| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
437.91 |
440.34 |
2.43 |
0.6% |
439.31 |
| High |
440.06 |
440.93 |
0.87 |
0.2% |
441.80 |
| Low |
437.77 |
437.21 |
-0.56 |
-0.1% |
435.99 |
| Close |
438.51 |
437.59 |
-0.92 |
-0.2% |
438.51 |
| Range |
2.29 |
3.72 |
1.43 |
62.4% |
5.81 |
| ATR |
3.79 |
3.78 |
0.00 |
-0.1% |
0.00 |
| Volume |
68,951,200 |
58,783,200 |
-10,168,000 |
-14.7% |
279,975,004 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
449.74 |
447.38 |
439.64 |
|
| R3 |
446.02 |
443.66 |
438.61 |
|
| R2 |
442.30 |
442.30 |
438.27 |
|
| R1 |
439.94 |
439.94 |
437.93 |
439.26 |
| PP |
438.58 |
438.58 |
438.58 |
438.24 |
| S1 |
436.22 |
436.22 |
437.25 |
435.54 |
| S2 |
434.86 |
434.86 |
436.91 |
|
| S3 |
431.14 |
432.50 |
436.57 |
|
| S4 |
427.42 |
428.78 |
435.54 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456.20 |
453.16 |
441.71 |
|
| R3 |
450.39 |
447.35 |
440.11 |
|
| R2 |
444.58 |
444.58 |
439.58 |
|
| R1 |
441.54 |
441.54 |
439.04 |
440.16 |
| PP |
438.77 |
438.77 |
438.77 |
438.07 |
| S1 |
435.73 |
435.73 |
437.98 |
434.35 |
| S2 |
432.96 |
432.96 |
437.44 |
|
| S3 |
427.15 |
429.92 |
436.91 |
|
| S4 |
421.34 |
424.11 |
435.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
441.80 |
435.99 |
5.81 |
1.3% |
2.99 |
0.7% |
28% |
False |
False |
59,007,820 |
| 10 |
441.80 |
424.83 |
16.97 |
3.9% |
3.35 |
0.8% |
75% |
False |
False |
61,473,570 |
| 20 |
441.80 |
421.97 |
19.83 |
4.5% |
3.77 |
0.9% |
79% |
False |
False |
68,487,410 |
| 40 |
441.80 |
414.70 |
27.10 |
6.2% |
3.14 |
0.7% |
84% |
False |
False |
63,641,180 |
| 60 |
441.80 |
404.00 |
37.80 |
8.6% |
3.40 |
0.8% |
89% |
False |
False |
66,767,837 |
| 80 |
441.80 |
404.00 |
37.80 |
8.6% |
3.37 |
0.8% |
89% |
False |
False |
67,568,499 |
| 100 |
441.80 |
383.90 |
57.90 |
13.2% |
3.47 |
0.8% |
93% |
False |
False |
71,874,090 |
| 120 |
441.80 |
371.88 |
69.92 |
16.0% |
3.91 |
0.9% |
94% |
False |
False |
76,002,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
456.74 |
|
2.618 |
450.67 |
|
1.618 |
446.95 |
|
1.000 |
444.65 |
|
0.618 |
443.23 |
|
HIGH |
440.93 |
|
0.618 |
439.51 |
|
0.500 |
439.07 |
|
0.382 |
438.63 |
|
LOW |
437.21 |
|
0.618 |
434.91 |
|
1.000 |
433.49 |
|
1.618 |
431.19 |
|
2.618 |
427.47 |
|
4.250 |
421.40 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
439.07 |
439.51 |
| PP |
438.58 |
438.87 |
| S1 |
438.08 |
438.23 |
|