Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,728.48 |
1,751.30 |
22.82 |
1.3% |
1,813.72 |
High |
1,753.19 |
1,757.44 |
4.25 |
0.2% |
1,830.87 |
Low |
1,725.04 |
1,744.88 |
19.84 |
1.2% |
1,759.06 |
Close |
1,751.40 |
1,752.72 |
1.32 |
0.1% |
1,763.16 |
Range |
28.15 |
12.56 |
-15.59 |
-55.4% |
71.81 |
ATR |
23.25 |
22.48 |
-0.76 |
-3.3% |
0.00 |
Volume |
6,106 |
5,904 |
-202 |
-3.3% |
34,619 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.36 |
1,783.60 |
1,759.63 |
|
R3 |
1,776.80 |
1,771.04 |
1,756.17 |
|
R2 |
1,764.24 |
1,764.24 |
1,755.02 |
|
R1 |
1,758.48 |
1,758.48 |
1,753.87 |
1,761.36 |
PP |
1,751.68 |
1,751.68 |
1,751.68 |
1,753.12 |
S1 |
1,745.92 |
1,745.92 |
1,751.57 |
1,748.80 |
S2 |
1,739.12 |
1,739.12 |
1,750.42 |
|
S3 |
1,726.56 |
1,733.36 |
1,749.27 |
|
S4 |
1,714.00 |
1,720.80 |
1,745.81 |
|
|
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 |
1,804.45 |
1,693.69 |
110.76 |
6.3% |
34.77 |
2.0% |
53% |
False |
False |
6,615 |
10 |
1,830.87 |
1,693.69 |
137.18 |
7.8% |
25.23 |
1.4% |
43% |
False |
False |
6,806 |
20 |
1,832.17 |
1,693.69 |
138.48 |
7.9% |
21.24 |
1.2% |
43% |
False |
False |
6,550 |
40 |
1,832.87 |
1,693.69 |
139.18 |
7.9% |
20.70 |
1.2% |
42% |
False |
False |
6,390 |
60 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
22.18 |
1.3% |
27% |
False |
False |
6,392 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.86 |
1.2% |
27% |
False |
False |
6,432 |
100 |
1,915.42 |
1,678.24 |
237.18 |
13.5% |
21.66 |
1.2% |
31% |
False |
False |
6,489 |
120 |
1,915.42 |
1,677.64 |
237.78 |
13.6% |
22.53 |
1.3% |
32% |
False |
False |
6,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.82 |
2.618 |
1,790.32 |
1.618 |
1,777.76 |
1.000 |
1,770.00 |
0.618 |
1,765.20 |
HIGH |
1,757.44 |
0.618 |
1,752.64 |
0.500 |
1,751.16 |
0.382 |
1,749.68 |
LOW |
1,744.88 |
0.618 |
1,737.12 |
1.000 |
1,732.32 |
1.618 |
1,724.56 |
2.618 |
1,712.00 |
4.250 |
1,691.50 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,752.20 |
1,747.94 |
PP |
1,751.68 |
1,743.16 |
S1 |
1,751.16 |
1,738.38 |
|