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 |
4,389.00 |
4,374.25 |
-14.75 |
-0.3% |
4,388.00 |
High |
4,409.00 |
4,406.25 |
-2.75 |
-0.1% |
4,412.00 |
Low |
4,366.50 |
4,355.50 |
-11.00 |
-0.3% |
4,354.75 |
Close |
4,369.50 |
4,405.00 |
35.50 |
0.8% |
4,379.50 |
Range |
42.50 |
50.75 |
8.25 |
19.4% |
57.25 |
ATR |
43.57 |
44.08 |
0.51 |
1.2% |
0.00 |
Volume |
1,861 |
1,271 |
-590 |
-31.7% |
12,232 |
|
Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,541.25 |
4,523.75 |
4,433.00 |
|
R3 |
4,490.50 |
4,473.00 |
4,419.00 |
|
R2 |
4,439.75 |
4,439.75 |
4,414.25 |
|
R1 |
4,422.25 |
4,422.25 |
4,409.75 |
4,431.00 |
PP |
4,389.00 |
4,389.00 |
4,389.00 |
4,393.25 |
S1 |
4,371.50 |
4,371.50 |
4,400.25 |
4,380.25 |
S2 |
4,338.25 |
4,338.25 |
4,395.75 |
|
S3 |
4,287.50 |
4,320.75 |
4,391.00 |
|
S4 |
4,236.75 |
4,270.00 |
4,377.00 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,553.75 |
4,524.00 |
4,411.00 |
|
R3 |
4,496.50 |
4,466.75 |
4,395.25 |
|
R2 |
4,439.25 |
4,439.25 |
4,390.00 |
|
R1 |
4,409.50 |
4,409.50 |
4,384.75 |
4,395.75 |
PP |
4,382.00 |
4,382.00 |
4,382.00 |
4,375.25 |
S1 |
4,352.25 |
4,352.25 |
4,374.25 |
4,338.50 |
S2 |
4,324.75 |
4,324.75 |
4,369.00 |
|
S3 |
4,267.50 |
4,295.00 |
4,363.75 |
|
S4 |
4,210.25 |
4,237.75 |
4,348.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,412.00 |
4,355.50 |
56.50 |
1.3% |
39.25 |
0.9% |
88% |
False |
True |
2,407 |
10 |
4,412.00 |
4,299.75 |
112.25 |
2.5% |
40.25 |
0.9% |
94% |
False |
False |
1,959 |
20 |
4,412.00 |
4,214.25 |
197.75 |
4.5% |
46.75 |
1.1% |
96% |
False |
False |
1,681 |
40 |
4,412.00 |
4,117.00 |
295.00 |
6.7% |
40.50 |
0.9% |
98% |
False |
False |
1,319 |
60 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
44.50 |
1.0% |
98% |
False |
False |
961 |
80 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
42.50 |
1.0% |
98% |
False |
False |
911 |
100 |
4,412.00 |
3,824.00 |
588.00 |
13.3% |
41.50 |
0.9% |
99% |
False |
False |
1,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,622.00 |
2.618 |
4,539.00 |
1.618 |
4,488.25 |
1.000 |
4,457.00 |
0.618 |
4,437.50 |
HIGH |
4,406.25 |
0.618 |
4,386.75 |
0.500 |
4,381.00 |
0.382 |
4,375.00 |
LOW |
4,355.50 |
0.618 |
4,324.25 |
1.000 |
4,304.75 |
1.618 |
4,273.50 |
2.618 |
4,222.75 |
4.250 |
4,139.75 |
|
|
Fisher Pivots for day following 03-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,397.00 |
4,397.50 |
PP |
4,389.00 |
4,389.75 |
S1 |
4,381.00 |
4,382.25 |
|