Trading Metrics calculated at close of trading on 09-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,799.8 |
1,753.5 |
-46.3 |
-2.6% |
1,812.4 |
High |
1,800.1 |
1,753.8 |
-46.3 |
-2.6% |
1,831.3 |
Low |
1,758.4 |
1,692.6 |
-65.8 |
-3.7% |
1,758.4 |
Close |
1,760.0 |
1,723.4 |
-36.6 |
-2.1% |
1,760.0 |
Range |
41.7 |
61.2 |
19.5 |
46.8% |
72.9 |
ATR |
22.9 |
26.1 |
3.2 |
13.9% |
0.0 |
Volume |
859 |
1,621 |
762 |
88.7% |
8,982 |
|
Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.9 |
1,876.3 |
1,757.1 |
|
R3 |
1,845.7 |
1,815.1 |
1,740.2 |
|
R2 |
1,784.5 |
1,784.5 |
1,734.6 |
|
R1 |
1,753.9 |
1,753.9 |
1,729.0 |
1,738.6 |
PP |
1,723.3 |
1,723.3 |
1,723.3 |
1,715.6 |
S1 |
1,692.7 |
1,692.7 |
1,717.8 |
1,677.4 |
S2 |
1,662.1 |
1,662.1 |
1,712.2 |
|
S3 |
1,600.9 |
1,631.5 |
1,706.6 |
|
S4 |
1,539.7 |
1,570.3 |
1,689.7 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,001.9 |
1,953.9 |
1,800.1 |
|
R3 |
1,929.0 |
1,881.0 |
1,780.0 |
|
R2 |
1,856.1 |
1,856.1 |
1,773.4 |
|
R1 |
1,808.1 |
1,808.1 |
1,766.7 |
1,795.7 |
PP |
1,783.2 |
1,783.2 |
1,783.2 |
1,777.0 |
S1 |
1,735.2 |
1,735.2 |
1,753.3 |
1,722.8 |
S2 |
1,710.3 |
1,710.3 |
1,746.6 |
|
S3 |
1,637.4 |
1,662.3 |
1,740.0 |
|
S4 |
1,564.5 |
1,589.4 |
1,719.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,831.3 |
1,692.6 |
138.7 |
8.0% |
30.8 |
1.8% |
22% |
False |
True |
1,853 |
10 |
1,832.6 |
1,692.6 |
140.0 |
8.1% |
24.8 |
1.4% |
22% |
False |
True |
43,102 |
20 |
1,835.0 |
1,692.6 |
142.4 |
8.3% |
22.4 |
1.3% |
22% |
False |
True |
129,371 |
40 |
1,879.7 |
1,692.6 |
187.1 |
10.9% |
24.2 |
1.4% |
16% |
False |
True |
169,263 |
60 |
1,919.2 |
1,692.6 |
226.6 |
13.1% |
24.4 |
1.4% |
14% |
False |
True |
162,761 |
80 |
1,919.2 |
1,692.6 |
226.6 |
13.1% |
24.1 |
1.4% |
14% |
False |
True |
126,843 |
100 |
1,919.2 |
1,679.4 |
239.8 |
13.9% |
23.9 |
1.4% |
18% |
False |
False |
102,092 |
120 |
1,919.2 |
1,678.4 |
240.8 |
14.0% |
24.6 |
1.4% |
19% |
False |
False |
85,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,013.9 |
2.618 |
1,914.0 |
1.618 |
1,852.8 |
1.000 |
1,815.0 |
0.618 |
1,791.6 |
HIGH |
1,753.8 |
0.618 |
1,730.4 |
0.500 |
1,723.2 |
0.382 |
1,716.0 |
LOW |
1,692.6 |
0.618 |
1,654.8 |
1.000 |
1,631.4 |
1.618 |
1,593.6 |
2.618 |
1,532.4 |
4.250 |
1,432.5 |
|
|
Fisher Pivots for day following 09-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,723.3 |
1,753.2 |
PP |
1,723.3 |
1,743.2 |
S1 |
1,723.2 |
1,733.3 |
|