| 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 |
1,817.0 |
1,816.8 |
-0.2 |
0.0% |
1,806.4 |
| High |
1,823.2 |
1,818.2 |
-5.0 |
-0.3% |
1,837.5 |
| Low |
1,808.2 |
1,809.5 |
1.3 |
0.1% |
1,795.6 |
| Close |
1,822.2 |
1,814.1 |
-8.1 |
-0.4% |
1,817.2 |
| Range |
15.0 |
8.7 |
-6.3 |
-42.0% |
41.9 |
| ATR |
21.4 |
20.8 |
-0.6 |
-2.9% |
0.0 |
| Volume |
159,755 |
103,450 |
-56,305 |
-35.2% |
729,746 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,840.0 |
1,835.8 |
1,818.9 |
|
| R3 |
1,831.3 |
1,827.1 |
1,816.5 |
|
| R2 |
1,822.6 |
1,822.6 |
1,815.7 |
|
| R1 |
1,818.4 |
1,818.4 |
1,814.9 |
1,816.2 |
| PP |
1,813.9 |
1,813.9 |
1,813.9 |
1,812.8 |
| S1 |
1,809.7 |
1,809.7 |
1,813.3 |
1,807.5 |
| S2 |
1,805.2 |
1,805.2 |
1,812.5 |
|
| S3 |
1,796.5 |
1,801.0 |
1,811.7 |
|
| S4 |
1,787.8 |
1,792.3 |
1,809.3 |
|
|
| 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% |
18.2 |
1.0% |
44% |
False |
False |
166,200 |
| 10 |
1,837.5 |
1,793.1 |
44.4 |
2.4% |
17.7 |
1.0% |
47% |
False |
False |
120,184 |
| 20 |
1,839.0 |
1,793.1 |
45.9 |
2.5% |
18.9 |
1.0% |
46% |
False |
False |
79,369 |
| 40 |
1,910.1 |
1,754.5 |
155.6 |
8.6% |
22.5 |
1.2% |
38% |
False |
False |
41,930 |
| 60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
22.9 |
1.3% |
35% |
False |
False |
29,692 |
| 80 |
1,922.4 |
1,730.0 |
192.4 |
10.6% |
22.8 |
1.3% |
44% |
False |
False |
22,828 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
22.6 |
1.2% |
55% |
False |
False |
18,533 |
| 120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.7 |
1.3% |
55% |
False |
False |
15,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,855.2 |
|
2.618 |
1,841.0 |
|
1.618 |
1,832.3 |
|
1.000 |
1,826.9 |
|
0.618 |
1,823.6 |
|
HIGH |
1,818.2 |
|
0.618 |
1,814.9 |
|
0.500 |
1,813.9 |
|
0.382 |
1,812.8 |
|
LOW |
1,809.5 |
|
0.618 |
1,804.1 |
|
1.000 |
1,800.8 |
|
1.618 |
1,795.4 |
|
2.618 |
1,786.7 |
|
4.250 |
1,772.5 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,814.0 |
1,821.9 |
| PP |
1,813.9 |
1,819.3 |
| S1 |
1,813.9 |
1,816.7 |
|