
|
1.618 |
6,972.5 |
|
2.618 |
6,934.5 |
|
4.250 |
6,872.5 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,053.0 |
7,041.0 |
| PP |
7,052.5 |
7,030.5 |
| S1 |
7,052.0 |
7,020.0 |
|