Trading Metrics calculated at close of trading on 13-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,749.7 |
1,758.3 |
8.6 |
0.5% |
1,753.5 |
High |
1,752.4 |
1,777.4 |
25.0 |
1.4% |
1,777.4 |
Low |
1,745.5 |
1,757.4 |
11.9 |
0.7% |
1,692.6 |
Close |
1,749.0 |
1,775.2 |
26.2 |
1.5% |
1,775.2 |
Range |
6.9 |
20.0 |
13.1 |
189.9% |
84.8 |
ATR |
23.9 |
24.3 |
0.3 |
1.3% |
0.0 |
Volume |
739 |
436 |
-303 |
-41.0% |
4,701 |
|
Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.0 |
1,822.6 |
1,786.2 |
|
R3 |
1,810.0 |
1,802.6 |
1,780.7 |
|
R2 |
1,790.0 |
1,790.0 |
1,778.9 |
|
R1 |
1,782.6 |
1,782.6 |
1,777.0 |
1,786.3 |
PP |
1,770.0 |
1,770.0 |
1,770.0 |
1,771.9 |
S1 |
1,762.6 |
1,762.6 |
1,773.4 |
1,766.3 |
S2 |
1,750.0 |
1,750.0 |
1,771.5 |
|
S3 |
1,730.0 |
1,742.6 |
1,769.7 |
|
S4 |
1,710.0 |
1,722.6 |
1,764.2 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.8 |
1,973.8 |
1,821.8 |
|
R3 |
1,918.0 |
1,889.0 |
1,798.5 |
|
R2 |
1,833.2 |
1,833.2 |
1,790.7 |
|
R1 |
1,804.2 |
1,804.2 |
1,783.0 |
1,818.7 |
PP |
1,748.4 |
1,748.4 |
1,748.4 |
1,755.7 |
S1 |
1,719.4 |
1,719.4 |
1,767.4 |
1,733.9 |
S2 |
1,663.6 |
1,663.6 |
1,759.7 |
|
S3 |
1,578.8 |
1,634.6 |
1,751.9 |
|
S4 |
1,494.0 |
1,549.8 |
1,728.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,777.4 |
1,692.6 |
84.8 |
4.8% |
25.6 |
1.4% |
97% |
True |
False |
940 |
10 |
1,831.3 |
1,692.6 |
138.7 |
7.8% |
23.5 |
1.3% |
60% |
False |
False |
1,368 |
20 |
1,832.6 |
1,692.6 |
140.0 |
7.9% |
21.6 |
1.2% |
59% |
False |
False |
87,909 |
40 |
1,835.0 |
1,692.6 |
142.4 |
8.0% |
21.6 |
1.2% |
58% |
False |
False |
143,899 |
60 |
1,919.2 |
1,692.6 |
226.6 |
12.8% |
23.7 |
1.3% |
36% |
False |
False |
159,902 |
80 |
1,919.2 |
1,692.6 |
226.6 |
12.8% |
23.8 |
1.3% |
36% |
False |
False |
126,761 |
100 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
23.6 |
1.3% |
40% |
False |
False |
102,020 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.6% |
24.4 |
1.4% |
40% |
False |
False |
85,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.4 |
2.618 |
1,829.8 |
1.618 |
1,809.8 |
1.000 |
1,797.4 |
0.618 |
1,789.8 |
HIGH |
1,777.4 |
0.618 |
1,769.8 |
0.500 |
1,767.4 |
0.382 |
1,765.0 |
LOW |
1,757.4 |
0.618 |
1,745.0 |
1.000 |
1,737.4 |
1.618 |
1,725.0 |
2.618 |
1,705.0 |
4.250 |
1,672.4 |
|
|
Fisher Pivots for day following 13-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,772.6 |
1,767.6 |
PP |
1,770.0 |
1,760.0 |
S1 |
1,767.4 |
1,752.4 |
|