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 |
4,374.25 |
4,400.25 |
26.00 |
0.6% |
4,388.00 |
High |
4,406.25 |
4,405.25 |
-1.00 |
0.0% |
4,412.00 |
Low |
4,355.50 |
4,381.75 |
26.25 |
0.6% |
4,354.75 |
Close |
4,405.00 |
4,384.75 |
-20.25 |
-0.5% |
4,379.50 |
Range |
50.75 |
23.50 |
-27.25 |
-53.7% |
57.25 |
ATR |
44.08 |
42.61 |
-1.47 |
-3.3% |
0.00 |
Volume |
1,271 |
1,695 |
424 |
33.4% |
12,232 |
|
Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,461.00 |
4,446.50 |
4,397.75 |
|
R3 |
4,437.50 |
4,423.00 |
4,391.25 |
|
R2 |
4,414.00 |
4,414.00 |
4,389.00 |
|
R1 |
4,399.50 |
4,399.50 |
4,387.00 |
4,395.00 |
PP |
4,390.50 |
4,390.50 |
4,390.50 |
4,388.50 |
S1 |
4,376.00 |
4,376.00 |
4,382.50 |
4,371.50 |
S2 |
4,367.00 |
4,367.00 |
4,380.50 |
|
S3 |
4,343.50 |
4,352.50 |
4,378.25 |
|
S4 |
4,320.00 |
4,329.00 |
4,371.75 |
|
|
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% |
38.25 |
0.9% |
52% |
False |
False |
2,094 |
10 |
4,412.00 |
4,331.00 |
81.00 |
1.8% |
38.00 |
0.9% |
66% |
False |
False |
2,012 |
20 |
4,412.00 |
4,214.25 |
197.75 |
4.5% |
46.25 |
1.1% |
86% |
False |
False |
1,707 |
40 |
4,412.00 |
4,117.00 |
295.00 |
6.7% |
40.25 |
0.9% |
91% |
False |
False |
1,358 |
60 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
43.75 |
1.0% |
93% |
False |
False |
963 |
80 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
42.50 |
1.0% |
93% |
False |
False |
933 |
100 |
4,412.00 |
3,824.00 |
588.00 |
13.4% |
41.50 |
0.9% |
95% |
False |
False |
1,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,505.00 |
2.618 |
4,466.75 |
1.618 |
4,443.25 |
1.000 |
4,428.75 |
0.618 |
4,419.75 |
HIGH |
4,405.25 |
0.618 |
4,396.25 |
0.500 |
4,393.50 |
0.382 |
4,390.75 |
LOW |
4,381.75 |
0.618 |
4,367.25 |
1.000 |
4,358.25 |
1.618 |
4,343.75 |
2.618 |
4,320.25 |
4.250 |
4,282.00 |
|
|
Fisher Pivots for day following 04-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,393.50 |
4,384.00 |
PP |
4,390.50 |
4,383.00 |
S1 |
4,387.75 |
4,382.25 |
|