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 |
1,816.8 |
1,813.7 |
-3.1 |
-0.2% |
1,806.4 |
High |
1,818.2 |
1,835.9 |
17.7 |
1.0% |
1,837.5 |
Low |
1,809.5 |
1,808.3 |
-1.2 |
-0.1% |
1,795.6 |
Close |
1,814.1 |
1,814.5 |
0.4 |
0.0% |
1,817.2 |
Range |
8.7 |
27.6 |
18.9 |
217.2% |
41.9 |
ATR |
20.8 |
21.3 |
0.5 |
2.3% |
0.0 |
Volume |
103,450 |
244,683 |
141,233 |
136.5% |
729,746 |
|
Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.4 |
1,886.0 |
1,829.7 |
|
R3 |
1,874.8 |
1,858.4 |
1,822.1 |
|
R2 |
1,847.2 |
1,847.2 |
1,819.6 |
|
R1 |
1,830.8 |
1,830.8 |
1,817.0 |
1,839.0 |
PP |
1,819.6 |
1,819.6 |
1,819.6 |
1,823.7 |
S1 |
1,803.2 |
1,803.2 |
1,812.0 |
1,811.4 |
S2 |
1,792.0 |
1,792.0 |
1,809.4 |
|
S3 |
1,764.4 |
1,775.6 |
1,806.9 |
|
S4 |
1,736.8 |
1,748.0 |
1,799.3 |
|
|
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 |
1,808.2 |
29.3 |
1.6% |
20.1 |
1.1% |
22% |
False |
False |
175,417 |
10 |
1,837.5 |
1,793.1 |
44.4 |
2.4% |
18.5 |
1.0% |
48% |
False |
False |
138,213 |
20 |
1,839.0 |
1,793.1 |
45.9 |
2.5% |
19.5 |
1.1% |
47% |
False |
False |
91,095 |
40 |
1,910.0 |
1,754.5 |
155.5 |
8.6% |
22.7 |
1.3% |
39% |
False |
False |
47,941 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.1 |
1.3% |
36% |
False |
False |
33,680 |
80 |
1,922.4 |
1,730.0 |
192.4 |
10.6% |
23.0 |
1.3% |
44% |
False |
False |
25,864 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
22.6 |
1.2% |
55% |
False |
False |
20,967 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.7 |
1.3% |
55% |
False |
False |
17,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.2 |
2.618 |
1,908.2 |
1.618 |
1,880.6 |
1.000 |
1,863.5 |
0.618 |
1,853.0 |
HIGH |
1,835.9 |
0.618 |
1,825.4 |
0.500 |
1,822.1 |
0.382 |
1,818.8 |
LOW |
1,808.3 |
0.618 |
1,791.2 |
1.000 |
1,780.7 |
1.618 |
1,763.6 |
2.618 |
1,736.0 |
4.250 |
1,691.0 |
|
|
Fisher Pivots for day following 04-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,822.1 |
1,822.1 |
PP |
1,819.6 |
1,819.5 |
S1 |
1,817.0 |
1,817.0 |
|