Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,782.8 |
1,781.2 |
-1.6 |
-0.1% |
1,780.9 |
High |
1,791.0 |
1,809.1 |
18.1 |
1.0% |
1,797.6 |
Low |
1,780.0 |
1,778.0 |
-2.0 |
-0.1% |
1,772.0 |
Close |
1,784.0 |
1,806.3 |
22.3 |
1.3% |
1,784.0 |
Range |
11.0 |
31.1 |
20.1 |
182.7% |
25.6 |
ATR |
23.8 |
24.4 |
0.5 |
2.2% |
0.0 |
Volume |
107,966 |
156,318 |
48,352 |
44.8% |
674,449 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.1 |
1,879.8 |
1,823.4 |
|
R3 |
1,860.0 |
1,848.7 |
1,814.9 |
|
R2 |
1,828.9 |
1,828.9 |
1,812.0 |
|
R1 |
1,817.6 |
1,817.6 |
1,809.2 |
1,823.3 |
PP |
1,797.8 |
1,797.8 |
1,797.8 |
1,800.6 |
S1 |
1,786.5 |
1,786.5 |
1,803.4 |
1,792.2 |
S2 |
1,766.7 |
1,766.7 |
1,800.6 |
|
S3 |
1,735.6 |
1,755.4 |
1,797.7 |
|
S4 |
1,704.5 |
1,724.3 |
1,789.2 |
|
|
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 |
1,809.1 |
1,774.6 |
34.5 |
1.9% |
19.0 |
1.1% |
92% |
True |
False |
138,613 |
10 |
1,809.1 |
1,718.5 |
90.6 |
5.0% |
21.3 |
1.2% |
97% |
True |
False |
148,069 |
20 |
1,837.5 |
1,675.9 |
161.6 |
8.9% |
25.0 |
1.4% |
81% |
False |
False |
170,830 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.6 |
1.3% |
80% |
False |
False |
103,344 |
60 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
24.4 |
1.4% |
53% |
False |
False |
70,222 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
24.1 |
1.3% |
53% |
False |
False |
53,907 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.4 |
1.3% |
53% |
False |
False |
43,441 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.5 |
1.3% |
53% |
False |
False |
36,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,941.3 |
2.618 |
1,890.5 |
1.618 |
1,859.4 |
1.000 |
1,840.2 |
0.618 |
1,828.3 |
HIGH |
1,809.1 |
0.618 |
1,797.2 |
0.500 |
1,793.6 |
0.382 |
1,789.9 |
LOW |
1,778.0 |
0.618 |
1,758.8 |
1.000 |
1,746.9 |
1.618 |
1,727.7 |
2.618 |
1,696.6 |
4.250 |
1,645.8 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,802.1 |
1,801.5 |
PP |
1,797.8 |
1,796.7 |
S1 |
1,793.6 |
1,791.9 |
|