| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,834.7 |
1,818.6 |
-16.1 |
-0.9% |
1,808.0 |
| High |
1,836.1 |
1,825.1 |
-11.0 |
-0.6% |
1,838.7 |
| Low |
1,816.8 |
1,810.9 |
-5.9 |
-0.3% |
1,798.0 |
| Close |
1,819.1 |
1,824.2 |
5.1 |
0.3% |
1,819.1 |
| Range |
19.3 |
14.2 |
-5.1 |
-26.4% |
40.7 |
| ATR |
20.7 |
20.2 |
-0.5 |
-2.2% |
0.0 |
| Volume |
1,084 |
1,279 |
195 |
18.0% |
15,121 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,862.7 |
1,857.6 |
1,832.0 |
|
| R3 |
1,848.5 |
1,843.4 |
1,828.1 |
|
| R2 |
1,834.3 |
1,834.3 |
1,826.8 |
|
| R1 |
1,829.2 |
1,829.2 |
1,825.5 |
1,831.8 |
| PP |
1,820.1 |
1,820.1 |
1,820.1 |
1,821.3 |
| S1 |
1,815.0 |
1,815.0 |
1,822.9 |
1,817.6 |
| S2 |
1,805.9 |
1,805.9 |
1,821.6 |
|
| S3 |
1,791.7 |
1,800.8 |
1,820.3 |
|
| S4 |
1,777.5 |
1,786.6 |
1,816.4 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.7 |
1,920.6 |
1,841.5 |
|
| R3 |
1,900.0 |
1,879.9 |
1,830.3 |
|
| R2 |
1,859.3 |
1,859.3 |
1,826.6 |
|
| R1 |
1,839.2 |
1,839.2 |
1,822.8 |
1,849.3 |
| PP |
1,818.6 |
1,818.6 |
1,818.6 |
1,823.6 |
| S1 |
1,798.5 |
1,798.5 |
1,815.4 |
1,808.6 |
| S2 |
1,777.9 |
1,777.9 |
1,811.6 |
|
| S3 |
1,737.2 |
1,757.8 |
1,807.9 |
|
| S4 |
1,696.5 |
1,717.1 |
1,796.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,838.7 |
1,798.0 |
40.7 |
2.2% |
17.5 |
1.0% |
64% |
False |
False |
2,998 |
| 10 |
1,838.7 |
1,795.2 |
43.5 |
2.4% |
17.5 |
1.0% |
67% |
False |
False |
2,246 |
| 20 |
1,840.3 |
1,792.8 |
47.5 |
2.6% |
18.5 |
1.0% |
66% |
False |
False |
2,509 |
| 40 |
1,910.8 |
1,757.6 |
153.2 |
8.4% |
21.9 |
1.2% |
43% |
False |
False |
1,627 |
| 60 |
1,923.0 |
1,757.6 |
165.4 |
9.1% |
20.7 |
1.1% |
40% |
False |
False |
1,316 |
| 80 |
1,923.0 |
1,733.1 |
189.9 |
10.4% |
18.7 |
1.0% |
48% |
False |
False |
1,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,885.5 |
|
2.618 |
1,862.3 |
|
1.618 |
1,848.1 |
|
1.000 |
1,839.3 |
|
0.618 |
1,833.9 |
|
HIGH |
1,825.1 |
|
0.618 |
1,819.7 |
|
0.500 |
1,818.0 |
|
0.382 |
1,816.3 |
|
LOW |
1,810.9 |
|
0.618 |
1,802.1 |
|
1.000 |
1,796.7 |
|
1.618 |
1,787.9 |
|
2.618 |
1,773.7 |
|
4.250 |
1,750.6 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,822.1 |
1,824.8 |
| PP |
1,820.1 |
1,824.6 |
| S1 |
1,818.0 |
1,824.4 |
|