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 |
4,396.50 |
4,383.75 |
-12.75 |
-0.3% |
4,400.50 |
High |
4,419.75 |
4,417.00 |
-2.75 |
-0.1% |
4,422.50 |
Low |
4,377.25 |
4,365.25 |
-12.00 |
-0.3% |
4,364.75 |
Close |
4,379.75 |
4,415.00 |
35.25 |
0.8% |
4,389.50 |
Range |
42.50 |
51.75 |
9.25 |
21.8% |
57.75 |
ATR |
44.29 |
44.83 |
0.53 |
1.2% |
0.00 |
Volume |
1,193,301 |
1,296,856 |
103,555 |
8.7% |
6,121,892 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.25 |
4,536.50 |
4,443.50 |
|
R3 |
4,502.50 |
4,484.75 |
4,429.25 |
|
R2 |
4,450.75 |
4,450.75 |
4,424.50 |
|
R1 |
4,433.00 |
4,433.00 |
4,419.75 |
4,442.00 |
PP |
4,399.00 |
4,399.00 |
4,399.00 |
4,403.50 |
S1 |
4,381.25 |
4,381.25 |
4,410.25 |
4,390.00 |
S2 |
4,347.25 |
4,347.25 |
4,405.50 |
|
S3 |
4,295.50 |
4,329.50 |
4,400.75 |
|
S4 |
4,243.75 |
4,277.75 |
4,386.50 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,565.50 |
4,535.25 |
4,421.25 |
|
R3 |
4,507.75 |
4,477.50 |
4,405.50 |
|
R2 |
4,450.00 |
4,450.00 |
4,400.00 |
|
R1 |
4,419.75 |
4,419.75 |
4,394.75 |
4,406.00 |
PP |
4,392.25 |
4,392.25 |
4,392.25 |
4,385.50 |
S1 |
4,362.00 |
4,362.00 |
4,384.25 |
4,348.25 |
S2 |
4,334.50 |
4,334.50 |
4,379.00 |
|
S3 |
4,276.75 |
4,304.25 |
4,373.50 |
|
S4 |
4,219.00 |
4,246.50 |
4,357.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,422.50 |
4,365.25 |
57.25 |
1.3% |
40.25 |
0.9% |
87% |
False |
True |
1,219,589 |
10 |
4,422.50 |
4,310.00 |
112.50 |
2.5% |
41.00 |
0.9% |
93% |
False |
False |
1,195,878 |
20 |
4,422.50 |
4,224.00 |
198.50 |
4.5% |
47.50 |
1.1% |
96% |
False |
False |
1,389,458 |
40 |
4,422.50 |
4,126.75 |
295.75 |
6.7% |
41.50 |
0.9% |
97% |
False |
False |
1,243,432 |
60 |
4,422.50 |
4,020.00 |
402.50 |
9.1% |
45.25 |
1.0% |
98% |
False |
False |
831,992 |
80 |
4,422.50 |
4,020.00 |
402.50 |
9.1% |
43.50 |
1.0% |
98% |
False |
False |
624,498 |
100 |
4,422.50 |
3,833.75 |
588.75 |
13.3% |
43.75 |
1.0% |
99% |
False |
False |
499,787 |
120 |
4,422.50 |
3,701.50 |
721.00 |
16.3% |
48.25 |
1.1% |
99% |
False |
False |
416,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,637.00 |
2.618 |
4,552.50 |
1.618 |
4,500.75 |
1.000 |
4,468.75 |
0.618 |
4,449.00 |
HIGH |
4,417.00 |
0.618 |
4,397.25 |
0.500 |
4,391.00 |
0.382 |
4,385.00 |
LOW |
4,365.25 |
0.618 |
4,333.25 |
1.000 |
4,313.50 |
1.618 |
4,281.50 |
2.618 |
4,229.75 |
4.250 |
4,145.25 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,407.00 |
4,407.50 |
PP |
4,399.00 |
4,400.00 |
S1 |
4,391.00 |
4,392.50 |
|