Trading Metrics calculated at close of trading on 18-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,787.7 |
1,787.8 |
0.1 |
0.0% |
1,753.5 |
High |
1,794.2 |
1,791.5 |
-2.7 |
-0.2% |
1,777.4 |
Low |
1,780.0 |
1,779.0 |
-1.0 |
-0.1% |
1,692.6 |
Close |
1,785.0 |
1,781.6 |
-3.4 |
-0.2% |
1,775.2 |
Range |
14.2 |
12.5 |
-1.7 |
-12.0% |
84.8 |
ATR |
23.0 |
22.2 |
-0.7 |
-3.3% |
0.0 |
Volume |
200 |
263 |
63 |
31.5% |
4,701 |
|
Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,821.5 |
1,814.1 |
1,788.5 |
|
R3 |
1,809.0 |
1,801.6 |
1,785.0 |
|
R2 |
1,796.5 |
1,796.5 |
1,783.9 |
|
R1 |
1,789.1 |
1,789.1 |
1,782.7 |
1,786.6 |
PP |
1,784.0 |
1,784.0 |
1,784.0 |
1,782.8 |
S1 |
1,776.6 |
1,776.6 |
1,780.5 |
1,774.1 |
S2 |
1,771.5 |
1,771.5 |
1,779.3 |
|
S3 |
1,759.0 |
1,764.1 |
1,778.2 |
|
S4 |
1,746.5 |
1,751.6 |
1,774.7 |
|
|
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 |
1,794.2 |
1,745.5 |
48.7 |
2.7% |
13.9 |
0.8% |
74% |
False |
False |
371 |
10 |
1,813.7 |
1,692.6 |
121.1 |
6.8% |
23.0 |
1.3% |
73% |
False |
False |
683 |
20 |
1,832.6 |
1,692.6 |
140.0 |
7.9% |
20.6 |
1.2% |
64% |
False |
False |
53,470 |
40 |
1,835.0 |
1,692.6 |
142.4 |
8.0% |
20.7 |
1.2% |
63% |
False |
False |
128,094 |
60 |
1,919.2 |
1,692.6 |
226.6 |
12.7% |
23.6 |
1.3% |
39% |
False |
False |
157,350 |
80 |
1,919.2 |
1,692.6 |
226.6 |
12.7% |
23.6 |
1.3% |
39% |
False |
False |
126,632 |
100 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
23.5 |
1.3% |
43% |
False |
False |
101,924 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
23.8 |
1.3% |
43% |
False |
False |
85,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,844.6 |
2.618 |
1,824.2 |
1.618 |
1,811.7 |
1.000 |
1,804.0 |
0.618 |
1,799.2 |
HIGH |
1,791.5 |
0.618 |
1,786.7 |
0.500 |
1,785.3 |
0.382 |
1,783.8 |
LOW |
1,779.0 |
0.618 |
1,771.3 |
1.000 |
1,766.5 |
1.618 |
1,758.8 |
2.618 |
1,746.3 |
4.250 |
1,725.9 |
|
|
Fisher Pivots for day following 18-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,785.3 |
1,783.1 |
PP |
1,784.0 |
1,782.6 |
S1 |
1,782.8 |
1,782.1 |
|