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 |
14,972.75 |
14,962.25 |
-10.50 |
-0.1% |
15,098.00 |
High |
15,056.25 |
15,050.00 |
-6.25 |
0.0% |
15,134.00 |
Low |
14,932.25 |
14,849.00 |
-83.25 |
-0.6% |
14,774.25 |
Close |
14,952.75 |
15,046.25 |
93.50 |
0.6% |
14,955.75 |
Range |
124.00 |
201.00 |
77.00 |
62.1% |
359.75 |
ATR |
191.82 |
192.47 |
0.66 |
0.3% |
0.00 |
Volume |
446,142 |
520,377 |
74,235 |
16.6% |
2,558,719 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,584.75 |
15,516.50 |
15,156.75 |
|
R3 |
15,383.75 |
15,315.50 |
15,101.50 |
|
R2 |
15,182.75 |
15,182.75 |
15,083.00 |
|
R1 |
15,114.50 |
15,114.50 |
15,064.75 |
15,148.50 |
PP |
14,981.75 |
14,981.75 |
14,981.75 |
14,998.75 |
S1 |
14,913.50 |
14,913.50 |
15,027.75 |
14,947.50 |
S2 |
14,780.75 |
14,780.75 |
15,009.50 |
|
S3 |
14,579.75 |
14,712.50 |
14,991.00 |
|
S4 |
14,378.75 |
14,511.50 |
14,935.75 |
|
|
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 |
15,084.00 |
14,811.25 |
272.75 |
1.8% |
176.25 |
1.2% |
86% |
False |
False |
492,385 |
10 |
15,134.00 |
14,668.25 |
465.75 |
3.1% |
184.50 |
1.2% |
81% |
False |
False |
480,427 |
20 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
195.25 |
1.3% |
87% |
False |
False |
506,166 |
40 |
15,134.00 |
13,716.25 |
1,417.75 |
9.4% |
181.25 |
1.2% |
94% |
False |
False |
440,907 |
60 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
201.25 |
1.3% |
96% |
False |
False |
294,430 |
80 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
201.50 |
1.3% |
96% |
False |
False |
221,001 |
100 |
15,134.00 |
12,602.00 |
2,532.00 |
16.8% |
212.00 |
1.4% |
97% |
False |
False |
176,888 |
120 |
15,134.00 |
12,195.25 |
2,938.75 |
19.5% |
233.50 |
1.6% |
97% |
False |
False |
147,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,904.25 |
2.618 |
15,576.25 |
1.618 |
15,375.25 |
1.000 |
15,251.00 |
0.618 |
15,174.25 |
HIGH |
15,050.00 |
0.618 |
14,973.25 |
0.500 |
14,949.50 |
0.382 |
14,925.75 |
LOW |
14,849.00 |
0.618 |
14,724.75 |
1.000 |
14,648.00 |
1.618 |
14,523.75 |
2.618 |
14,322.75 |
4.250 |
13,994.75 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,014.00 |
15,008.75 |
PP |
14,981.75 |
14,971.25 |
S1 |
14,949.50 |
14,933.75 |
|