| 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 |
1,817.9 |
1,820.4 |
2.5 |
0.1% |
1,808.0 |
| High |
1,819.2 |
1,837.4 |
18.2 |
1.0% |
1,838.7 |
| Low |
1,811.8 |
1,811.1 |
-0.7 |
0.0% |
1,798.0 |
| Close |
1,816.1 |
1,816.4 |
0.3 |
0.0% |
1,819.1 |
| Range |
7.4 |
26.3 |
18.9 |
255.4% |
40.7 |
| ATR |
19.7 |
20.1 |
0.5 |
2.4% |
0.0 |
| Volume |
1,459 |
1,573 |
114 |
7.8% |
15,121 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,900.5 |
1,884.8 |
1,830.9 |
|
| R3 |
1,874.2 |
1,858.5 |
1,823.6 |
|
| R2 |
1,847.9 |
1,847.9 |
1,821.2 |
|
| R1 |
1,832.2 |
1,832.2 |
1,818.8 |
1,826.9 |
| PP |
1,821.6 |
1,821.6 |
1,821.6 |
1,819.0 |
| S1 |
1,805.9 |
1,805.9 |
1,814.0 |
1,800.6 |
| S2 |
1,795.3 |
1,795.3 |
1,811.6 |
|
| S3 |
1,769.0 |
1,779.6 |
1,809.2 |
|
| S4 |
1,742.7 |
1,753.3 |
1,801.9 |
|
|
| 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 |
1,810.9 |
27.8 |
1.5% |
18.5 |
1.0% |
20% |
False |
False |
1,946 |
| 10 |
1,838.7 |
1,795.2 |
43.5 |
2.4% |
17.1 |
0.9% |
49% |
False |
False |
2,260 |
| 20 |
1,840.3 |
1,795.2 |
45.1 |
2.5% |
18.2 |
1.0% |
47% |
False |
False |
2,543 |
| 40 |
1,910.5 |
1,757.6 |
152.9 |
8.4% |
21.9 |
1.2% |
38% |
False |
False |
1,664 |
| 60 |
1,923.0 |
1,757.6 |
165.4 |
9.1% |
20.7 |
1.1% |
36% |
False |
False |
1,327 |
| 80 |
1,923.0 |
1,733.1 |
189.9 |
10.5% |
19.1 |
1.0% |
44% |
False |
False |
1,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.2 |
|
2.618 |
1,906.3 |
|
1.618 |
1,880.0 |
|
1.000 |
1,863.7 |
|
0.618 |
1,853.7 |
|
HIGH |
1,837.4 |
|
0.618 |
1,827.4 |
|
0.500 |
1,824.3 |
|
0.382 |
1,821.1 |
|
LOW |
1,811.1 |
|
0.618 |
1,794.8 |
|
1.000 |
1,784.8 |
|
1.618 |
1,768.5 |
|
2.618 |
1,742.2 |
|
4.250 |
1,699.3 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,824.3 |
1,824.2 |
| PP |
1,821.6 |
1,821.6 |
| S1 |
1,819.0 |
1,819.0 |
|