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 |
4,384.75 |
4,410.75 |
26.00 |
0.6% |
4,389.00 |
High |
4,412.00 |
4,423.00 |
11.00 |
0.2% |
4,423.00 |
Low |
4,384.50 |
4,406.25 |
21.75 |
0.5% |
4,355.50 |
Close |
4,411.50 |
4,419.50 |
8.00 |
0.2% |
4,419.50 |
Range |
27.50 |
16.75 |
-10.75 |
-39.1% |
67.50 |
ATR |
41.53 |
39.76 |
-1.77 |
-4.3% |
0.00 |
Volume |
2,921 |
11,613 |
8,692 |
297.6% |
19,361 |
|
Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,466.50 |
4,459.75 |
4,428.75 |
|
R3 |
4,449.75 |
4,443.00 |
4,424.00 |
|
R2 |
4,433.00 |
4,433.00 |
4,422.50 |
|
R1 |
4,426.25 |
4,426.25 |
4,421.00 |
4,429.50 |
PP |
4,416.25 |
4,416.25 |
4,416.25 |
4,418.00 |
S1 |
4,409.50 |
4,409.50 |
4,418.00 |
4,413.00 |
S2 |
4,399.50 |
4,399.50 |
4,416.50 |
|
S3 |
4,382.75 |
4,392.75 |
4,415.00 |
|
S4 |
4,366.00 |
4,376.00 |
4,410.25 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.75 |
4,578.25 |
4,456.50 |
|
R3 |
4,534.25 |
4,510.75 |
4,438.00 |
|
R2 |
4,466.75 |
4,466.75 |
4,432.00 |
|
R1 |
4,443.25 |
4,443.25 |
4,425.75 |
4,455.00 |
PP |
4,399.25 |
4,399.25 |
4,399.25 |
4,405.25 |
S1 |
4,375.75 |
4,375.75 |
4,413.25 |
4,387.50 |
S2 |
4,331.75 |
4,331.75 |
4,407.00 |
|
S3 |
4,264.25 |
4,308.25 |
4,401.00 |
|
S4 |
4,196.75 |
4,240.75 |
4,382.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,423.00 |
4,355.50 |
67.50 |
1.5% |
32.25 |
0.7% |
95% |
True |
False |
3,872 |
10 |
4,423.00 |
4,354.75 |
68.25 |
1.5% |
35.50 |
0.8% |
95% |
True |
False |
3,159 |
20 |
4,423.00 |
4,214.25 |
208.75 |
4.7% |
41.50 |
0.9% |
98% |
True |
False |
2,314 |
40 |
4,423.00 |
4,117.00 |
306.00 |
6.9% |
40.00 |
0.9% |
99% |
True |
False |
1,711 |
60 |
4,423.00 |
4,011.25 |
411.75 |
9.3% |
41.50 |
0.9% |
99% |
True |
False |
1,195 |
80 |
4,423.00 |
4,011.25 |
411.75 |
9.3% |
42.25 |
1.0% |
99% |
True |
False |
980 |
100 |
4,423.00 |
3,824.00 |
599.00 |
13.6% |
41.50 |
0.9% |
99% |
True |
False |
1,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,494.25 |
2.618 |
4,466.75 |
1.618 |
4,450.00 |
1.000 |
4,439.75 |
0.618 |
4,433.25 |
HIGH |
4,423.00 |
0.618 |
4,416.50 |
0.500 |
4,414.50 |
0.382 |
4,412.75 |
LOW |
4,406.25 |
0.618 |
4,396.00 |
1.000 |
4,389.50 |
1.618 |
4,379.25 |
2.618 |
4,362.50 |
4.250 |
4,335.00 |
|
|
Fisher Pivots for day following 06-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,418.00 |
4,413.75 |
PP |
4,416.25 |
4,408.00 |
S1 |
4,414.50 |
4,402.50 |
|