Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,776.8 |
1,801.0 |
24.2 |
1.4% |
1,776.9 |
High |
1,804.8 |
1,805.6 |
0.8 |
0.0% |
1,794.2 |
Low |
1,776.8 |
1,800.8 |
24.0 |
1.4% |
1,771.9 |
Close |
1,803.2 |
1,805.6 |
2.4 |
0.1% |
1,781.0 |
Range |
28.0 |
4.8 |
-23.2 |
-82.9% |
22.3 |
ATR |
21.3 |
20.1 |
-1.2 |
-5.5% |
0.0 |
Volume |
32 |
22 |
-10 |
-31.3% |
1,162 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.4 |
1,816.8 |
1,808.2 |
|
R3 |
1,813.6 |
1,812.0 |
1,806.9 |
|
R2 |
1,808.8 |
1,808.8 |
1,806.5 |
|
R1 |
1,807.2 |
1,807.2 |
1,806.0 |
1,808.0 |
PP |
1,804.0 |
1,804.0 |
1,804.0 |
1,804.4 |
S1 |
1,802.4 |
1,802.4 |
1,805.2 |
1,803.2 |
S2 |
1,799.2 |
1,799.2 |
1,804.7 |
|
S3 |
1,794.4 |
1,797.6 |
1,804.3 |
|
S4 |
1,789.6 |
1,792.8 |
1,803.0 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,849.3 |
1,837.4 |
1,793.3 |
|
R3 |
1,827.0 |
1,815.1 |
1,787.1 |
|
R2 |
1,804.7 |
1,804.7 |
1,785.1 |
|
R1 |
1,792.8 |
1,792.8 |
1,783.0 |
1,798.8 |
PP |
1,782.4 |
1,782.4 |
1,782.4 |
1,785.3 |
S1 |
1,770.5 |
1,770.5 |
1,779.0 |
1,776.5 |
S2 |
1,760.1 |
1,760.1 |
1,776.9 |
|
S3 |
1,737.8 |
1,748.2 |
1,774.9 |
|
S4 |
1,715.5 |
1,725.9 |
1,768.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,805.6 |
1,775.5 |
30.1 |
1.7% |
13.7 |
0.8% |
100% |
True |
False |
159 |
10 |
1,805.6 |
1,727.3 |
78.3 |
4.3% |
15.0 |
0.8% |
100% |
True |
False |
293 |
20 |
1,832.6 |
1,692.6 |
140.0 |
7.8% |
20.0 |
1.1% |
81% |
False |
False |
12,913 |
40 |
1,835.0 |
1,692.6 |
142.4 |
7.9% |
20.3 |
1.1% |
79% |
False |
False |
111,770 |
60 |
1,919.2 |
1,692.6 |
226.6 |
12.5% |
23.0 |
1.3% |
50% |
False |
False |
144,614 |
80 |
1,919.2 |
1,692.6 |
226.6 |
12.5% |
23.4 |
1.3% |
50% |
False |
False |
126,142 |
100 |
1,919.2 |
1,692.6 |
226.6 |
12.5% |
22.8 |
1.3% |
50% |
False |
False |
101,812 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.3% |
23.0 |
1.3% |
53% |
False |
False |
85,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.0 |
2.618 |
1,818.2 |
1.618 |
1,813.4 |
1.000 |
1,810.4 |
0.618 |
1,808.6 |
HIGH |
1,805.6 |
0.618 |
1,803.8 |
0.500 |
1,803.2 |
0.382 |
1,802.6 |
LOW |
1,800.8 |
0.618 |
1,797.8 |
1.000 |
1,796.0 |
1.618 |
1,793.0 |
2.618 |
1,788.2 |
4.250 |
1,780.4 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,804.8 |
1,800.8 |
PP |
1,804.0 |
1,796.0 |
S1 |
1,803.2 |
1,791.2 |
|