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 |
15,062.12 |
15,115.89 |
53.77 |
0.4% |
15,083.25 |
High |
15,117.38 |
15,184.27 |
66.89 |
0.4% |
15,142.35 |
Low |
15,017.14 |
15,083.83 |
66.69 |
0.4% |
14,787.80 |
Close |
15,083.39 |
15,181.64 |
98.25 |
0.7% |
14,959.90 |
Range |
100.24 |
100.44 |
0.20 |
0.2% |
354.55 |
ATR |
158.96 |
154.81 |
-4.15 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,451.23 |
15,416.88 |
15,236.88 |
|
R3 |
15,350.79 |
15,316.44 |
15,209.26 |
|
R2 |
15,250.35 |
15,250.35 |
15,200.05 |
|
R1 |
15,216.00 |
15,216.00 |
15,190.85 |
15,233.18 |
PP |
15,149.91 |
15,149.91 |
15,149.91 |
15,158.50 |
S1 |
15,115.56 |
15,115.56 |
15,172.43 |
15,132.74 |
S2 |
15,049.47 |
15,049.47 |
15,163.23 |
|
S3 |
14,949.03 |
15,015.12 |
15,154.02 |
|
S4 |
14,848.59 |
14,914.68 |
15,126.40 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,027.00 |
15,848.00 |
15,154.90 |
|
R3 |
15,672.45 |
15,493.45 |
15,057.40 |
|
R2 |
15,317.90 |
15,317.90 |
15,024.90 |
|
R1 |
15,138.90 |
15,138.90 |
14,992.40 |
15,051.13 |
PP |
14,963.35 |
14,963.35 |
14,963.35 |
14,919.46 |
S1 |
14,784.35 |
14,784.35 |
14,927.40 |
14,696.58 |
S2 |
14,608.80 |
14,608.80 |
14,894.90 |
|
S3 |
14,254.25 |
14,429.80 |
14,862.40 |
|
S4 |
13,899.70 |
14,075.25 |
14,764.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,184.27 |
14,864.53 |
319.74 |
2.1% |
123.49 |
0.8% |
99% |
True |
False |
|
10 |
15,184.27 |
14,787.80 |
396.47 |
2.6% |
145.60 |
1.0% |
99% |
True |
False |
|
20 |
15,184.27 |
14,455.07 |
729.20 |
4.8% |
148.39 |
1.0% |
100% |
True |
False |
|
40 |
15,184.27 |
13,817.83 |
1,366.44 |
9.0% |
141.52 |
0.9% |
100% |
True |
False |
|
60 |
15,184.27 |
12,967.18 |
2,217.09 |
14.6% |
146.90 |
1.0% |
100% |
True |
False |
|
80 |
15,184.27 |
12,967.18 |
2,217.09 |
14.6% |
157.02 |
1.0% |
100% |
True |
False |
|
100 |
15,184.27 |
12,627.93 |
2,556.34 |
16.8% |
161.80 |
1.1% |
100% |
True |
False |
|
120 |
15,184.27 |
12,208.39 |
2,975.88 |
19.6% |
184.21 |
1.2% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,611.14 |
2.618 |
15,447.22 |
1.618 |
15,346.78 |
1.000 |
15,284.71 |
0.618 |
15,246.34 |
HIGH |
15,184.27 |
0.618 |
15,145.90 |
0.500 |
15,134.05 |
0.382 |
15,122.20 |
LOW |
15,083.83 |
0.618 |
15,021.76 |
1.000 |
14,983.39 |
1.618 |
14,921.32 |
2.618 |
14,820.88 |
4.250 |
14,656.96 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,165.78 |
15,129.23 |
PP |
15,149.91 |
15,076.81 |
S1 |
15,134.05 |
15,024.40 |
|