| 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 |
2,215.0 |
2,190.9 |
-24.1 |
-1.1% |
2,200.5 |
| High |
2,223.2 |
2,235.8 |
12.6 |
0.6% |
2,255.7 |
| Low |
2,188.6 |
2,187.3 |
-1.3 |
-0.1% |
2,164.1 |
| Close |
2,191.7 |
2,232.7 |
41.0 |
1.9% |
2,221.6 |
| Range |
34.6 |
48.5 |
13.9 |
40.2% |
91.6 |
| ATR |
47.0 |
47.1 |
0.1 |
0.2% |
0.0 |
| Volume |
156,662 |
142,347 |
-14,315 |
-9.1% |
848,419 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.1 |
2,346.9 |
2,259.4 |
|
| R3 |
2,315.6 |
2,298.4 |
2,246.0 |
|
| R2 |
2,267.1 |
2,267.1 |
2,241.6 |
|
| R1 |
2,249.9 |
2,249.9 |
2,237.1 |
2,258.5 |
| PP |
2,218.6 |
2,218.6 |
2,218.6 |
2,222.9 |
| S1 |
2,201.4 |
2,201.4 |
2,228.3 |
2,210.0 |
| S2 |
2,170.1 |
2,170.1 |
2,223.8 |
|
| S3 |
2,121.6 |
2,152.9 |
2,219.4 |
|
| S4 |
2,073.1 |
2,104.4 |
2,206.0 |
|
|
| 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% |
43.7 |
2.0% |
68% |
False |
False |
164,496 |
| 10 |
2,257.0 |
2,164.1 |
92.9 |
4.2% |
45.6 |
2.0% |
74% |
False |
False |
165,240 |
| 20 |
2,283.4 |
2,100.1 |
183.3 |
8.2% |
50.0 |
2.2% |
72% |
False |
False |
179,628 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
45.6 |
2.0% |
54% |
False |
False |
170,843 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
44.4 |
2.0% |
54% |
False |
False |
114,249 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
44.1 |
2.0% |
54% |
False |
False |
85,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,441.9 |
|
2.618 |
2,362.8 |
|
1.618 |
2,314.3 |
|
1.000 |
2,284.3 |
|
0.618 |
2,265.8 |
|
HIGH |
2,235.8 |
|
0.618 |
2,217.3 |
|
0.500 |
2,211.6 |
|
0.382 |
2,205.8 |
|
LOW |
2,187.3 |
|
0.618 |
2,157.3 |
|
1.000 |
2,138.8 |
|
1.618 |
2,108.8 |
|
2.618 |
2,060.3 |
|
4.250 |
1,981.2 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.7 |
2,224.7 |
| PP |
2,218.6 |
2,216.7 |
| S1 |
2,211.6 |
2,208.8 |
|