| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,753.5 |
1,728.6 |
-24.9 |
-1.4% |
1,812.4 |
| High |
1,753.8 |
1,735.2 |
-18.6 |
-1.1% |
1,831.3 |
| Low |
1,692.6 |
1,720.1 |
27.5 |
1.6% |
1,758.4 |
| Close |
1,723.4 |
1,728.8 |
5.4 |
0.3% |
1,760.0 |
| Range |
61.2 |
15.1 |
-46.1 |
-75.3% |
72.9 |
| ATR |
26.1 |
25.3 |
-0.8 |
-3.0% |
0.0 |
| Volume |
1,621 |
1,363 |
-258 |
-15.9% |
8,982 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,773.3 |
1,766.2 |
1,737.1 |
|
| R3 |
1,758.2 |
1,751.1 |
1,733.0 |
|
| R2 |
1,743.1 |
1,743.1 |
1,731.6 |
|
| R1 |
1,736.0 |
1,736.0 |
1,730.2 |
1,739.6 |
| PP |
1,728.0 |
1,728.0 |
1,728.0 |
1,729.8 |
| S1 |
1,720.9 |
1,720.9 |
1,727.4 |
1,724.5 |
| S2 |
1,712.9 |
1,712.9 |
1,726.0 |
|
| S3 |
1,697.8 |
1,705.8 |
1,724.6 |
|
| S4 |
1,682.7 |
1,690.7 |
1,720.5 |
|
|
| 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% |
32.3 |
1.9% |
26% |
False |
False |
1,458 |
| 10 |
1,832.6 |
1,692.6 |
140.0 |
8.1% |
25.0 |
1.4% |
26% |
False |
False |
25,534 |
| 20 |
1,835.0 |
1,692.6 |
142.4 |
8.2% |
22.2 |
1.3% |
25% |
False |
False |
117,330 |
| 40 |
1,870.9 |
1,692.6 |
178.3 |
10.3% |
23.8 |
1.4% |
20% |
False |
False |
163,239 |
| 60 |
1,919.2 |
1,692.6 |
226.6 |
13.1% |
24.2 |
1.4% |
16% |
False |
False |
162,381 |
| 80 |
1,919.2 |
1,692.6 |
226.6 |
13.1% |
24.0 |
1.4% |
16% |
False |
False |
126,828 |
| 100 |
1,919.2 |
1,679.4 |
239.8 |
13.9% |
23.6 |
1.4% |
21% |
False |
False |
102,091 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.9% |
24.6 |
1.4% |
21% |
False |
False |
85,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,799.4 |
|
2.618 |
1,774.7 |
|
1.618 |
1,759.6 |
|
1.000 |
1,750.3 |
|
0.618 |
1,744.5 |
|
HIGH |
1,735.2 |
|
0.618 |
1,729.4 |
|
0.500 |
1,727.7 |
|
0.382 |
1,725.9 |
|
LOW |
1,720.1 |
|
0.618 |
1,710.8 |
|
1.000 |
1,705.0 |
|
1.618 |
1,695.7 |
|
2.618 |
1,680.6 |
|
4.250 |
1,655.9 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,728.4 |
1,746.4 |
| PP |
1,728.0 |
1,740.5 |
| S1 |
1,727.7 |
1,734.7 |
|