Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,729.28 |
1,728.48 |
-0.80 |
0.0% |
1,813.72 |
High |
1,737.31 |
1,753.19 |
15.88 |
0.9% |
1,830.87 |
Low |
1,719.31 |
1,725.04 |
5.73 |
0.3% |
1,759.06 |
Close |
1,728.52 |
1,751.40 |
22.88 |
1.3% |
1,763.16 |
Range |
18.00 |
28.15 |
10.15 |
56.4% |
71.81 |
ATR |
22.87 |
23.25 |
0.38 |
1.6% |
0.00 |
Volume |
6,990 |
6,106 |
-884 |
-12.6% |
34,619 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,827.66 |
1,817.68 |
1,766.88 |
|
R3 |
1,799.51 |
1,789.53 |
1,759.14 |
|
R2 |
1,771.36 |
1,771.36 |
1,756.56 |
|
R1 |
1,761.38 |
1,761.38 |
1,753.98 |
1,766.37 |
PP |
1,743.21 |
1,743.21 |
1,743.21 |
1,745.71 |
S1 |
1,733.23 |
1,733.23 |
1,748.82 |
1,738.22 |
S2 |
1,715.06 |
1,715.06 |
1,746.24 |
|
S3 |
1,686.91 |
1,705.08 |
1,743.66 |
|
S4 |
1,658.76 |
1,676.93 |
1,735.92 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,999.79 |
1,953.29 |
1,802.66 |
|
R3 |
1,927.98 |
1,881.48 |
1,782.91 |
|
R2 |
1,856.17 |
1,856.17 |
1,776.33 |
|
R1 |
1,809.67 |
1,809.67 |
1,769.74 |
1,797.02 |
PP |
1,784.36 |
1,784.36 |
1,784.36 |
1,778.04 |
S1 |
1,737.86 |
1,737.86 |
1,756.58 |
1,725.21 |
S2 |
1,712.55 |
1,712.55 |
1,749.99 |
|
S3 |
1,640.74 |
1,666.05 |
1,743.41 |
|
S4 |
1,568.93 |
1,594.24 |
1,723.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,814.28 |
1,693.69 |
120.59 |
6.9% |
35.31 |
2.0% |
48% |
False |
False |
6,866 |
10 |
1,832.17 |
1,693.69 |
138.48 |
7.9% |
26.64 |
1.5% |
42% |
False |
False |
6,871 |
20 |
1,832.87 |
1,693.69 |
139.18 |
7.9% |
21.21 |
1.2% |
41% |
False |
False |
6,561 |
40 |
1,861.00 |
1,693.69 |
167.31 |
9.6% |
21.66 |
1.2% |
34% |
False |
False |
6,402 |
60 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
22.23 |
1.3% |
26% |
False |
False |
6,399 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.90 |
1.3% |
26% |
False |
False |
6,442 |
100 |
1,915.42 |
1,678.24 |
237.18 |
13.5% |
21.76 |
1.2% |
31% |
False |
False |
6,501 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.6% |
22.67 |
1.3% |
31% |
False |
False |
6,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.83 |
2.618 |
1,826.89 |
1.618 |
1,798.74 |
1.000 |
1,781.34 |
0.618 |
1,770.59 |
HIGH |
1,753.19 |
0.618 |
1,742.44 |
0.500 |
1,739.12 |
0.382 |
1,735.79 |
LOW |
1,725.04 |
0.618 |
1,707.64 |
1.000 |
1,696.89 |
1.618 |
1,679.49 |
2.618 |
1,651.34 |
4.250 |
1,605.40 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,747.31 |
1,743.79 |
PP |
1,743.21 |
1,736.17 |
S1 |
1,739.12 |
1,728.56 |
|