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 |
4,400.25 |
4,384.75 |
-15.50 |
-0.4% |
4,388.00 |
High |
4,405.25 |
4,412.00 |
6.75 |
0.2% |
4,412.00 |
Low |
4,381.75 |
4,384.50 |
2.75 |
0.1% |
4,354.75 |
Close |
4,384.75 |
4,411.50 |
26.75 |
0.6% |
4,379.50 |
Range |
23.50 |
27.50 |
4.00 |
17.0% |
57.25 |
ATR |
42.61 |
41.53 |
-1.08 |
-2.5% |
0.00 |
Volume |
1,695 |
2,921 |
1,226 |
72.3% |
12,232 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,485.25 |
4,475.75 |
4,426.50 |
|
R3 |
4,457.75 |
4,448.25 |
4,419.00 |
|
R2 |
4,430.25 |
4,430.25 |
4,416.50 |
|
R1 |
4,420.75 |
4,420.75 |
4,414.00 |
4,425.50 |
PP |
4,402.75 |
4,402.75 |
4,402.75 |
4,405.00 |
S1 |
4,393.25 |
4,393.25 |
4,409.00 |
4,398.00 |
S2 |
4,375.25 |
4,375.25 |
4,406.50 |
|
S3 |
4,347.75 |
4,365.75 |
4,404.00 |
|
S4 |
4,320.25 |
4,338.25 |
4,396.50 |
|
|
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% |
35.50 |
0.8% |
99% |
True |
False |
2,082 |
10 |
4,412.00 |
4,354.75 |
57.25 |
1.3% |
38.00 |
0.9% |
99% |
True |
False |
2,163 |
20 |
4,412.00 |
4,214.25 |
197.75 |
4.5% |
44.00 |
1.0% |
100% |
True |
False |
1,776 |
40 |
4,412.00 |
4,117.00 |
295.00 |
6.7% |
40.50 |
0.9% |
100% |
True |
False |
1,426 |
60 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
42.75 |
1.0% |
100% |
True |
False |
1,006 |
80 |
4,412.00 |
4,011.25 |
400.75 |
9.1% |
42.50 |
1.0% |
100% |
True |
False |
969 |
100 |
4,412.00 |
3,824.00 |
588.00 |
13.3% |
41.50 |
0.9% |
100% |
True |
False |
1,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,529.00 |
2.618 |
4,484.00 |
1.618 |
4,456.50 |
1.000 |
4,439.50 |
0.618 |
4,429.00 |
HIGH |
4,412.00 |
0.618 |
4,401.50 |
0.500 |
4,398.25 |
0.382 |
4,395.00 |
LOW |
4,384.50 |
0.618 |
4,367.50 |
1.000 |
4,357.00 |
1.618 |
4,340.00 |
2.618 |
4,312.50 |
4.250 |
4,267.50 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,407.00 |
4,402.25 |
PP |
4,402.75 |
4,393.00 |
S1 |
4,398.25 |
4,383.75 |
|