| 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 |
14,962.25 |
15,038.00 |
75.75 |
0.5% |
15,098.00 |
| High |
15,050.00 |
15,108.00 |
58.00 |
0.4% |
15,134.00 |
| Low |
14,849.00 |
14,997.00 |
148.00 |
1.0% |
14,774.25 |
| Close |
15,046.25 |
15,073.50 |
27.25 |
0.2% |
14,955.75 |
| Range |
201.00 |
111.00 |
-90.00 |
-44.8% |
359.75 |
| ATR |
192.47 |
186.65 |
-5.82 |
-3.0% |
0.00 |
| Volume |
520,377 |
445,703 |
-74,674 |
-14.3% |
2,558,719 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,392.50 |
15,344.00 |
15,134.50 |
|
| R3 |
15,281.50 |
15,233.00 |
15,104.00 |
|
| R2 |
15,170.50 |
15,170.50 |
15,093.75 |
|
| R1 |
15,122.00 |
15,122.00 |
15,083.75 |
15,146.25 |
| PP |
15,059.50 |
15,059.50 |
15,059.50 |
15,071.50 |
| S1 |
15,011.00 |
15,011.00 |
15,063.25 |
15,035.25 |
| S2 |
14,948.50 |
14,948.50 |
15,053.25 |
|
| S3 |
14,837.50 |
14,900.00 |
15,043.00 |
|
| S4 |
14,726.50 |
14,789.00 |
15,012.50 |
|
|
| 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 |
15,108.00 |
14,811.25 |
296.75 |
2.0% |
156.75 |
1.0% |
88% |
True |
False |
466,089 |
| 10 |
15,134.00 |
14,774.25 |
359.75 |
2.4% |
178.50 |
1.2% |
83% |
False |
False |
484,562 |
| 20 |
15,134.00 |
14,445.00 |
689.00 |
4.6% |
193.00 |
1.3% |
91% |
False |
False |
504,879 |
| 40 |
15,134.00 |
13,716.25 |
1,417.75 |
9.4% |
179.50 |
1.2% |
96% |
False |
False |
451,856 |
| 60 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
195.50 |
1.3% |
97% |
False |
False |
301,833 |
| 80 |
15,134.00 |
12,906.00 |
2,228.00 |
14.8% |
201.75 |
1.3% |
97% |
False |
False |
226,566 |
| 100 |
15,134.00 |
12,602.00 |
2,532.00 |
16.8% |
210.00 |
1.4% |
98% |
False |
False |
181,344 |
| 120 |
15,134.00 |
12,195.25 |
2,938.75 |
19.5% |
233.50 |
1.5% |
98% |
False |
False |
151,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,579.75 |
|
2.618 |
15,398.50 |
|
1.618 |
15,287.50 |
|
1.000 |
15,219.00 |
|
0.618 |
15,176.50 |
|
HIGH |
15,108.00 |
|
0.618 |
15,065.50 |
|
0.500 |
15,052.50 |
|
0.382 |
15,039.50 |
|
LOW |
14,997.00 |
|
0.618 |
14,928.50 |
|
1.000 |
14,886.00 |
|
1.618 |
14,817.50 |
|
2.618 |
14,706.50 |
|
4.250 |
14,525.25 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,066.50 |
15,041.75 |
| PP |
15,059.50 |
15,010.25 |
| S1 |
15,052.50 |
14,978.50 |
|