| 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 |
1,820.4 |
1,816.6 |
-3.8 |
-0.2% |
1,808.0 |
| High |
1,837.4 |
1,818.9 |
-18.5 |
-1.0% |
1,838.7 |
| Low |
1,811.1 |
1,802.1 |
-9.0 |
-0.5% |
1,798.0 |
| Close |
1,816.4 |
1,810.9 |
-5.5 |
-0.3% |
1,819.1 |
| Range |
26.3 |
16.8 |
-9.5 |
-36.1% |
40.7 |
| ATR |
20.1 |
19.9 |
-0.2 |
-1.2% |
0.0 |
| Volume |
1,573 |
828 |
-745 |
-47.4% |
15,121 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,861.0 |
1,852.8 |
1,820.1 |
|
| R3 |
1,844.2 |
1,836.0 |
1,815.5 |
|
| R2 |
1,827.4 |
1,827.4 |
1,814.0 |
|
| R1 |
1,819.2 |
1,819.2 |
1,812.4 |
1,814.9 |
| PP |
1,810.6 |
1,810.6 |
1,810.6 |
1,808.5 |
| S1 |
1,802.4 |
1,802.4 |
1,809.4 |
1,798.1 |
| S2 |
1,793.8 |
1,793.8 |
1,807.8 |
|
| S3 |
1,777.0 |
1,785.6 |
1,806.3 |
|
| S4 |
1,760.2 |
1,768.8 |
1,801.7 |
|
|
| 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 |
1,837.4 |
1,802.1 |
35.3 |
1.9% |
16.8 |
0.9% |
25% |
False |
True |
1,244 |
| 10 |
1,838.7 |
1,795.2 |
43.5 |
2.4% |
17.3 |
1.0% |
36% |
False |
False |
2,260 |
| 20 |
1,840.3 |
1,795.2 |
45.1 |
2.5% |
17.8 |
1.0% |
35% |
False |
False |
2,407 |
| 40 |
1,910.5 |
1,757.6 |
152.9 |
8.4% |
22.0 |
1.2% |
35% |
False |
False |
1,681 |
| 60 |
1,923.0 |
1,757.6 |
165.4 |
9.1% |
20.7 |
1.1% |
32% |
False |
False |
1,328 |
| 80 |
1,923.0 |
1,743.6 |
179.4 |
9.9% |
19.0 |
1.0% |
38% |
False |
False |
1,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,890.3 |
|
2.618 |
1,862.9 |
|
1.618 |
1,846.1 |
|
1.000 |
1,835.7 |
|
0.618 |
1,829.3 |
|
HIGH |
1,818.9 |
|
0.618 |
1,812.5 |
|
0.500 |
1,810.5 |
|
0.382 |
1,808.5 |
|
LOW |
1,802.1 |
|
0.618 |
1,791.7 |
|
1.000 |
1,785.3 |
|
1.618 |
1,774.9 |
|
2.618 |
1,758.1 |
|
4.250 |
1,730.7 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,810.8 |
1,819.8 |
| PP |
1,810.6 |
1,816.8 |
| S1 |
1,810.5 |
1,813.9 |
|