| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,730.4 |
1,752.9 |
22.5 |
1.3% |
1,817.0 |
| High |
1,756.7 |
1,759.6 |
2.9 |
0.2% |
1,835.9 |
| Low |
1,724.6 |
1,742.6 |
18.0 |
1.0% |
1,759.5 |
| Close |
1,753.3 |
1,751.8 |
-1.5 |
-0.1% |
1,763.1 |
| Range |
32.1 |
17.0 |
-15.1 |
-47.0% |
76.4 |
| ATR |
27.7 |
26.9 |
-0.8 |
-2.8% |
0.0 |
| Volume |
185,442 |
137,119 |
-48,323 |
-26.1% |
1,000,877 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,802.3 |
1,794.1 |
1,761.2 |
|
| R3 |
1,785.3 |
1,777.1 |
1,756.5 |
|
| R2 |
1,768.3 |
1,768.3 |
1,754.9 |
|
| R1 |
1,760.1 |
1,760.1 |
1,753.4 |
1,755.7 |
| PP |
1,751.3 |
1,751.3 |
1,751.3 |
1,749.2 |
| S1 |
1,743.1 |
1,743.1 |
1,750.2 |
1,738.7 |
| S2 |
1,734.3 |
1,734.3 |
1,748.7 |
|
| S3 |
1,717.3 |
1,726.1 |
1,747.1 |
|
| S4 |
1,700.3 |
1,709.1 |
1,742.5 |
|
|
| 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 |
1,807.0 |
1,675.9 |
131.1 |
7.5% |
41.5 |
2.4% |
58% |
False |
False |
223,562 |
| 10 |
1,835.9 |
1,675.9 |
160.0 |
9.1% |
29.9 |
1.7% |
47% |
False |
False |
195,267 |
| 20 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
24.8 |
1.4% |
47% |
False |
False |
142,253 |
| 40 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
23.7 |
1.4% |
47% |
False |
False |
79,541 |
| 60 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
24.6 |
1.4% |
31% |
False |
False |
54,624 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
24.1 |
1.4% |
31% |
False |
False |
41,851 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
23.7 |
1.4% |
31% |
False |
False |
33,780 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
14.1% |
24.3 |
1.4% |
31% |
False |
False |
28,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,831.9 |
|
2.618 |
1,804.1 |
|
1.618 |
1,787.1 |
|
1.000 |
1,776.6 |
|
0.618 |
1,770.1 |
|
HIGH |
1,759.6 |
|
0.618 |
1,753.1 |
|
0.500 |
1,751.1 |
|
0.382 |
1,749.1 |
|
LOW |
1,742.6 |
|
0.618 |
1,732.1 |
|
1.000 |
1,725.6 |
|
1.618 |
1,715.1 |
|
2.618 |
1,698.1 |
|
4.250 |
1,670.4 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,751.6 |
1,747.6 |
| PP |
1,751.3 |
1,743.3 |
| S1 |
1,751.1 |
1,739.1 |
|