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 |
15,537.0 |
15,546.0 |
9.0 |
0.1% |
15,651.0 |
High |
15,596.0 |
15,702.0 |
106.0 |
0.7% |
15,651.0 |
Low |
15,481.0 |
15,542.0 |
61.0 |
0.4% |
15,407.0 |
Close |
15,544.0 |
15,673.0 |
129.0 |
0.8% |
15,549.0 |
Range |
115.0 |
160.0 |
45.0 |
39.1% |
244.0 |
ATR |
189.4 |
187.3 |
-2.1 |
-1.1% |
0.0 |
Volume |
61,385 |
72,868 |
11,483 |
18.7% |
309,695 |
|
Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,119.0 |
16,056.0 |
15,761.0 |
|
R3 |
15,959.0 |
15,896.0 |
15,717.0 |
|
R2 |
15,799.0 |
15,799.0 |
15,702.3 |
|
R1 |
15,736.0 |
15,736.0 |
15,687.7 |
15,767.5 |
PP |
15,639.0 |
15,639.0 |
15,639.0 |
15,654.8 |
S1 |
15,576.0 |
15,576.0 |
15,658.3 |
15,607.5 |
S2 |
15,479.0 |
15,479.0 |
15,643.7 |
|
S3 |
15,319.0 |
15,416.0 |
15,629.0 |
|
S4 |
15,159.0 |
15,256.0 |
15,585.0 |
|
|
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 |
15,702.0 |
15,426.0 |
276.0 |
1.8% |
160.0 |
1.0% |
89% |
True |
False |
66,158 |
10 |
15,702.0 |
15,407.0 |
295.0 |
1.9% |
153.1 |
1.0% |
90% |
True |
False |
63,369 |
20 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
198.4 |
1.3% |
83% |
False |
False |
74,949 |
40 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
189.5 |
1.2% |
83% |
False |
False |
61,451 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
181.3 |
1.2% |
87% |
False |
False |
41,048 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
170.0 |
1.1% |
87% |
False |
False |
30,795 |
100 |
15,802.0 |
14,450.0 |
1,352.0 |
8.6% |
151.1 |
1.0% |
90% |
False |
False |
24,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,382.0 |
2.618 |
16,120.9 |
1.618 |
15,960.9 |
1.000 |
15,862.0 |
0.618 |
15,800.9 |
HIGH |
15,702.0 |
0.618 |
15,640.9 |
0.500 |
15,622.0 |
0.382 |
15,603.1 |
LOW |
15,542.0 |
0.618 |
15,443.1 |
1.000 |
15,382.0 |
1.618 |
15,283.1 |
2.618 |
15,123.1 |
4.250 |
14,862.0 |
|
|
Fisher Pivots for day following 04-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,656.0 |
15,645.8 |
PP |
15,639.0 |
15,618.7 |
S1 |
15,622.0 |
15,591.5 |
|