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 |
1,814.9 |
1,806.7 |
-8.2 |
-0.5% |
1,817.0 |
High |
1,817.9 |
1,807.0 |
-10.9 |
-0.6% |
1,835.9 |
Low |
1,799.7 |
1,759.5 |
-40.2 |
-2.2% |
1,759.5 |
Close |
1,808.9 |
1,763.1 |
-45.8 |
-2.5% |
1,763.1 |
Range |
18.2 |
47.5 |
29.3 |
161.0% |
76.4 |
ATR |
21.0 |
23.1 |
2.0 |
9.6% |
0.0 |
Volume |
169,840 |
323,149 |
153,309 |
90.3% |
1,000,877 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.0 |
1,888.6 |
1,789.2 |
|
R3 |
1,871.5 |
1,841.1 |
1,776.2 |
|
R2 |
1,824.0 |
1,824.0 |
1,771.8 |
|
R1 |
1,793.6 |
1,793.6 |
1,767.5 |
1,785.1 |
PP |
1,776.5 |
1,776.5 |
1,776.5 |
1,772.3 |
S1 |
1,746.1 |
1,746.1 |
1,758.7 |
1,737.6 |
S2 |
1,729.0 |
1,729.0 |
1,754.4 |
|
S3 |
1,681.5 |
1,698.6 |
1,750.0 |
|
S4 |
1,634.0 |
1,651.1 |
1,737.0 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.4 |
1,965.6 |
1,805.1 |
|
R3 |
1,939.0 |
1,889.2 |
1,784.1 |
|
R2 |
1,862.6 |
1,862.6 |
1,777.1 |
|
R1 |
1,812.8 |
1,812.8 |
1,770.1 |
1,799.5 |
PP |
1,786.2 |
1,786.2 |
1,786.2 |
1,779.5 |
S1 |
1,736.4 |
1,736.4 |
1,756.1 |
1,723.1 |
S2 |
1,709.8 |
1,709.8 |
1,749.1 |
|
S3 |
1,633.4 |
1,660.0 |
1,742.1 |
|
S4 |
1,557.0 |
1,583.6 |
1,721.1 |
|
|
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 |
1,759.5 |
76.4 |
4.3% |
23.4 |
1.3% |
5% |
False |
True |
200,175 |
10 |
1,837.5 |
1,759.5 |
78.0 |
4.4% |
21.3 |
1.2% |
5% |
False |
True |
173,062 |
20 |
1,839.0 |
1,759.5 |
79.5 |
4.5% |
20.7 |
1.2% |
5% |
False |
True |
111,678 |
40 |
1,910.0 |
1,754.5 |
155.5 |
8.8% |
23.3 |
1.3% |
6% |
False |
False |
60,076 |
60 |
1,922.4 |
1,754.5 |
167.9 |
9.5% |
23.3 |
1.3% |
5% |
False |
False |
41,677 |
80 |
1,922.4 |
1,741.0 |
181.4 |
10.3% |
23.3 |
1.3% |
12% |
False |
False |
31,989 |
100 |
1,922.4 |
1,683.0 |
239.4 |
13.6% |
23.0 |
1.3% |
33% |
False |
False |
25,879 |
120 |
1,922.4 |
1,683.0 |
239.4 |
13.6% |
23.8 |
1.4% |
33% |
False |
False |
21,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,008.9 |
2.618 |
1,931.4 |
1.618 |
1,883.9 |
1.000 |
1,854.5 |
0.618 |
1,836.4 |
HIGH |
1,807.0 |
0.618 |
1,788.9 |
0.500 |
1,783.3 |
0.382 |
1,777.6 |
LOW |
1,759.5 |
0.618 |
1,730.1 |
1.000 |
1,712.0 |
1.618 |
1,682.6 |
2.618 |
1,635.1 |
4.250 |
1,557.6 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,783.3 |
1,797.7 |
PP |
1,776.5 |
1,786.2 |
S1 |
1,769.8 |
1,774.6 |
|