| 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 |
15,006.03 |
15,062.12 |
56.09 |
0.4% |
15,083.25 |
| High |
15,063.66 |
15,117.38 |
53.72 |
0.4% |
15,142.35 |
| Low |
14,864.53 |
15,017.14 |
152.61 |
1.0% |
14,787.80 |
| Close |
15,061.42 |
15,083.39 |
21.97 |
0.1% |
14,959.90 |
| Range |
199.13 |
100.24 |
-98.89 |
-49.7% |
354.55 |
| ATR |
163.48 |
158.96 |
-4.52 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,373.36 |
15,328.61 |
15,138.52 |
|
| R3 |
15,273.12 |
15,228.37 |
15,110.96 |
|
| R2 |
15,172.88 |
15,172.88 |
15,101.77 |
|
| R1 |
15,128.13 |
15,128.13 |
15,092.58 |
15,150.51 |
| PP |
15,072.64 |
15,072.64 |
15,072.64 |
15,083.82 |
| S1 |
15,027.89 |
15,027.89 |
15,074.20 |
15,050.27 |
| S2 |
14,972.40 |
14,972.40 |
15,065.01 |
|
| S3 |
14,872.16 |
14,927.65 |
15,055.82 |
|
| S4 |
14,771.92 |
14,827.41 |
15,028.26 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,027.00 |
15,848.00 |
15,154.90 |
|
| R3 |
15,672.45 |
15,493.45 |
15,057.40 |
|
| R2 |
15,317.90 |
15,317.90 |
15,024.90 |
|
| R1 |
15,138.90 |
15,138.90 |
14,992.40 |
15,051.13 |
| PP |
14,963.35 |
14,963.35 |
14,963.35 |
14,919.46 |
| S1 |
14,784.35 |
14,784.35 |
14,927.40 |
14,696.58 |
| S2 |
14,608.80 |
14,608.80 |
14,894.90 |
|
| S3 |
14,254.25 |
14,429.80 |
14,862.40 |
|
| S4 |
13,899.70 |
14,075.25 |
14,764.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,117.38 |
14,864.53 |
252.85 |
1.7% |
120.91 |
0.8% |
87% |
True |
False |
|
| 10 |
15,142.35 |
14,787.80 |
354.55 |
2.4% |
143.13 |
0.9% |
83% |
False |
False |
|
| 20 |
15,142.35 |
14,455.07 |
687.28 |
4.6% |
153.96 |
1.0% |
91% |
False |
False |
|
| 40 |
15,142.35 |
13,811.05 |
1,331.30 |
8.8% |
141.25 |
0.9% |
96% |
False |
False |
|
| 60 |
15,142.35 |
12,967.18 |
2,175.17 |
14.4% |
149.96 |
1.0% |
97% |
False |
False |
|
| 80 |
15,142.35 |
12,967.18 |
2,175.17 |
14.4% |
157.37 |
1.0% |
97% |
False |
False |
|
| 100 |
15,142.35 |
12,627.93 |
2,514.42 |
16.7% |
162.79 |
1.1% |
98% |
False |
False |
|
| 120 |
15,142.35 |
12,208.39 |
2,933.96 |
19.5% |
184.70 |
1.2% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,543.40 |
|
2.618 |
15,379.81 |
|
1.618 |
15,279.57 |
|
1.000 |
15,217.62 |
|
0.618 |
15,179.33 |
|
HIGH |
15,117.38 |
|
0.618 |
15,079.09 |
|
0.500 |
15,067.26 |
|
0.382 |
15,055.43 |
|
LOW |
15,017.14 |
|
0.618 |
14,955.19 |
|
1.000 |
14,916.90 |
|
1.618 |
14,854.95 |
|
2.618 |
14,754.71 |
|
4.250 |
14,591.12 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,078.01 |
15,052.58 |
| PP |
15,072.64 |
15,021.77 |
| S1 |
15,067.26 |
14,990.96 |
|