| 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 |
1,813.7 |
1,814.9 |
1.2 |
0.1% |
1,806.4 |
| High |
1,835.9 |
1,817.9 |
-18.0 |
-1.0% |
1,837.5 |
| Low |
1,808.3 |
1,799.7 |
-8.6 |
-0.5% |
1,795.6 |
| Close |
1,814.5 |
1,808.9 |
-5.6 |
-0.3% |
1,817.2 |
| Range |
27.6 |
18.2 |
-9.4 |
-34.1% |
41.9 |
| ATR |
21.3 |
21.0 |
-0.2 |
-1.0% |
0.0 |
| Volume |
244,683 |
169,840 |
-74,843 |
-30.6% |
729,746 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,863.4 |
1,854.4 |
1,818.9 |
|
| R3 |
1,845.2 |
1,836.2 |
1,813.9 |
|
| R2 |
1,827.0 |
1,827.0 |
1,812.2 |
|
| R1 |
1,818.0 |
1,818.0 |
1,810.6 |
1,813.4 |
| PP |
1,808.8 |
1,808.8 |
1,808.8 |
1,806.6 |
| S1 |
1,799.8 |
1,799.8 |
1,807.2 |
1,795.2 |
| S2 |
1,790.6 |
1,790.6 |
1,805.6 |
|
| S3 |
1,772.4 |
1,781.6 |
1,803.9 |
|
| S4 |
1,754.2 |
1,763.4 |
1,798.9 |
|
|
| 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 |
1,835.9 |
1,799.7 |
36.2 |
2.0% |
18.4 |
1.0% |
25% |
False |
True |
166,972 |
| 10 |
1,837.5 |
1,793.1 |
44.4 |
2.5% |
18.7 |
1.0% |
36% |
False |
False |
149,678 |
| 20 |
1,839.0 |
1,793.1 |
45.9 |
2.5% |
19.1 |
1.1% |
34% |
False |
False |
97,794 |
| 40 |
1,910.0 |
1,754.5 |
155.5 |
8.6% |
22.9 |
1.3% |
35% |
False |
False |
52,112 |
| 60 |
1,922.4 |
1,754.5 |
167.9 |
9.3% |
23.0 |
1.3% |
32% |
False |
False |
36,402 |
| 80 |
1,922.4 |
1,738.8 |
183.6 |
10.1% |
22.9 |
1.3% |
38% |
False |
False |
27,969 |
| 100 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
22.6 |
1.3% |
53% |
False |
False |
22,652 |
| 120 |
1,922.4 |
1,683.0 |
239.4 |
13.2% |
23.7 |
1.3% |
53% |
False |
False |
19,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,895.3 |
|
2.618 |
1,865.5 |
|
1.618 |
1,847.3 |
|
1.000 |
1,836.1 |
|
0.618 |
1,829.1 |
|
HIGH |
1,817.9 |
|
0.618 |
1,810.9 |
|
0.500 |
1,808.8 |
|
0.382 |
1,806.7 |
|
LOW |
1,799.7 |
|
0.618 |
1,788.5 |
|
1.000 |
1,781.5 |
|
1.618 |
1,770.3 |
|
2.618 |
1,752.1 |
|
4.250 |
1,722.4 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.9 |
1,817.8 |
| PP |
1,808.8 |
1,814.8 |
| S1 |
1,808.8 |
1,811.9 |
|