Trading Metrics calculated at close of trading on 06-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,396.25 |
4,420.25 |
24.00 |
0.5% |
4,396.50 |
High |
4,422.75 |
4,433.25 |
10.50 |
0.2% |
4,433.25 |
Low |
4,393.75 |
4,416.00 |
22.25 |
0.5% |
4,365.25 |
Close |
4,421.50 |
4,429.50 |
8.00 |
0.2% |
4,429.50 |
Range |
29.00 |
17.25 |
-11.75 |
-40.5% |
68.00 |
ATR |
42.30 |
40.51 |
-1.79 |
-4.2% |
0.00 |
Volume |
763,343 |
951,045 |
187,702 |
24.6% |
5,251,796 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,478.00 |
4,471.00 |
4,439.00 |
|
R3 |
4,460.75 |
4,453.75 |
4,434.25 |
|
R2 |
4,443.50 |
4,443.50 |
4,432.75 |
|
R1 |
4,436.50 |
4,436.50 |
4,431.00 |
4,440.00 |
PP |
4,426.25 |
4,426.25 |
4,426.25 |
4,428.00 |
S1 |
4,419.25 |
4,419.25 |
4,428.00 |
4,422.75 |
S2 |
4,409.00 |
4,409.00 |
4,426.25 |
|
S3 |
4,391.75 |
4,402.00 |
4,424.75 |
|
S4 |
4,374.50 |
4,384.75 |
4,420.00 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,613.25 |
4,589.50 |
4,467.00 |
|
R3 |
4,545.25 |
4,521.50 |
4,448.25 |
|
R2 |
4,477.25 |
4,477.25 |
4,442.00 |
|
R1 |
4,453.50 |
4,453.50 |
4,435.75 |
4,465.50 |
PP |
4,409.25 |
4,409.25 |
4,409.25 |
4,415.25 |
S1 |
4,385.50 |
4,385.50 |
4,423.25 |
4,397.50 |
S2 |
4,341.25 |
4,341.25 |
4,417.00 |
|
S3 |
4,273.25 |
4,317.50 |
4,410.75 |
|
S4 |
4,205.25 |
4,249.50 |
4,392.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,433.25 |
4,365.25 |
68.00 |
1.5% |
32.75 |
0.7% |
94% |
True |
False |
1,050,359 |
10 |
4,433.25 |
4,364.75 |
68.50 |
1.5% |
36.25 |
0.8% |
95% |
True |
False |
1,137,368 |
20 |
4,433.25 |
4,224.00 |
209.25 |
4.7% |
42.25 |
1.0% |
98% |
True |
False |
1,301,329 |
40 |
4,433.25 |
4,126.75 |
306.50 |
6.9% |
41.00 |
0.9% |
99% |
True |
False |
1,294,181 |
60 |
4,433.25 |
4,020.00 |
413.25 |
9.3% |
42.25 |
1.0% |
99% |
True |
False |
877,833 |
80 |
4,433.25 |
4,020.00 |
413.25 |
9.3% |
43.25 |
1.0% |
99% |
True |
False |
658,979 |
100 |
4,433.25 |
3,833.75 |
599.50 |
13.5% |
43.50 |
1.0% |
99% |
True |
False |
527,391 |
120 |
4,433.25 |
3,701.50 |
731.75 |
16.5% |
47.75 |
1.1% |
99% |
True |
False |
439,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,506.50 |
2.618 |
4,478.50 |
1.618 |
4,461.25 |
1.000 |
4,450.50 |
0.618 |
4,444.00 |
HIGH |
4,433.25 |
0.618 |
4,426.75 |
0.500 |
4,424.50 |
0.382 |
4,422.50 |
LOW |
4,416.00 |
0.618 |
4,405.25 |
1.000 |
4,398.75 |
1.618 |
4,388.00 |
2.618 |
4,370.75 |
4.250 |
4,342.75 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,428.00 |
4,423.75 |
PP |
4,426.25 |
4,418.00 |
S1 |
4,424.50 |
4,412.25 |
|