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 |
4,383.75 |
4,409.75 |
26.00 |
0.6% |
4,400.50 |
High |
4,417.00 |
4,415.00 |
-2.00 |
0.0% |
4,422.50 |
Low |
4,365.25 |
4,391.25 |
26.00 |
0.6% |
4,364.75 |
Close |
4,415.00 |
4,394.75 |
-20.25 |
-0.5% |
4,389.50 |
Range |
51.75 |
23.75 |
-28.00 |
-54.1% |
57.75 |
ATR |
44.83 |
43.32 |
-1.51 |
-3.4% |
0.00 |
Volume |
1,296,856 |
1,047,251 |
-249,605 |
-19.2% |
6,121,892 |
|
Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,471.50 |
4,457.00 |
4,407.75 |
|
R3 |
4,447.75 |
4,433.25 |
4,401.25 |
|
R2 |
4,424.00 |
4,424.00 |
4,399.00 |
|
R1 |
4,409.50 |
4,409.50 |
4,397.00 |
4,405.00 |
PP |
4,400.25 |
4,400.25 |
4,400.25 |
4,398.00 |
S1 |
4,385.75 |
4,385.75 |
4,392.50 |
4,381.00 |
S2 |
4,376.50 |
4,376.50 |
4,390.50 |
|
S3 |
4,352.75 |
4,362.00 |
4,388.25 |
|
S4 |
4,329.00 |
4,338.25 |
4,381.75 |
|
|
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% |
38.75 |
0.9% |
52% |
False |
False |
1,184,777 |
10 |
4,422.50 |
4,341.50 |
81.00 |
1.8% |
38.75 |
0.9% |
66% |
False |
False |
1,181,460 |
20 |
4,422.50 |
4,224.00 |
198.50 |
4.5% |
47.00 |
1.1% |
86% |
False |
False |
1,380,766 |
40 |
4,422.50 |
4,126.75 |
295.75 |
6.7% |
41.25 |
0.9% |
91% |
False |
False |
1,266,947 |
60 |
4,422.50 |
4,020.00 |
402.50 |
9.2% |
44.50 |
1.0% |
93% |
False |
False |
849,401 |
80 |
4,422.50 |
4,020.00 |
402.50 |
9.2% |
43.50 |
1.0% |
93% |
False |
False |
637,577 |
100 |
4,422.50 |
3,833.75 |
588.75 |
13.4% |
43.75 |
1.0% |
95% |
False |
False |
510,258 |
120 |
4,422.50 |
3,701.50 |
721.00 |
16.4% |
48.00 |
1.1% |
96% |
False |
False |
425,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.00 |
2.618 |
4,477.25 |
1.618 |
4,453.50 |
1.000 |
4,438.75 |
0.618 |
4,429.75 |
HIGH |
4,415.00 |
0.618 |
4,406.00 |
0.500 |
4,403.00 |
0.382 |
4,400.25 |
LOW |
4,391.25 |
0.618 |
4,376.50 |
1.000 |
4,367.50 |
1.618 |
4,352.75 |
2.618 |
4,329.00 |
4.250 |
4,290.25 |
|
|
Fisher Pivots for day following 04-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,403.00 |
4,394.00 |
PP |
4,400.25 |
4,393.25 |
S1 |
4,397.50 |
4,392.50 |
|