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 |
15,683.0 |
15,740.0 |
57.0 |
0.4% |
15,592.0 |
High |
15,746.0 |
15,795.0 |
49.0 |
0.3% |
15,795.0 |
Low |
15,648.0 |
15,712.0 |
64.0 |
0.4% |
15,481.0 |
Close |
15,737.0 |
15,753.0 |
16.0 |
0.1% |
15,753.0 |
Range |
98.0 |
83.0 |
-15.0 |
-15.3% |
314.0 |
ATR |
181.0 |
174.0 |
-7.0 |
-3.9% |
0.0 |
Volume |
54,175 |
50,828 |
-3,347 |
-6.2% |
312,847 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,002.3 |
15,960.7 |
15,798.7 |
|
R3 |
15,919.3 |
15,877.7 |
15,775.8 |
|
R2 |
15,836.3 |
15,836.3 |
15,768.2 |
|
R1 |
15,794.7 |
15,794.7 |
15,760.6 |
15,815.5 |
PP |
15,753.3 |
15,753.3 |
15,753.3 |
15,763.8 |
S1 |
15,711.7 |
15,711.7 |
15,745.4 |
15,732.5 |
S2 |
15,670.3 |
15,670.3 |
15,737.8 |
|
S3 |
15,587.3 |
15,628.7 |
15,730.2 |
|
S4 |
15,504.3 |
15,545.7 |
15,707.4 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,618.3 |
16,499.7 |
15,925.7 |
|
R3 |
16,304.3 |
16,185.7 |
15,839.4 |
|
R2 |
15,990.3 |
15,990.3 |
15,810.6 |
|
R1 |
15,871.7 |
15,871.7 |
15,781.8 |
15,931.0 |
PP |
15,676.3 |
15,676.3 |
15,676.3 |
15,706.0 |
S1 |
15,557.7 |
15,557.7 |
15,724.2 |
15,617.0 |
S2 |
15,362.3 |
15,362.3 |
15,695.4 |
|
S3 |
15,048.3 |
15,243.7 |
15,666.7 |
|
S4 |
14,734.3 |
14,929.7 |
15,580.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,795.0 |
15,481.0 |
314.0 |
2.0% |
130.4 |
0.8% |
87% |
True |
False |
62,569 |
10 |
15,795.0 |
15,407.0 |
388.0 |
2.5% |
142.1 |
0.9% |
89% |
True |
False |
62,254 |
20 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
170.0 |
1.1% |
94% |
False |
False |
70,276 |
40 |
15,802.0 |
15,032.0 |
770.0 |
4.9% |
187.1 |
1.2% |
94% |
False |
False |
63,982 |
60 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
177.9 |
1.1% |
95% |
False |
False |
42,794 |
80 |
15,802.0 |
14,795.0 |
1,007.0 |
6.4% |
170.3 |
1.1% |
95% |
False |
False |
32,106 |
100 |
15,802.0 |
14,450.0 |
1,352.0 |
8.6% |
152.1 |
1.0% |
96% |
False |
False |
25,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,147.8 |
2.618 |
16,012.3 |
1.618 |
15,929.3 |
1.000 |
15,878.0 |
0.618 |
15,846.3 |
HIGH |
15,795.0 |
0.618 |
15,763.3 |
0.500 |
15,753.5 |
0.382 |
15,743.7 |
LOW |
15,712.0 |
0.618 |
15,660.7 |
1.000 |
15,629.0 |
1.618 |
15,577.7 |
2.618 |
15,494.7 |
4.250 |
15,359.3 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,753.5 |
15,724.8 |
PP |
15,753.3 |
15,696.7 |
S1 |
15,753.2 |
15,668.5 |
|