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 |
2,486.2170 |
2,710.3070 |
224.0900 |
9.0% |
2,039.9830 |
High |
2,726.1230 |
2,823.1960 |
97.0730 |
3.6% |
2,446.9420 |
Low |
2,461.2590 |
2,544.1200 |
82.8610 |
3.4% |
2,037.5830 |
Close |
2,710.3070 |
2,804.2880 |
93.9810 |
3.5% |
2,422.0910 |
Range |
264.8640 |
279.0760 |
14.2120 |
5.4% |
409.3590 |
ATR |
196.1945 |
202.1147 |
5.9201 |
3.0% |
0.0000 |
Volume |
1,239,984 |
1,371,762 |
131,778 |
10.6% |
6,280,146 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,561.0960 |
3,461.7680 |
2,957.7798 |
|
R3 |
3,282.0200 |
3,182.6920 |
2,881.0339 |
|
R2 |
3,002.9440 |
3,002.9440 |
2,855.4519 |
|
R1 |
2,903.6160 |
2,903.6160 |
2,829.8700 |
2,953.2800 |
PP |
2,723.8680 |
2,723.8680 |
2,723.8680 |
2,748.7000 |
S1 |
2,624.5400 |
2,624.5400 |
2,778.7060 |
2,674.2040 |
S2 |
2,444.7920 |
2,444.7920 |
2,753.1241 |
|
S3 |
2,165.7160 |
2,345.4640 |
2,727.5421 |
|
S4 |
1,886.6400 |
2,066.3880 |
2,650.7962 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,530.2823 |
3,385.5457 |
2,647.2385 |
|
R3 |
3,120.9233 |
2,976.1867 |
2,534.6647 |
|
R2 |
2,711.5643 |
2,711.5643 |
2,497.1402 |
|
R1 |
2,566.8277 |
2,566.8277 |
2,459.6156 |
2,639.1960 |
PP |
2,302.2053 |
2,302.2053 |
2,302.2053 |
2,338.3895 |
S1 |
2,157.4687 |
2,157.4687 |
2,384.5664 |
2,229.8370 |
S2 |
1,892.8463 |
1,892.8463 |
2,347.0419 |
|
S3 |
1,483.4873 |
1,748.1097 |
2,309.5173 |
|
S4 |
1,074.1283 |
1,338.7507 |
2,196.9436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,823.1960 |
2,304.5840 |
518.6120 |
18.5% |
230.0248 |
8.2% |
96% |
True |
False |
1,283,017 |
10 |
2,823.1960 |
1,998.0910 |
825.1050 |
29.4% |
196.4387 |
7.0% |
98% |
True |
False |
1,278,202 |
20 |
2,823.1960 |
1,721.5890 |
1,101.6070 |
39.3% |
173.7059 |
6.2% |
98% |
True |
False |
1,222,533 |
40 |
2,823.1960 |
1,709.6900 |
1,113.5060 |
39.7% |
192.7550 |
6.9% |
98% |
True |
False |
1,304,749 |
60 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
94.9% |
296.6573 |
10.6% |
41% |
False |
False |
1,341,135 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
94.9% |
296.9619 |
10.6% |
41% |
False |
False |
1,250,874 |
100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
100.6% |
261.7054 |
9.3% |
44% |
False |
False |
1,118,111 |
120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
109.7% |
248.1548 |
8.8% |
49% |
False |
False |
1,083,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,009.2690 |
2.618 |
3,553.8170 |
1.618 |
3,274.7410 |
1.000 |
3,102.2720 |
0.618 |
2,995.6650 |
HIGH |
2,823.1960 |
0.618 |
2,716.5890 |
0.500 |
2,683.6580 |
0.382 |
2,650.7270 |
LOW |
2,544.1200 |
0.618 |
2,371.6510 |
1.000 |
2,265.0440 |
1.618 |
2,092.5750 |
2.618 |
1,813.4990 |
4.250 |
1,358.0470 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
2,764.0780 |
2,748.2185 |
PP |
2,723.8680 |
2,692.1490 |
S1 |
2,683.6580 |
2,636.0795 |
|