| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,787.8 |
1,789.5 |
1.7 |
0.1% |
1,765.0 |
| High |
1,795.7 |
1,795.0 |
-0.7 |
0.0% |
1,781.9 |
| Low |
1,778.8 |
1,774.6 |
-4.2 |
-0.2% |
1,675.9 |
| Close |
1,784.4 |
1,783.1 |
-1.3 |
-0.1% |
1,778.2 |
| Range |
16.9 |
20.4 |
3.5 |
20.7% |
106.0 |
| ATR |
25.2 |
24.8 |
-0.3 |
-1.4% |
0.0 |
| Volume |
132,725 |
151,245 |
18,520 |
14.0% |
939,474 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,845.4 |
1,834.7 |
1,794.3 |
|
| R3 |
1,825.0 |
1,814.3 |
1,788.7 |
|
| R2 |
1,804.6 |
1,804.6 |
1,786.8 |
|
| R1 |
1,793.9 |
1,793.9 |
1,785.0 |
1,789.1 |
| PP |
1,784.2 |
1,784.2 |
1,784.2 |
1,781.8 |
| S1 |
1,773.5 |
1,773.5 |
1,781.2 |
1,768.7 |
| S2 |
1,763.8 |
1,763.8 |
1,779.4 |
|
| S3 |
1,743.4 |
1,753.1 |
1,777.5 |
|
| S4 |
1,723.0 |
1,732.7 |
1,771.9 |
|
|
| 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 |
1,753.0 |
44.6 |
2.5% |
20.2 |
1.1% |
67% |
False |
False |
142,258 |
| 10 |
1,807.0 |
1,675.9 |
131.1 |
7.4% |
30.8 |
1.7% |
82% |
False |
False |
182,910 |
| 20 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
24.8 |
1.4% |
66% |
False |
False |
166,294 |
| 40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.4 |
1.3% |
66% |
False |
False |
96,900 |
| 60 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.4 |
1.4% |
43% |
False |
False |
65,974 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.2 |
1.4% |
43% |
False |
False |
50,647 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.7 |
1.3% |
43% |
False |
False |
40,828 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.7 |
1.3% |
43% |
False |
False |
34,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,881.7 |
|
2.618 |
1,848.4 |
|
1.618 |
1,828.0 |
|
1.000 |
1,815.4 |
|
0.618 |
1,807.6 |
|
HIGH |
1,795.0 |
|
0.618 |
1,787.2 |
|
0.500 |
1,784.8 |
|
0.382 |
1,782.4 |
|
LOW |
1,774.6 |
|
0.618 |
1,762.0 |
|
1.000 |
1,754.2 |
|
1.618 |
1,741.6 |
|
2.618 |
1,721.2 |
|
4.250 |
1,687.9 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,784.8 |
1,786.1 |
| PP |
1,784.2 |
1,785.1 |
| S1 |
1,783.7 |
1,784.1 |
|