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 |
35,047.44 |
34,815.61 |
-231.83 |
-0.7% |
35,055.86 |
High |
35,047.44 |
35,067.54 |
20.10 |
0.1% |
35,171.52 |
Low |
34,790.62 |
34,815.61 |
24.99 |
0.1% |
34,871.13 |
Close |
34,792.67 |
35,064.25 |
271.58 |
0.8% |
34,935.47 |
Range |
256.82 |
251.93 |
-4.89 |
-1.9% |
300.39 |
ATR |
329.21 |
325.33 |
-3.88 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,738.26 |
35,653.18 |
35,202.81 |
|
R3 |
35,486.33 |
35,401.25 |
35,133.53 |
|
R2 |
35,234.40 |
35,234.40 |
35,110.44 |
|
R1 |
35,149.32 |
35,149.32 |
35,087.34 |
35,191.86 |
PP |
34,982.47 |
34,982.47 |
34,982.47 |
35,003.74 |
S1 |
34,897.39 |
34,897.39 |
35,041.16 |
34,939.93 |
S2 |
34,730.54 |
34,730.54 |
35,018.06 |
|
S3 |
34,478.61 |
34,645.46 |
34,994.97 |
|
S4 |
34,226.68 |
34,393.53 |
34,925.69 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,893.88 |
35,715.06 |
35,100.68 |
|
R3 |
35,593.49 |
35,414.67 |
35,018.08 |
|
R2 |
35,293.10 |
35,293.10 |
34,990.54 |
|
R1 |
35,114.28 |
35,114.28 |
34,963.01 |
35,053.50 |
PP |
34,992.71 |
34,992.71 |
34,992.71 |
34,962.31 |
S1 |
34,813.89 |
34,813.89 |
34,907.93 |
34,753.11 |
S2 |
34,692.32 |
34,692.32 |
34,880.40 |
|
S3 |
34,391.93 |
34,513.50 |
34,852.86 |
|
S4 |
34,091.54 |
34,213.11 |
34,770.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,192.11 |
34,715.21 |
476.90 |
1.4% |
306.71 |
0.9% |
73% |
False |
False |
|
10 |
35,192.11 |
34,715.21 |
476.90 |
1.4% |
259.34 |
0.7% |
73% |
False |
False |
|
20 |
35,192.11 |
33,741.76 |
1,450.35 |
4.1% |
313.06 |
0.9% |
91% |
False |
False |
|
40 |
35,192.11 |
33,271.93 |
1,920.18 |
5.5% |
308.17 |
0.9% |
93% |
False |
False |
|
60 |
35,192.11 |
33,271.93 |
1,920.18 |
5.5% |
303.26 |
0.9% |
93% |
False |
False |
|
80 |
35,192.11 |
33,271.93 |
1,920.18 |
5.5% |
304.03 |
0.9% |
93% |
False |
False |
|
100 |
35,192.11 |
32,074.60 |
3,117.51 |
8.9% |
300.06 |
0.9% |
96% |
False |
False |
|
120 |
35,192.11 |
30,547.53 |
4,644.58 |
13.2% |
323.18 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,138.24 |
2.618 |
35,727.09 |
1.618 |
35,475.16 |
1.000 |
35,319.47 |
0.618 |
35,223.23 |
HIGH |
35,067.54 |
0.618 |
34,971.30 |
0.500 |
34,941.58 |
0.382 |
34,911.85 |
LOW |
34,815.61 |
0.618 |
34,659.92 |
1.000 |
34,563.68 |
1.618 |
34,407.99 |
2.618 |
34,156.06 |
4.250 |
33,744.91 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
35,023.36 |
35,015.53 |
PP |
34,982.47 |
34,966.80 |
S1 |
34,941.58 |
34,918.08 |
|