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 |
15,592.0 |
15,537.0 |
-55.0 |
-0.4% |
15,651.0 |
High |
15,695.0 |
15,596.0 |
-99.0 |
-0.6% |
15,651.0 |
Low |
15,499.0 |
15,481.0 |
-18.0 |
-0.1% |
15,407.0 |
Close |
15,578.0 |
15,544.0 |
-34.0 |
-0.2% |
15,549.0 |
Range |
196.0 |
115.0 |
-81.0 |
-41.3% |
244.0 |
ATR |
195.2 |
189.4 |
-5.7 |
-2.9% |
0.0 |
Volume |
73,591 |
61,385 |
-12,206 |
-16.6% |
309,695 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,885.3 |
15,829.7 |
15,607.3 |
|
R3 |
15,770.3 |
15,714.7 |
15,575.6 |
|
R2 |
15,655.3 |
15,655.3 |
15,565.1 |
|
R1 |
15,599.7 |
15,599.7 |
15,554.5 |
15,627.5 |
PP |
15,540.3 |
15,540.3 |
15,540.3 |
15,554.3 |
S1 |
15,484.7 |
15,484.7 |
15,533.5 |
15,512.5 |
S2 |
15,425.3 |
15,425.3 |
15,522.9 |
|
S3 |
15,310.3 |
15,369.7 |
15,512.4 |
|
S4 |
15,195.3 |
15,254.7 |
15,480.8 |
|
|
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 |
15,426.0 |
269.0 |
1.7% |
148.6 |
1.0% |
44% |
False |
False |
63,044 |
10 |
15,695.0 |
15,182.0 |
513.0 |
3.3% |
164.0 |
1.1% |
71% |
False |
False |
64,439 |
20 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
202.3 |
1.3% |
66% |
False |
False |
74,894 |
40 |
15,802.0 |
15,032.0 |
770.0 |
5.0% |
187.4 |
1.2% |
66% |
False |
False |
59,651 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
180.1 |
1.2% |
74% |
False |
False |
39,834 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.5% |
168.8 |
1.1% |
74% |
False |
False |
29,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,084.8 |
2.618 |
15,897.1 |
1.618 |
15,782.1 |
1.000 |
15,711.0 |
0.618 |
15,667.1 |
HIGH |
15,596.0 |
0.618 |
15,552.1 |
0.500 |
15,538.5 |
0.382 |
15,524.9 |
LOW |
15,481.0 |
0.618 |
15,409.9 |
1.000 |
15,366.0 |
1.618 |
15,294.9 |
2.618 |
15,179.9 |
4.250 |
14,992.3 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,542.2 |
15,560.5 |
PP |
15,540.3 |
15,555.0 |
S1 |
15,538.5 |
15,549.5 |
|