| 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 |
2,226.5 |
2,212.9 |
-13.6 |
-0.6% |
2,200.5 |
| High |
2,257.0 |
2,228.9 |
-28.1 |
-1.2% |
2,255.7 |
| Low |
2,207.5 |
2,181.7 |
-25.8 |
-1.2% |
2,164.1 |
| Close |
2,210.9 |
2,219.4 |
8.5 |
0.4% |
2,221.6 |
| Range |
49.5 |
47.2 |
-2.3 |
-4.6% |
91.6 |
| ATR |
48.0 |
48.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
175,613 |
173,203 |
-2,410 |
-1.4% |
848,419 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,351.6 |
2,332.7 |
2,245.4 |
|
| R3 |
2,304.4 |
2,285.5 |
2,232.4 |
|
| R2 |
2,257.2 |
2,257.2 |
2,228.1 |
|
| R1 |
2,238.3 |
2,238.3 |
2,223.7 |
2,247.8 |
| PP |
2,210.0 |
2,210.0 |
2,210.0 |
2,214.7 |
| S1 |
2,191.1 |
2,191.1 |
2,215.1 |
2,200.6 |
| S2 |
2,162.8 |
2,162.8 |
2,210.7 |
|
| S3 |
2,115.6 |
2,143.9 |
2,206.4 |
|
| S4 |
2,068.4 |
2,096.7 |
2,193.4 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.6 |
2,446.7 |
2,272.0 |
|
| R3 |
2,397.0 |
2,355.1 |
2,246.8 |
|
| R2 |
2,305.4 |
2,305.4 |
2,238.4 |
|
| R1 |
2,263.5 |
2,263.5 |
2,230.0 |
2,284.5 |
| PP |
2,213.8 |
2,213.8 |
2,213.8 |
2,224.3 |
| S1 |
2,171.9 |
2,171.9 |
2,213.2 |
2,192.9 |
| S2 |
2,122.2 |
2,122.2 |
2,204.8 |
|
| S3 |
2,030.6 |
2,080.3 |
2,196.4 |
|
| S4 |
1,939.0 |
1,988.7 |
2,171.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,257.0 |
2,179.8 |
77.2 |
3.5% |
46.7 |
2.1% |
51% |
False |
False |
172,705 |
| 10 |
2,257.0 |
2,164.1 |
92.9 |
4.2% |
47.8 |
2.2% |
60% |
False |
False |
172,853 |
| 20 |
2,283.4 |
2,100.1 |
183.3 |
8.3% |
51.5 |
2.3% |
65% |
False |
False |
183,764 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
45.2 |
2.0% |
48% |
False |
False |
163,697 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
45.3 |
2.0% |
48% |
False |
False |
109,270 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.8 |
2.0% |
48% |
False |
False |
81,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.5 |
|
2.618 |
2,352.5 |
|
1.618 |
2,305.3 |
|
1.000 |
2,276.1 |
|
0.618 |
2,258.1 |
|
HIGH |
2,228.9 |
|
0.618 |
2,210.9 |
|
0.500 |
2,205.3 |
|
0.382 |
2,199.7 |
|
LOW |
2,181.7 |
|
0.618 |
2,152.5 |
|
1.000 |
2,134.5 |
|
1.618 |
2,105.3 |
|
2.618 |
2,058.1 |
|
4.250 |
1,981.1 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,214.7 |
2,219.4 |
| PP |
2,210.0 |
2,219.4 |
| S1 |
2,205.3 |
2,219.4 |
|