Trading Metrics calculated at close of trading on 20-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,789.5 |
1,782.8 |
-6.7 |
-0.4% |
1,780.9 |
High |
1,795.0 |
1,791.0 |
-4.0 |
-0.2% |
1,797.6 |
Low |
1,774.6 |
1,780.0 |
5.4 |
0.3% |
1,772.0 |
Close |
1,783.1 |
1,784.0 |
0.9 |
0.1% |
1,784.0 |
Range |
20.4 |
11.0 |
-9.4 |
-46.1% |
25.6 |
ATR |
24.8 |
23.8 |
-1.0 |
-4.0% |
0.0 |
Volume |
151,245 |
107,966 |
-43,279 |
-28.6% |
674,449 |
|
Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.0 |
1,812.0 |
1,790.1 |
|
R3 |
1,807.0 |
1,801.0 |
1,787.0 |
|
R2 |
1,796.0 |
1,796.0 |
1,786.0 |
|
R1 |
1,790.0 |
1,790.0 |
1,785.0 |
1,793.0 |
PP |
1,785.0 |
1,785.0 |
1,785.0 |
1,786.5 |
S1 |
1,779.0 |
1,779.0 |
1,783.0 |
1,782.0 |
S2 |
1,774.0 |
1,774.0 |
1,782.0 |
|
S3 |
1,763.0 |
1,768.0 |
1,781.0 |
|
S4 |
1,752.0 |
1,757.0 |
1,778.0 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.3 |
1,848.3 |
1,798.1 |
|
R3 |
1,835.7 |
1,822.7 |
1,791.0 |
|
R2 |
1,810.1 |
1,810.1 |
1,788.7 |
|
R1 |
1,797.1 |
1,797.1 |
1,786.3 |
1,803.6 |
PP |
1,784.5 |
1,784.5 |
1,784.5 |
1,787.8 |
S1 |
1,771.5 |
1,771.5 |
1,781.7 |
1,778.0 |
S2 |
1,758.9 |
1,758.9 |
1,779.3 |
|
S3 |
1,733.3 |
1,745.9 |
1,777.0 |
|
S4 |
1,707.7 |
1,720.3 |
1,769.9 |
|
|
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 |
1,772.0 |
25.6 |
1.4% |
16.6 |
0.9% |
47% |
False |
False |
134,889 |
10 |
1,797.6 |
1,675.9 |
121.7 |
6.8% |
27.2 |
1.5% |
89% |
False |
False |
161,392 |
20 |
1,837.5 |
1,675.9 |
161.6 |
9.1% |
24.2 |
1.4% |
67% |
False |
False |
167,227 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.3 |
1.2% |
66% |
False |
False |
99,523 |
60 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.2 |
1.4% |
44% |
False |
False |
67,683 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
24.1 |
1.4% |
44% |
False |
False |
51,982 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.5 |
1.3% |
44% |
False |
False |
41,896 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.5 |
1.3% |
44% |
False |
False |
35,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.8 |
2.618 |
1,819.8 |
1.618 |
1,808.8 |
1.000 |
1,802.0 |
0.618 |
1,797.8 |
HIGH |
1,791.0 |
0.618 |
1,786.8 |
0.500 |
1,785.5 |
0.382 |
1,784.2 |
LOW |
1,780.0 |
0.618 |
1,773.2 |
1.000 |
1,769.0 |
1.618 |
1,762.2 |
2.618 |
1,751.2 |
4.250 |
1,733.3 |
|
|
Fisher Pivots for day following 20-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,785.5 |
1,785.2 |
PP |
1,785.0 |
1,784.8 |
S1 |
1,784.5 |
1,784.4 |
|