| 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 |
2,190.9 |
2,231.5 |
40.6 |
1.9% |
2,226.5 |
| High |
2,235.8 |
2,263.8 |
28.0 |
1.3% |
2,263.8 |
| Low |
2,187.3 |
2,227.0 |
39.7 |
1.8% |
2,181.7 |
| Close |
2,232.7 |
2,245.9 |
13.2 |
0.6% |
2,245.9 |
| Range |
48.5 |
36.8 |
-11.7 |
-24.1% |
82.1 |
| ATR |
47.1 |
46.4 |
-0.7 |
-1.6% |
0.0 |
| Volume |
142,347 |
142,606 |
259 |
0.2% |
790,431 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.0 |
2,337.7 |
2,266.1 |
|
| R3 |
2,319.2 |
2,300.9 |
2,256.0 |
|
| R2 |
2,282.4 |
2,282.4 |
2,252.6 |
|
| R1 |
2,264.1 |
2,264.1 |
2,249.3 |
2,273.3 |
| PP |
2,245.6 |
2,245.6 |
2,245.6 |
2,250.1 |
| S1 |
2,227.3 |
2,227.3 |
2,242.5 |
2,236.5 |
| S2 |
2,208.8 |
2,208.8 |
2,239.2 |
|
| S3 |
2,172.0 |
2,190.5 |
2,235.8 |
|
| S4 |
2,135.2 |
2,153.7 |
2,225.7 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.8 |
2,443.4 |
2,291.1 |
|
| R3 |
2,394.7 |
2,361.3 |
2,268.5 |
|
| R2 |
2,312.6 |
2,312.6 |
2,261.0 |
|
| R1 |
2,279.2 |
2,279.2 |
2,253.4 |
2,295.9 |
| PP |
2,230.5 |
2,230.5 |
2,230.5 |
2,238.8 |
| S1 |
2,197.1 |
2,197.1 |
2,238.4 |
2,213.8 |
| S2 |
2,148.4 |
2,148.4 |
2,230.8 |
|
| S3 |
2,066.3 |
2,115.0 |
2,223.3 |
|
| S4 |
1,984.2 |
2,032.9 |
2,200.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.8 |
2,181.7 |
82.1 |
3.7% |
43.3 |
1.9% |
78% |
True |
False |
158,086 |
| 10 |
2,263.8 |
2,164.1 |
99.7 |
4.4% |
45.8 |
2.0% |
82% |
True |
False |
163,885 |
| 20 |
2,283.4 |
2,100.1 |
183.3 |
8.2% |
48.6 |
2.2% |
80% |
False |
False |
179,340 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
45.6 |
2.0% |
59% |
False |
False |
173,095 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
43.7 |
1.9% |
59% |
False |
False |
116,610 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
43.9 |
2.0% |
59% |
False |
False |
87,489 |
| 100 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
45.7 |
2.0% |
61% |
False |
False |
70,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,420.2 |
|
2.618 |
2,360.1 |
|
1.618 |
2,323.3 |
|
1.000 |
2,300.6 |
|
0.618 |
2,286.5 |
|
HIGH |
2,263.8 |
|
0.618 |
2,249.7 |
|
0.500 |
2,245.4 |
|
0.382 |
2,241.1 |
|
LOW |
2,227.0 |
|
0.618 |
2,204.3 |
|
1.000 |
2,190.2 |
|
1.618 |
2,167.5 |
|
2.618 |
2,130.7 |
|
4.250 |
2,070.6 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.7 |
2,239.1 |
| PP |
2,245.6 |
2,232.3 |
| S1 |
2,245.4 |
2,225.6 |
|