| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,732.0 |
1,730.4 |
-1.6 |
-0.1% |
1,817.0 |
| High |
1,739.4 |
1,756.7 |
17.3 |
1.0% |
1,835.9 |
| Low |
1,718.5 |
1,724.6 |
6.1 |
0.4% |
1,759.5 |
| Close |
1,731.7 |
1,753.3 |
21.6 |
1.2% |
1,763.1 |
| Range |
20.9 |
32.1 |
11.2 |
53.6% |
76.4 |
| ATR |
27.3 |
27.7 |
0.3 |
1.2% |
0.0 |
| Volume |
182,561 |
185,442 |
2,881 |
1.6% |
1,000,877 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,841.2 |
1,829.3 |
1,771.0 |
|
| R3 |
1,809.1 |
1,797.2 |
1,762.1 |
|
| R2 |
1,777.0 |
1,777.0 |
1,759.2 |
|
| R1 |
1,765.1 |
1,765.1 |
1,756.2 |
1,771.1 |
| PP |
1,744.9 |
1,744.9 |
1,744.9 |
1,747.8 |
| S1 |
1,733.0 |
1,733.0 |
1,750.4 |
1,739.0 |
| S2 |
1,712.8 |
1,712.8 |
1,747.4 |
|
| S3 |
1,680.7 |
1,700.9 |
1,744.5 |
|
| S4 |
1,648.6 |
1,668.8 |
1,735.6 |
|
|
| 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 |
1,817.9 |
1,675.9 |
142.0 |
8.1% |
41.7 |
2.4% |
55% |
False |
False |
230,107 |
| 10 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
30.9 |
1.8% |
48% |
False |
False |
202,762 |
| 20 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
24.7 |
1.4% |
47% |
False |
False |
137,041 |
| 40 |
1,869.0 |
1,675.9 |
193.1 |
11.0% |
24.8 |
1.4% |
40% |
False |
False |
76,215 |
| 60 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
24.5 |
1.4% |
31% |
False |
False |
52,397 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
24.0 |
1.4% |
31% |
False |
False |
40,153 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.6 |
1.3% |
31% |
False |
False |
32,418 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
24.4 |
1.4% |
31% |
False |
False |
27,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,893.1 |
|
2.618 |
1,840.7 |
|
1.618 |
1,808.6 |
|
1.000 |
1,788.8 |
|
0.618 |
1,776.5 |
|
HIGH |
1,756.7 |
|
0.618 |
1,744.4 |
|
0.500 |
1,740.7 |
|
0.382 |
1,736.9 |
|
LOW |
1,724.6 |
|
0.618 |
1,704.8 |
|
1.000 |
1,692.5 |
|
1.618 |
1,672.7 |
|
2.618 |
1,640.6 |
|
4.250 |
1,588.2 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,749.1 |
1,742.5 |
| PP |
1,744.9 |
1,731.6 |
| S1 |
1,740.7 |
1,720.8 |
|