| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,238.0 |
2,226.5 |
-11.5 |
-0.5% |
2,200.5 |
| High |
2,252.2 |
2,257.0 |
4.8 |
0.2% |
2,255.7 |
| Low |
2,213.4 |
2,207.5 |
-5.9 |
-0.3% |
2,164.1 |
| Close |
2,221.6 |
2,210.9 |
-10.7 |
-0.5% |
2,221.6 |
| Range |
38.8 |
49.5 |
10.7 |
27.6% |
91.6 |
| ATR |
47.9 |
48.0 |
0.1 |
0.2% |
0.0 |
| Volume |
174,659 |
175,613 |
954 |
0.5% |
848,419 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.6 |
2,341.8 |
2,238.1 |
|
| R3 |
2,324.1 |
2,292.3 |
2,224.5 |
|
| R2 |
2,274.6 |
2,274.6 |
2,220.0 |
|
| R1 |
2,242.8 |
2,242.8 |
2,215.4 |
2,234.0 |
| PP |
2,225.1 |
2,225.1 |
2,225.1 |
2,220.7 |
| S1 |
2,193.3 |
2,193.3 |
2,206.4 |
2,184.5 |
| S2 |
2,175.6 |
2,175.6 |
2,201.8 |
|
| S3 |
2,126.1 |
2,143.8 |
2,197.3 |
|
| S4 |
2,076.6 |
2,094.3 |
2,183.7 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.6 |
2,446.7 |
2,272.0 |
|
| R3 |
2,397.0 |
2,355.1 |
2,246.8 |
|
| R2 |
2,305.4 |
2,305.4 |
2,238.4 |
|
| R1 |
2,263.5 |
2,263.5 |
2,230.0 |
2,284.5 |
| PP |
2,213.8 |
2,213.8 |
2,213.8 |
2,224.3 |
| S1 |
2,171.9 |
2,171.9 |
2,213.2 |
2,192.9 |
| S2 |
2,122.2 |
2,122.2 |
2,204.8 |
|
| S3 |
2,030.6 |
2,080.3 |
2,196.4 |
|
| S4 |
1,939.0 |
1,988.7 |
2,171.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,257.0 |
2,164.1 |
92.9 |
4.2% |
47.0 |
2.1% |
50% |
True |
False |
175,203 |
| 10 |
2,257.0 |
2,122.0 |
135.0 |
6.1% |
51.1 |
2.3% |
66% |
True |
False |
180,815 |
| 20 |
2,311.8 |
2,100.1 |
211.7 |
9.6% |
52.3 |
2.4% |
52% |
False |
False |
182,826 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
45.2 |
2.0% |
45% |
False |
False |
159,410 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
45.2 |
2.0% |
45% |
False |
False |
106,384 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
43.5 |
2.0% |
45% |
False |
False |
79,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.4 |
|
2.618 |
2,386.6 |
|
1.618 |
2,337.1 |
|
1.000 |
2,306.5 |
|
0.618 |
2,287.6 |
|
HIGH |
2,257.0 |
|
0.618 |
2,238.1 |
|
0.500 |
2,232.3 |
|
0.382 |
2,226.4 |
|
LOW |
2,207.5 |
|
0.618 |
2,176.9 |
|
1.000 |
2,158.0 |
|
1.618 |
2,127.4 |
|
2.618 |
2,077.9 |
|
4.250 |
1,997.1 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,232.3 |
2,232.3 |
| PP |
2,225.1 |
2,225.1 |
| S1 |
2,218.0 |
2,218.0 |
|