| 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 |
14,905.25 |
14,972.75 |
67.50 |
0.5% |
15,098.00 |
| High |
14,980.00 |
15,056.25 |
76.25 |
0.5% |
15,134.00 |
| Low |
14,811.25 |
14,932.25 |
121.00 |
0.8% |
14,774.25 |
| Close |
14,955.75 |
14,952.75 |
-3.00 |
0.0% |
14,955.75 |
| Range |
168.75 |
124.00 |
-44.75 |
-26.5% |
359.75 |
| ATR |
197.03 |
191.82 |
-5.22 |
-2.6% |
0.00 |
| Volume |
505,630 |
446,142 |
-59,488 |
-11.8% |
2,558,719 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,352.50 |
15,276.50 |
15,021.00 |
|
| R3 |
15,228.50 |
15,152.50 |
14,986.75 |
|
| R2 |
15,104.50 |
15,104.50 |
14,975.50 |
|
| R1 |
15,028.50 |
15,028.50 |
14,964.00 |
15,004.50 |
| PP |
14,980.50 |
14,980.50 |
14,980.50 |
14,968.50 |
| S1 |
14,904.50 |
14,904.50 |
14,941.50 |
14,880.50 |
| S2 |
14,856.50 |
14,856.50 |
14,930.00 |
|
| S3 |
14,732.50 |
14,780.50 |
14,918.75 |
|
| S4 |
14,608.50 |
14,656.50 |
14,884.50 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,034.00 |
15,854.50 |
15,153.50 |
|
| R3 |
15,674.25 |
15,494.75 |
15,054.75 |
|
| R2 |
15,314.50 |
15,314.50 |
15,021.75 |
|
| R1 |
15,135.00 |
15,135.00 |
14,988.75 |
15,045.00 |
| PP |
14,954.75 |
14,954.75 |
14,954.75 |
14,909.50 |
| S1 |
14,775.25 |
14,775.25 |
14,922.75 |
14,685.00 |
| S2 |
14,595.00 |
14,595.00 |
14,889.75 |
|
| S3 |
14,235.25 |
14,415.50 |
14,856.75 |
|
| S4 |
13,875.50 |
14,055.75 |
14,758.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,131.50 |
14,774.25 |
357.25 |
2.4% |
207.50 |
1.4% |
50% |
False |
False |
522,668 |
| 10 |
15,134.00 |
14,516.75 |
617.25 |
4.1% |
191.00 |
1.3% |
71% |
False |
False |
481,325 |
| 20 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
193.50 |
1.3% |
74% |
False |
False |
508,032 |
| 40 |
15,134.00 |
13,680.75 |
1,453.25 |
9.7% |
179.50 |
1.2% |
88% |
False |
False |
427,994 |
| 60 |
15,134.00 |
12,906.00 |
2,228.00 |
14.9% |
201.50 |
1.3% |
92% |
False |
False |
285,776 |
| 80 |
15,134.00 |
12,906.00 |
2,228.00 |
14.9% |
201.50 |
1.3% |
92% |
False |
False |
214,501 |
| 100 |
15,134.00 |
12,602.00 |
2,532.00 |
16.9% |
213.75 |
1.4% |
93% |
False |
False |
171,685 |
| 120 |
15,134.00 |
12,195.25 |
2,938.75 |
19.7% |
233.75 |
1.6% |
94% |
False |
False |
143,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,583.25 |
|
2.618 |
15,381.00 |
|
1.618 |
15,257.00 |
|
1.000 |
15,180.25 |
|
0.618 |
15,133.00 |
|
HIGH |
15,056.25 |
|
0.618 |
15,009.00 |
|
0.500 |
14,994.25 |
|
0.382 |
14,979.50 |
|
LOW |
14,932.25 |
|
0.618 |
14,855.50 |
|
1.000 |
14,808.25 |
|
1.618 |
14,731.50 |
|
2.618 |
14,607.50 |
|
4.250 |
14,405.25 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,994.25 |
14,951.00 |
| PP |
14,980.50 |
14,949.25 |
| S1 |
14,966.50 |
14,947.50 |
|