| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,212.9 |
2,215.0 |
2.1 |
0.1% |
2,200.5 |
| High |
2,228.9 |
2,223.2 |
-5.7 |
-0.3% |
2,255.7 |
| Low |
2,181.7 |
2,188.6 |
6.9 |
0.3% |
2,164.1 |
| Close |
2,219.4 |
2,191.7 |
-27.7 |
-1.2% |
2,221.6 |
| Range |
47.2 |
34.6 |
-12.6 |
-26.7% |
91.6 |
| ATR |
48.0 |
47.0 |
-1.0 |
-2.0% |
0.0 |
| Volume |
173,203 |
156,662 |
-16,541 |
-9.6% |
848,419 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,305.0 |
2,282.9 |
2,210.7 |
|
| R3 |
2,270.4 |
2,248.3 |
2,201.2 |
|
| R2 |
2,235.8 |
2,235.8 |
2,198.0 |
|
| R1 |
2,213.7 |
2,213.7 |
2,194.9 |
2,207.5 |
| PP |
2,201.2 |
2,201.2 |
2,201.2 |
2,198.0 |
| S1 |
2,179.1 |
2,179.1 |
2,188.5 |
2,172.9 |
| S2 |
2,166.6 |
2,166.6 |
2,185.4 |
|
| S3 |
2,132.0 |
2,144.5 |
2,182.2 |
|
| S4 |
2,097.4 |
2,109.9 |
2,172.7 |
|
|
| 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 |
2,181.7 |
75.3 |
3.4% |
42.0 |
1.9% |
13% |
False |
False |
167,606 |
| 10 |
2,257.0 |
2,164.1 |
92.9 |
4.2% |
46.2 |
2.1% |
30% |
False |
False |
169,789 |
| 20 |
2,283.4 |
2,100.1 |
183.3 |
8.4% |
50.8 |
2.3% |
50% |
False |
False |
183,390 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
45.1 |
2.1% |
37% |
False |
False |
167,507 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
44.7 |
2.0% |
37% |
False |
False |
111,879 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.3% |
43.9 |
2.0% |
37% |
False |
False |
83,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,370.3 |
|
2.618 |
2,313.8 |
|
1.618 |
2,279.2 |
|
1.000 |
2,257.8 |
|
0.618 |
2,244.6 |
|
HIGH |
2,223.2 |
|
0.618 |
2,210.0 |
|
0.500 |
2,205.9 |
|
0.382 |
2,201.8 |
|
LOW |
2,188.6 |
|
0.618 |
2,167.2 |
|
1.000 |
2,154.0 |
|
1.618 |
2,132.6 |
|
2.618 |
2,098.0 |
|
4.250 |
2,041.6 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,205.9 |
2,219.4 |
| PP |
2,201.2 |
2,210.1 |
| S1 |
2,196.4 |
2,200.9 |
|