Trading Metrics calculated at close of trading on 17-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,780.9 |
1,789.1 |
8.2 |
0.5% |
1,765.0 |
High |
1,791.3 |
1,797.6 |
6.3 |
0.4% |
1,781.9 |
Low |
1,772.0 |
1,782.1 |
10.1 |
0.6% |
1,675.9 |
Close |
1,789.8 |
1,787.8 |
-2.0 |
-0.1% |
1,778.2 |
Range |
19.3 |
15.5 |
-3.8 |
-19.7% |
106.0 |
ATR |
26.6 |
25.8 |
-0.8 |
-3.0% |
0.0 |
Volume |
137,698 |
144,815 |
7,117 |
5.2% |
939,474 |
|
Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,835.7 |
1,827.2 |
1,796.3 |
|
R3 |
1,820.2 |
1,811.7 |
1,792.1 |
|
R2 |
1,804.7 |
1,804.7 |
1,790.6 |
|
R1 |
1,796.2 |
1,796.2 |
1,789.2 |
1,792.7 |
PP |
1,789.2 |
1,789.2 |
1,789.2 |
1,787.4 |
S1 |
1,780.7 |
1,780.7 |
1,786.4 |
1,777.2 |
S2 |
1,773.7 |
1,773.7 |
1,785.0 |
|
S3 |
1,758.2 |
1,765.2 |
1,783.5 |
|
S4 |
1,742.7 |
1,749.7 |
1,779.3 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.3 |
2,026.8 |
1,836.5 |
|
R3 |
1,957.3 |
1,920.8 |
1,807.4 |
|
R2 |
1,851.3 |
1,851.3 |
1,797.6 |
|
R1 |
1,814.8 |
1,814.8 |
1,787.9 |
1,833.1 |
PP |
1,745.3 |
1,745.3 |
1,745.3 |
1,754.5 |
S1 |
1,708.8 |
1,708.8 |
1,768.5 |
1,727.1 |
S2 |
1,639.3 |
1,639.3 |
1,758.8 |
|
S3 |
1,533.3 |
1,602.8 |
1,749.1 |
|
S4 |
1,427.3 |
1,496.8 |
1,719.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,797.6 |
1,724.6 |
73.0 |
4.1% |
22.6 |
1.3% |
87% |
True |
False |
149,976 |
10 |
1,835.9 |
1,675.9 |
160.0 |
8.9% |
31.7 |
1.8% |
70% |
False |
False |
195,965 |
20 |
1,837.5 |
1,675.9 |
161.6 |
9.0% |
24.7 |
1.4% |
69% |
False |
False |
158,074 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.5 |
1.3% |
69% |
False |
False |
89,942 |
60 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.4 |
1.4% |
45% |
False |
False |
61,459 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.0 |
1.3% |
45% |
False |
False |
47,143 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.8 |
1.3% |
45% |
False |
False |
38,016 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.2 |
1.4% |
45% |
False |
False |
31,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,863.5 |
2.618 |
1,838.2 |
1.618 |
1,822.7 |
1.000 |
1,813.1 |
0.618 |
1,807.2 |
HIGH |
1,797.6 |
0.618 |
1,791.7 |
0.500 |
1,789.9 |
0.382 |
1,788.0 |
LOW |
1,782.1 |
0.618 |
1,772.5 |
1.000 |
1,766.6 |
1.618 |
1,757.0 |
2.618 |
1,741.5 |
4.250 |
1,716.2 |
|
|
Fisher Pivots for day following 17-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,789.9 |
1,783.6 |
PP |
1,789.2 |
1,779.5 |
S1 |
1,788.5 |
1,775.3 |
|