| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,780.60 |
1,805.18 |
24.58 |
1.4% |
1,779.31 |
| High |
1,805.11 |
1,808.37 |
3.26 |
0.2% |
1,794.94 |
| Low |
1,777.00 |
1,800.82 |
23.82 |
1.3% |
1,771.17 |
| Close |
1,805.10 |
1,802.84 |
-2.26 |
-0.1% |
1,780.65 |
| Range |
28.11 |
7.55 |
-20.56 |
-73.1% |
23.77 |
| ATR |
20.60 |
19.67 |
-0.93 |
-4.5% |
0.00 |
| Volume |
6,325 |
6,633 |
308 |
4.9% |
32,217 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,826.66 |
1,822.30 |
1,806.99 |
|
| R3 |
1,819.11 |
1,814.75 |
1,804.92 |
|
| R2 |
1,811.56 |
1,811.56 |
1,804.22 |
|
| R1 |
1,807.20 |
1,807.20 |
1,803.53 |
1,805.61 |
| PP |
1,804.01 |
1,804.01 |
1,804.01 |
1,803.21 |
| S1 |
1,799.65 |
1,799.65 |
1,802.15 |
1,798.06 |
| S2 |
1,796.46 |
1,796.46 |
1,801.46 |
|
| S3 |
1,788.91 |
1,792.10 |
1,800.76 |
|
| S4 |
1,781.36 |
1,784.55 |
1,798.69 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,853.56 |
1,840.88 |
1,793.72 |
|
| R3 |
1,829.79 |
1,817.11 |
1,787.19 |
|
| R2 |
1,806.02 |
1,806.02 |
1,785.01 |
|
| R1 |
1,793.34 |
1,793.34 |
1,782.83 |
1,799.68 |
| PP |
1,782.25 |
1,782.25 |
1,782.25 |
1,785.43 |
| S1 |
1,769.57 |
1,769.57 |
1,778.47 |
1,775.91 |
| S2 |
1,758.48 |
1,758.48 |
1,776.29 |
|
| S3 |
1,734.71 |
1,745.80 |
1,774.11 |
|
| S4 |
1,710.94 |
1,722.03 |
1,767.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,808.37 |
1,775.78 |
32.59 |
1.8% |
14.90 |
0.8% |
83% |
True |
False |
6,443 |
| 10 |
1,808.37 |
1,725.04 |
83.33 |
4.6% |
17.37 |
1.0% |
93% |
True |
False |
6,343 |
| 20 |
1,832.17 |
1,693.69 |
138.48 |
7.7% |
21.26 |
1.2% |
79% |
False |
False |
6,624 |
| 40 |
1,832.87 |
1,693.69 |
139.18 |
7.7% |
19.40 |
1.1% |
78% |
False |
False |
6,450 |
| 60 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
21.14 |
1.2% |
49% |
False |
False |
6,404 |
| 80 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
21.78 |
1.2% |
49% |
False |
False |
6,410 |
| 100 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
21.18 |
1.2% |
49% |
False |
False |
6,447 |
| 120 |
1,915.42 |
1,677.64 |
237.78 |
13.2% |
21.44 |
1.2% |
53% |
False |
False |
6,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,840.46 |
|
2.618 |
1,828.14 |
|
1.618 |
1,820.59 |
|
1.000 |
1,815.92 |
|
0.618 |
1,813.04 |
|
HIGH |
1,808.37 |
|
0.618 |
1,805.49 |
|
0.500 |
1,804.60 |
|
0.382 |
1,803.70 |
|
LOW |
1,800.82 |
|
0.618 |
1,796.15 |
|
1.000 |
1,793.27 |
|
1.618 |
1,788.60 |
|
2.618 |
1,781.05 |
|
4.250 |
1,768.73 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,804.60 |
1,799.46 |
| PP |
1,804.01 |
1,796.07 |
| S1 |
1,803.43 |
1,792.69 |
|