| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,710.3070 |
2,805.6770 |
95.3700 |
3.5% |
2,422.1980 |
| High |
2,823.1960 |
2,946.4310 |
123.2350 |
4.4% |
2,946.4310 |
| Low |
2,544.1200 |
2,725.5620 |
181.4420 |
7.1% |
2,419.9240 |
| Close |
2,804.2880 |
2,913.7480 |
109.4600 |
3.9% |
2,913.7480 |
| Range |
279.0760 |
220.8690 |
-58.2070 |
-20.9% |
526.5070 |
| ATR |
202.1147 |
203.4542 |
1.3396 |
0.7% |
0.0000 |
| Volume |
1,371,762 |
1,527,940 |
156,178 |
11.4% |
6,981,069 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,524.5207 |
3,440.0033 |
3,035.2260 |
|
| R3 |
3,303.6517 |
3,219.1343 |
2,974.4870 |
|
| R2 |
3,082.7827 |
3,082.7827 |
2,954.2407 |
|
| R1 |
2,998.2653 |
2,998.2653 |
2,933.9943 |
3,040.5240 |
| PP |
2,861.9137 |
2,861.9137 |
2,861.9137 |
2,883.0430 |
| S1 |
2,777.3963 |
2,777.3963 |
2,893.5017 |
2,819.6550 |
| S2 |
2,641.0447 |
2,641.0447 |
2,873.2554 |
|
| S3 |
2,420.1757 |
2,556.5273 |
2,853.0090 |
|
| S4 |
2,199.3067 |
2,335.6583 |
2,792.2701 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,339.5553 |
4,153.1587 |
3,203.3269 |
|
| R3 |
3,813.0483 |
3,626.6517 |
3,058.5374 |
|
| R2 |
3,286.5413 |
3,286.5413 |
3,010.2743 |
|
| R1 |
3,100.1447 |
3,100.1447 |
2,962.0111 |
3,193.3430 |
| PP |
2,760.0343 |
2,760.0343 |
2,760.0343 |
2,806.6335 |
| S1 |
2,573.6377 |
2,573.6377 |
2,865.4849 |
2,666.8360 |
| S2 |
2,233.5273 |
2,233.5273 |
2,817.2217 |
|
| S3 |
1,707.0203 |
2,047.1307 |
2,768.9586 |
|
| S4 |
1,180.5133 |
1,520.6237 |
2,624.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,946.4310 |
2,419.9240 |
526.5070 |
18.1% |
245.7270 |
8.4% |
94% |
True |
False |
1,396,213 |
| 10 |
2,946.4310 |
2,037.5830 |
908.8480 |
31.2% |
209.3062 |
7.2% |
96% |
True |
False |
1,326,121 |
| 20 |
2,946.4310 |
1,721.5890 |
1,224.8420 |
42.0% |
178.0110 |
6.1% |
97% |
True |
False |
1,223,211 |
| 40 |
2,946.4310 |
1,709.6900 |
1,236.7410 |
42.4% |
193.4999 |
6.6% |
97% |
True |
False |
1,301,131 |
| 60 |
4,239.5830 |
1,709.6900 |
2,529.8930 |
86.8% |
293.2341 |
10.1% |
48% |
False |
False |
1,342,618 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
91.3% |
298.0913 |
10.2% |
45% |
False |
False |
1,259,965 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
96.8% |
262.8820 |
9.0% |
48% |
False |
False |
1,125,911 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
105.6% |
249.1643 |
8.6% |
53% |
False |
False |
1,090,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,885.1243 |
|
2.618 |
3,524.6660 |
|
1.618 |
3,303.7970 |
|
1.000 |
3,167.3000 |
|
0.618 |
3,082.9280 |
|
HIGH |
2,946.4310 |
|
0.618 |
2,862.0590 |
|
0.500 |
2,835.9965 |
|
0.382 |
2,809.9340 |
|
LOW |
2,725.5620 |
|
0.618 |
2,589.0650 |
|
1.000 |
2,504.6930 |
|
1.618 |
2,368.1960 |
|
2.618 |
2,147.3270 |
|
4.250 |
1,786.8688 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,887.8308 |
2,843.7803 |
| PP |
2,861.9137 |
2,773.8127 |
| S1 |
2,835.9965 |
2,703.8450 |
|