| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,789.1 |
1,787.8 |
-1.3 |
-0.1% |
1,765.0 |
| High |
1,797.6 |
1,795.7 |
-1.9 |
-0.1% |
1,781.9 |
| Low |
1,782.1 |
1,778.8 |
-3.3 |
-0.2% |
1,675.9 |
| Close |
1,787.8 |
1,784.4 |
-3.4 |
-0.2% |
1,778.2 |
| Range |
15.5 |
16.9 |
1.4 |
9.0% |
106.0 |
| ATR |
25.8 |
25.2 |
-0.6 |
-2.5% |
0.0 |
| Volume |
144,815 |
132,725 |
-12,090 |
-8.3% |
939,474 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,837.0 |
1,827.6 |
1,793.7 |
|
| R3 |
1,820.1 |
1,810.7 |
1,789.0 |
|
| R2 |
1,803.2 |
1,803.2 |
1,787.5 |
|
| R1 |
1,793.8 |
1,793.8 |
1,785.9 |
1,790.1 |
| PP |
1,786.3 |
1,786.3 |
1,786.3 |
1,784.4 |
| S1 |
1,776.9 |
1,776.9 |
1,782.9 |
1,773.2 |
| S2 |
1,769.4 |
1,769.4 |
1,781.3 |
|
| S3 |
1,752.5 |
1,760.0 |
1,779.8 |
|
| S4 |
1,735.6 |
1,743.1 |
1,775.1 |
|
|
| 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 |
1,742.6 |
55.0 |
3.1% |
19.5 |
1.1% |
76% |
False |
False |
139,433 |
| 10 |
1,817.9 |
1,675.9 |
142.0 |
8.0% |
30.6 |
1.7% |
76% |
False |
False |
184,770 |
| 20 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
24.6 |
1.4% |
67% |
False |
False |
161,491 |
| 40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.4 |
1.3% |
67% |
False |
False |
93,209 |
| 60 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.5 |
1.4% |
44% |
False |
False |
63,611 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.1 |
1.3% |
44% |
False |
False |
48,783 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.8 |
1.3% |
44% |
False |
False |
39,332 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.8 |
1.3% |
44% |
False |
False |
32,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,867.5 |
|
2.618 |
1,839.9 |
|
1.618 |
1,823.0 |
|
1.000 |
1,812.6 |
|
0.618 |
1,806.1 |
|
HIGH |
1,795.7 |
|
0.618 |
1,789.2 |
|
0.500 |
1,787.3 |
|
0.382 |
1,785.3 |
|
LOW |
1,778.8 |
|
0.618 |
1,768.4 |
|
1.000 |
1,761.9 |
|
1.618 |
1,751.5 |
|
2.618 |
1,734.6 |
|
4.250 |
1,707.0 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,787.3 |
1,784.8 |
| PP |
1,786.3 |
1,784.7 |
| S1 |
1,785.4 |
1,784.5 |
|