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 |
1,728.6 |
1,727.3 |
-1.3 |
-0.1% |
1,812.4 |
High |
1,735.2 |
1,752.2 |
17.0 |
1.0% |
1,831.3 |
Low |
1,720.1 |
1,727.3 |
7.2 |
0.4% |
1,758.4 |
Close |
1,728.8 |
1,750.4 |
21.6 |
1.2% |
1,760.0 |
Range |
15.1 |
24.9 |
9.8 |
64.9% |
72.9 |
ATR |
25.3 |
25.2 |
0.0 |
-0.1% |
0.0 |
Volume |
1,363 |
542 |
-821 |
-60.2% |
8,982 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.0 |
1,809.1 |
1,764.1 |
|
R3 |
1,793.1 |
1,784.2 |
1,757.2 |
|
R2 |
1,768.2 |
1,768.2 |
1,755.0 |
|
R1 |
1,759.3 |
1,759.3 |
1,752.7 |
1,763.8 |
PP |
1,743.3 |
1,743.3 |
1,743.3 |
1,745.5 |
S1 |
1,734.4 |
1,734.4 |
1,748.1 |
1,738.9 |
S2 |
1,718.4 |
1,718.4 |
1,745.8 |
|
S3 |
1,693.5 |
1,709.5 |
1,743.6 |
|
S4 |
1,668.6 |
1,684.6 |
1,736.7 |
|
|
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 |
1,813.7 |
1,692.6 |
121.1 |
6.9% |
32.1 |
1.8% |
48% |
False |
False |
994 |
10 |
1,832.6 |
1,692.6 |
140.0 |
8.0% |
25.7 |
1.5% |
41% |
False |
False |
4,610 |
20 |
1,835.0 |
1,692.6 |
142.4 |
8.1% |
22.2 |
1.3% |
41% |
False |
False |
105,863 |
40 |
1,866.0 |
1,692.6 |
173.4 |
9.9% |
23.9 |
1.4% |
33% |
False |
False |
159,369 |
60 |
1,919.2 |
1,692.6 |
226.6 |
12.9% |
24.1 |
1.4% |
26% |
False |
False |
161,688 |
80 |
1,919.2 |
1,692.6 |
226.6 |
12.9% |
24.0 |
1.4% |
26% |
False |
False |
126,811 |
100 |
1,919.2 |
1,679.4 |
239.8 |
13.7% |
23.7 |
1.4% |
30% |
False |
False |
102,069 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.8% |
24.6 |
1.4% |
30% |
False |
False |
85,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.0 |
2.618 |
1,817.4 |
1.618 |
1,792.5 |
1.000 |
1,777.1 |
0.618 |
1,767.6 |
HIGH |
1,752.2 |
0.618 |
1,742.7 |
0.500 |
1,739.8 |
0.382 |
1,736.8 |
LOW |
1,727.3 |
0.618 |
1,711.9 |
1.000 |
1,702.4 |
1.618 |
1,687.0 |
2.618 |
1,662.1 |
4.250 |
1,621.5 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,746.9 |
1,741.3 |
PP |
1,743.3 |
1,732.3 |
S1 |
1,739.8 |
1,723.2 |
|