Trading Metrics calculated at close of trading on 05-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,038.00 |
15,081.75 |
43.75 |
0.3% |
15,098.00 |
High |
15,108.00 |
15,172.50 |
64.50 |
0.4% |
15,134.00 |
Low |
14,997.00 |
15,069.25 |
72.25 |
0.5% |
14,774.25 |
Close |
15,073.50 |
15,167.75 |
94.25 |
0.6% |
14,955.75 |
Range |
111.00 |
103.25 |
-7.75 |
-7.0% |
359.75 |
ATR |
186.65 |
180.70 |
-5.96 |
-3.2% |
0.00 |
Volume |
445,703 |
341,554 |
-104,149 |
-23.4% |
2,558,719 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,446.25 |
15,410.25 |
15,224.50 |
|
R3 |
15,343.00 |
15,307.00 |
15,196.25 |
|
R2 |
15,239.75 |
15,239.75 |
15,186.75 |
|
R1 |
15,203.75 |
15,203.75 |
15,177.25 |
15,221.75 |
PP |
15,136.50 |
15,136.50 |
15,136.50 |
15,145.50 |
S1 |
15,100.50 |
15,100.50 |
15,158.25 |
15,118.50 |
S2 |
15,033.25 |
15,033.25 |
15,148.75 |
|
S3 |
14,930.00 |
14,997.25 |
15,139.25 |
|
S4 |
14,826.75 |
14,894.00 |
15,111.00 |
|
|
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 |
15,172.50 |
14,811.25 |
361.25 |
2.4% |
141.50 |
0.9% |
99% |
True |
False |
451,881 |
10 |
15,172.50 |
14,774.25 |
398.25 |
2.6% |
173.00 |
1.1% |
99% |
True |
False |
476,175 |
20 |
15,172.50 |
14,445.00 |
727.50 |
4.8% |
184.00 |
1.2% |
99% |
True |
False |
490,396 |
40 |
15,172.50 |
13,716.25 |
1,456.25 |
9.6% |
179.75 |
1.2% |
100% |
True |
False |
460,159 |
60 |
15,172.50 |
12,906.00 |
2,266.50 |
14.9% |
192.25 |
1.3% |
100% |
True |
False |
307,492 |
80 |
15,172.50 |
12,906.00 |
2,266.50 |
14.9% |
200.25 |
1.3% |
100% |
True |
False |
230,828 |
100 |
15,172.50 |
12,602.00 |
2,570.50 |
16.9% |
208.75 |
1.4% |
100% |
True |
False |
184,759 |
120 |
15,172.50 |
12,195.25 |
2,977.25 |
19.6% |
233.25 |
1.5% |
100% |
True |
False |
153,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,611.25 |
2.618 |
15,442.75 |
1.618 |
15,339.50 |
1.000 |
15,275.75 |
0.618 |
15,236.25 |
HIGH |
15,172.50 |
0.618 |
15,133.00 |
0.500 |
15,121.00 |
0.382 |
15,108.75 |
LOW |
15,069.25 |
0.618 |
15,005.50 |
1.000 |
14,966.00 |
1.618 |
14,902.25 |
2.618 |
14,799.00 |
4.250 |
14,630.50 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,152.00 |
15,115.50 |
PP |
15,136.50 |
15,063.00 |
S1 |
15,121.00 |
15,010.75 |
|