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 |
38,550 |
39,950 |
1,400 |
3.6% |
34,620 |
High |
39,965 |
41,475 |
1,510 |
3.8% |
41,915 |
Low |
37,520 |
37,315 |
-205 |
-0.5% |
34,535 |
Close |
39,885 |
40,770 |
885 |
2.2% |
39,950 |
Range |
2,445 |
4,160 |
1,715 |
70.1% |
7,380 |
ATR |
2,659 |
2,766 |
107 |
4.0% |
0 |
Volume |
418 |
664 |
246 |
58.9% |
2,706 |
|
Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,333 |
50,712 |
43,058 |
|
R3 |
48,173 |
46,552 |
41,914 |
|
R2 |
44,013 |
44,013 |
41,533 |
|
R1 |
42,392 |
42,392 |
41,151 |
43,203 |
PP |
39,853 |
39,853 |
39,853 |
40,259 |
S1 |
38,232 |
38,232 |
40,389 |
39,043 |
S2 |
35,693 |
35,693 |
40,007 |
|
S3 |
31,533 |
34,072 |
39,626 |
|
S4 |
27,373 |
29,912 |
38,482 |
|
|
Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,940 |
57,825 |
44,009 |
|
R3 |
53,560 |
50,445 |
41,980 |
|
R2 |
46,180 |
46,180 |
41,303 |
|
R1 |
43,065 |
43,065 |
40,627 |
44,623 |
PP |
38,800 |
38,800 |
38,800 |
39,579 |
S1 |
35,685 |
35,685 |
39,274 |
37,243 |
S2 |
31,420 |
31,420 |
38,597 |
|
S3 |
24,040 |
28,305 |
37,921 |
|
S4 |
16,660 |
20,925 |
35,891 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41,915 |
37,315 |
4,600 |
11.3% |
3,003 |
7.4% |
75% |
False |
True |
550 |
10 |
41,915 |
32,055 |
9,860 |
24.2% |
2,845 |
7.0% |
88% |
False |
False |
506 |
20 |
41,915 |
29,245 |
12,670 |
31.1% |
2,289 |
5.6% |
91% |
False |
False |
317 |
40 |
41,915 |
28,825 |
13,090 |
32.1% |
2,418 |
5.9% |
91% |
False |
False |
220 |
60 |
59,550 |
28,825 |
30,725 |
75.4% |
3,174 |
7.8% |
39% |
False |
False |
162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,155 |
2.618 |
52,366 |
1.618 |
48,206 |
1.000 |
45,635 |
0.618 |
44,046 |
HIGH |
41,475 |
0.618 |
39,886 |
0.500 |
39,395 |
0.382 |
38,904 |
LOW |
37,315 |
0.618 |
34,744 |
1.000 |
33,155 |
1.618 |
30,584 |
2.618 |
26,424 |
4.250 |
19,635 |
|
|
Fisher Pivots for day following 05-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
40,312 |
40,312 |
PP |
39,853 |
39,853 |
S1 |
39,395 |
39,395 |
|