| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,806.7 |
1,765.0 |
-41.7 |
-2.3% |
1,817.0 |
| High |
1,807.0 |
1,765.7 |
-41.3 |
-2.3% |
1,835.9 |
| Low |
1,759.5 |
1,675.9 |
-83.6 |
-4.8% |
1,759.5 |
| Close |
1,763.1 |
1,726.5 |
-36.6 |
-2.1% |
1,763.1 |
| Range |
47.5 |
89.8 |
42.3 |
89.1% |
76.4 |
| ATR |
23.1 |
27.8 |
4.8 |
20.7% |
0.0 |
| Volume |
323,149 |
289,543 |
-33,606 |
-10.4% |
1,000,877 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.1 |
1,949.1 |
1,775.9 |
|
| R3 |
1,902.3 |
1,859.3 |
1,751.2 |
|
| R2 |
1,812.5 |
1,812.5 |
1,743.0 |
|
| R1 |
1,769.5 |
1,769.5 |
1,734.7 |
1,746.1 |
| PP |
1,722.7 |
1,722.7 |
1,722.7 |
1,711.0 |
| S1 |
1,679.7 |
1,679.7 |
1,718.3 |
1,656.3 |
| S2 |
1,632.9 |
1,632.9 |
1,710.0 |
|
| S3 |
1,543.1 |
1,589.9 |
1,701.8 |
|
| S4 |
1,453.3 |
1,500.1 |
1,677.1 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,015.4 |
1,965.6 |
1,805.1 |
|
| R3 |
1,939.0 |
1,889.2 |
1,784.1 |
|
| R2 |
1,862.6 |
1,862.6 |
1,777.1 |
|
| R1 |
1,812.8 |
1,812.8 |
1,770.1 |
1,799.5 |
| PP |
1,786.2 |
1,786.2 |
1,786.2 |
1,779.5 |
| S1 |
1,736.4 |
1,736.4 |
1,756.1 |
1,723.1 |
| S2 |
1,709.8 |
1,709.8 |
1,749.1 |
|
| S3 |
1,633.4 |
1,660.0 |
1,742.1 |
|
| S4 |
1,557.0 |
1,583.6 |
1,721.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,835.9 |
1,675.9 |
160.0 |
9.3% |
38.4 |
2.2% |
32% |
False |
True |
226,133 |
| 10 |
1,837.5 |
1,675.9 |
161.6 |
9.4% |
28.7 |
1.7% |
31% |
False |
True |
193,590 |
| 20 |
1,839.0 |
1,675.9 |
163.1 |
9.4% |
24.2 |
1.4% |
31% |
False |
True |
123,734 |
| 40 |
1,883.8 |
1,675.9 |
207.9 |
12.0% |
24.8 |
1.4% |
24% |
False |
True |
67,167 |
| 60 |
1,922.4 |
1,675.9 |
246.5 |
14.3% |
24.5 |
1.4% |
21% |
False |
True |
46,425 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
14.3% |
24.0 |
1.4% |
21% |
False |
True |
35,587 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
14.3% |
23.6 |
1.4% |
21% |
False |
True |
28,763 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
14.3% |
24.4 |
1.4% |
21% |
False |
True |
24,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.4 |
|
2.618 |
2,000.8 |
|
1.618 |
1,911.0 |
|
1.000 |
1,855.5 |
|
0.618 |
1,821.2 |
|
HIGH |
1,765.7 |
|
0.618 |
1,731.4 |
|
0.500 |
1,720.8 |
|
0.382 |
1,710.2 |
|
LOW |
1,675.9 |
|
0.618 |
1,620.4 |
|
1.000 |
1,586.1 |
|
1.618 |
1,530.6 |
|
2.618 |
1,440.8 |
|
4.250 |
1,294.3 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,724.6 |
1,746.9 |
| PP |
1,722.7 |
1,740.1 |
| S1 |
1,720.8 |
1,733.3 |
|