Trading Metrics calculated at close of trading on 05-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,546.0 |
15,683.0 |
137.0 |
0.9% |
15,651.0 |
High |
15,702.0 |
15,746.0 |
44.0 |
0.3% |
15,651.0 |
Low |
15,542.0 |
15,648.0 |
106.0 |
0.7% |
15,407.0 |
Close |
15,673.0 |
15,737.0 |
64.0 |
0.4% |
15,549.0 |
Range |
160.0 |
98.0 |
-62.0 |
-38.8% |
244.0 |
ATR |
187.3 |
181.0 |
-6.4 |
-3.4% |
0.0 |
Volume |
72,868 |
54,175 |
-18,693 |
-25.7% |
309,695 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,004.3 |
15,968.7 |
15,790.9 |
|
R3 |
15,906.3 |
15,870.7 |
15,764.0 |
|
R2 |
15,808.3 |
15,808.3 |
15,755.0 |
|
R1 |
15,772.7 |
15,772.7 |
15,746.0 |
15,790.5 |
PP |
15,710.3 |
15,710.3 |
15,710.3 |
15,719.3 |
S1 |
15,674.7 |
15,674.7 |
15,728.0 |
15,692.5 |
S2 |
15,612.3 |
15,612.3 |
15,719.0 |
|
S3 |
15,514.3 |
15,576.7 |
15,710.1 |
|
S4 |
15,416.3 |
15,478.7 |
15,683.1 |
|
|
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 |
15,746.0 |
15,426.0 |
320.0 |
2.0% |
148.8 |
0.9% |
97% |
True |
False |
66,344 |
10 |
15,746.0 |
15,407.0 |
339.0 |
2.2% |
148.8 |
0.9% |
97% |
True |
False |
62,586 |
20 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
182.9 |
1.2% |
92% |
False |
False |
71,772 |
40 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
187.9 |
1.2% |
92% |
False |
False |
62,741 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
179.2 |
1.1% |
94% |
False |
False |
41,949 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
170.5 |
1.1% |
94% |
False |
False |
31,471 |
100 |
15,802.0 |
14,450.0 |
1,352.0 |
8.6% |
151.7 |
1.0% |
95% |
False |
False |
25,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,162.5 |
2.618 |
16,002.6 |
1.618 |
15,904.6 |
1.000 |
15,844.0 |
0.618 |
15,806.6 |
HIGH |
15,746.0 |
0.618 |
15,708.6 |
0.500 |
15,697.0 |
0.382 |
15,685.4 |
LOW |
15,648.0 |
0.618 |
15,587.4 |
1.000 |
15,550.0 |
1.618 |
15,489.4 |
2.618 |
15,391.4 |
4.250 |
15,231.5 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,723.7 |
15,695.8 |
PP |
15,710.3 |
15,654.7 |
S1 |
15,697.0 |
15,613.5 |
|