Trading Metrics calculated at close of trading on 10-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,765.0 |
1,732.0 |
-33.0 |
-1.9% |
1,817.0 |
High |
1,765.7 |
1,739.4 |
-26.3 |
-1.5% |
1,835.9 |
Low |
1,675.9 |
1,718.5 |
42.6 |
2.5% |
1,759.5 |
Close |
1,726.5 |
1,731.7 |
5.2 |
0.3% |
1,763.1 |
Range |
89.8 |
20.9 |
-68.9 |
-76.7% |
76.4 |
ATR |
27.8 |
27.3 |
-0.5 |
-1.8% |
0.0 |
Volume |
289,543 |
182,561 |
-106,982 |
-36.9% |
1,000,877 |
|
Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.6 |
1,783.0 |
1,743.2 |
|
R3 |
1,771.7 |
1,762.1 |
1,737.4 |
|
R2 |
1,750.8 |
1,750.8 |
1,735.5 |
|
R1 |
1,741.2 |
1,741.2 |
1,733.6 |
1,735.6 |
PP |
1,729.9 |
1,729.9 |
1,729.9 |
1,727.0 |
S1 |
1,720.3 |
1,720.3 |
1,729.8 |
1,714.7 |
S2 |
1,709.0 |
1,709.0 |
1,727.9 |
|
S3 |
1,688.1 |
1,699.4 |
1,726.0 |
|
S4 |
1,667.2 |
1,678.5 |
1,720.2 |
|
|
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 |
9.2% |
40.8 |
2.4% |
35% |
False |
False |
241,955 |
10 |
1,837.5 |
1,675.9 |
161.6 |
9.3% |
29.5 |
1.7% |
35% |
False |
False |
204,077 |
20 |
1,839.0 |
1,675.9 |
163.1 |
9.4% |
24.4 |
1.4% |
34% |
False |
False |
130,369 |
40 |
1,874.3 |
1,675.9 |
198.4 |
11.5% |
24.4 |
1.4% |
28% |
False |
False |
71,622 |
60 |
1,922.4 |
1,675.9 |
246.5 |
14.2% |
24.4 |
1.4% |
23% |
False |
False |
49,412 |
80 |
1,922.4 |
1,675.9 |
246.5 |
14.2% |
23.9 |
1.4% |
23% |
False |
False |
37,857 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.2% |
23.5 |
1.4% |
23% |
False |
False |
30,576 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.2% |
24.4 |
1.4% |
23% |
False |
False |
25,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,828.2 |
2.618 |
1,794.1 |
1.618 |
1,773.2 |
1.000 |
1,760.3 |
0.618 |
1,752.3 |
HIGH |
1,739.4 |
0.618 |
1,731.4 |
0.500 |
1,729.0 |
0.382 |
1,726.5 |
LOW |
1,718.5 |
0.618 |
1,705.6 |
1.000 |
1,697.6 |
1.618 |
1,684.7 |
2.618 |
1,663.8 |
4.250 |
1,629.7 |
|
|
Fisher Pivots for day following 10-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,730.8 |
1,741.5 |
PP |
1,729.9 |
1,738.2 |
S1 |
1,729.0 |
1,735.0 |
|