Trading Metrics calculated at close of trading on 02-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,562.0 |
15,592.0 |
30.0 |
0.2% |
15,651.0 |
High |
15,601.0 |
15,695.0 |
94.0 |
0.6% |
15,651.0 |
Low |
15,426.0 |
15,499.0 |
73.0 |
0.5% |
15,407.0 |
Close |
15,549.0 |
15,578.0 |
29.0 |
0.2% |
15,549.0 |
Range |
175.0 |
196.0 |
21.0 |
12.0% |
244.0 |
ATR |
195.1 |
195.2 |
0.1 |
0.0% |
0.0 |
Volume |
69,701 |
73,591 |
3,890 |
5.6% |
309,695 |
|
Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,178.7 |
16,074.3 |
15,685.8 |
|
R3 |
15,982.7 |
15,878.3 |
15,631.9 |
|
R2 |
15,786.7 |
15,786.7 |
15,613.9 |
|
R1 |
15,682.3 |
15,682.3 |
15,596.0 |
15,636.5 |
PP |
15,590.7 |
15,590.7 |
15,590.7 |
15,567.8 |
S1 |
15,486.3 |
15,486.3 |
15,560.0 |
15,440.5 |
S2 |
15,394.7 |
15,394.7 |
15,542.1 |
|
S3 |
15,198.7 |
15,290.3 |
15,524.1 |
|
S4 |
15,002.7 |
15,094.3 |
15,470.2 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,267.7 |
16,152.3 |
15,683.2 |
|
R3 |
16,023.7 |
15,908.3 |
15,616.1 |
|
R2 |
15,779.7 |
15,779.7 |
15,593.7 |
|
R1 |
15,664.3 |
15,664.3 |
15,571.4 |
15,600.0 |
PP |
15,535.7 |
15,535.7 |
15,535.7 |
15,503.5 |
S1 |
15,420.3 |
15,420.3 |
15,526.6 |
15,356.0 |
S2 |
15,291.7 |
15,291.7 |
15,504.3 |
|
S3 |
15,047.7 |
15,176.3 |
15,481.9 |
|
S4 |
14,803.7 |
14,932.3 |
15,414.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,695.0 |
15,407.0 |
288.0 |
1.8% |
169.0 |
1.1% |
59% |
True |
False |
65,515 |
10 |
15,695.0 |
15,077.0 |
618.0 |
4.0% |
173.5 |
1.1% |
81% |
True |
False |
67,896 |
20 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
208.1 |
1.3% |
71% |
False |
False |
75,485 |
40 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
187.1 |
1.2% |
71% |
False |
False |
58,125 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
180.3 |
1.2% |
78% |
False |
False |
38,812 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
168.0 |
1.1% |
78% |
False |
False |
29,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,528.0 |
2.618 |
16,208.1 |
1.618 |
16,012.1 |
1.000 |
15,891.0 |
0.618 |
15,816.1 |
HIGH |
15,695.0 |
0.618 |
15,620.1 |
0.500 |
15,597.0 |
0.382 |
15,573.9 |
LOW |
15,499.0 |
0.618 |
15,377.9 |
1.000 |
15,303.0 |
1.618 |
15,181.9 |
2.618 |
14,985.9 |
4.250 |
14,666.0 |
|
|
Fisher Pivots for day following 02-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,597.0 |
15,572.2 |
PP |
15,590.7 |
15,566.3 |
S1 |
15,584.3 |
15,560.5 |
|