| 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 |
1,832.5 |
1,817.0 |
-15.5 |
-0.8% |
1,806.4 |
| High |
1,835.5 |
1,823.2 |
-12.3 |
-0.7% |
1,837.5 |
| Low |
1,813.1 |
1,808.2 |
-4.9 |
-0.3% |
1,795.6 |
| Close |
1,817.2 |
1,822.2 |
5.0 |
0.3% |
1,817.2 |
| Range |
22.4 |
15.0 |
-7.4 |
-33.0% |
41.9 |
| ATR |
21.9 |
21.4 |
-0.5 |
-2.2% |
0.0 |
| Volume |
157,136 |
159,755 |
2,619 |
1.7% |
729,746 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,862.9 |
1,857.5 |
1,830.5 |
|
| R3 |
1,847.9 |
1,842.5 |
1,826.3 |
|
| R2 |
1,832.9 |
1,832.9 |
1,825.0 |
|
| R1 |
1,827.5 |
1,827.5 |
1,823.6 |
1,830.2 |
| PP |
1,817.9 |
1,817.9 |
1,817.9 |
1,819.2 |
| S1 |
1,812.5 |
1,812.5 |
1,820.8 |
1,815.2 |
| S2 |
1,802.9 |
1,802.9 |
1,819.5 |
|
| S3 |
1,787.9 |
1,797.5 |
1,818.1 |
|
| S4 |
1,772.9 |
1,782.5 |
1,814.0 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.5 |
1,921.7 |
1,840.2 |
|
| R3 |
1,900.6 |
1,879.8 |
1,828.7 |
|
| R2 |
1,858.7 |
1,858.7 |
1,824.9 |
|
| R1 |
1,837.9 |
1,837.9 |
1,821.0 |
1,848.3 |
| PP |
1,816.8 |
1,816.8 |
1,816.8 |
1,822.0 |
| S1 |
1,796.0 |
1,796.0 |
1,813.4 |
1,806.4 |
| S2 |
1,774.9 |
1,774.9 |
1,809.5 |
|
| S3 |
1,733.0 |
1,754.1 |
1,805.7 |
|
| S4 |
1,691.1 |
1,712.2 |
1,794.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,837.5 |
1,795.6 |
41.9 |
2.3% |
19.0 |
1.0% |
63% |
False |
False |
161,047 |
| 10 |
1,837.5 |
1,793.1 |
44.4 |
2.4% |
18.9 |
1.0% |
66% |
False |
False |
113,390 |
| 20 |
1,839.0 |
1,788.9 |
50.1 |
2.7% |
20.0 |
1.1% |
66% |
False |
False |
74,687 |
| 40 |
1,910.1 |
1,754.5 |
155.6 |
8.5% |
22.8 |
1.2% |
44% |
False |
False |
39,449 |
| 60 |
1,922.4 |
1,754.5 |
167.9 |
9.2% |
23.3 |
1.3% |
40% |
False |
False |
28,058 |
| 80 |
1,922.4 |
1,730.0 |
192.4 |
10.6% |
23.1 |
1.3% |
48% |
False |
False |
21,559 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
22.7 |
1.2% |
58% |
False |
False |
17,514 |
| 120 |
1,922.4 |
1,683.0 |
239.4 |
13.1% |
23.8 |
1.3% |
58% |
False |
False |
14,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,887.0 |
|
2.618 |
1,862.5 |
|
1.618 |
1,847.5 |
|
1.000 |
1,838.2 |
|
0.618 |
1,832.5 |
|
HIGH |
1,823.2 |
|
0.618 |
1,817.5 |
|
0.500 |
1,815.7 |
|
0.382 |
1,813.9 |
|
LOW |
1,808.2 |
|
0.618 |
1,798.9 |
|
1.000 |
1,793.2 |
|
1.618 |
1,783.9 |
|
2.618 |
1,768.9 |
|
4.250 |
1,744.5 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,820.0 |
1,822.9 |
| PP |
1,817.9 |
1,822.6 |
| S1 |
1,815.7 |
1,822.4 |
|