Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,781.2 |
1,807.6 |
26.4 |
1.5% |
1,780.9 |
High |
1,809.1 |
1,812.2 |
3.1 |
0.2% |
1,797.6 |
Low |
1,778.0 |
1,802.6 |
24.6 |
1.4% |
1,772.0 |
Close |
1,806.3 |
1,808.5 |
2.2 |
0.1% |
1,784.0 |
Range |
31.1 |
9.6 |
-21.5 |
-69.1% |
25.6 |
ATR |
24.4 |
23.3 |
-1.1 |
-4.3% |
0.0 |
Volume |
156,318 |
114,785 |
-41,533 |
-26.6% |
674,449 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,836.6 |
1,832.1 |
1,813.8 |
|
R3 |
1,827.0 |
1,822.5 |
1,811.1 |
|
R2 |
1,817.4 |
1,817.4 |
1,810.3 |
|
R1 |
1,812.9 |
1,812.9 |
1,809.4 |
1,815.2 |
PP |
1,807.8 |
1,807.8 |
1,807.8 |
1,808.9 |
S1 |
1,803.3 |
1,803.3 |
1,807.6 |
1,805.6 |
S2 |
1,798.2 |
1,798.2 |
1,806.7 |
|
S3 |
1,788.6 |
1,793.7 |
1,805.9 |
|
S4 |
1,779.0 |
1,784.1 |
1,803.2 |
|
|
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 |
1,812.2 |
1,774.6 |
37.6 |
2.1% |
17.8 |
1.0% |
90% |
True |
False |
132,607 |
10 |
1,812.2 |
1,724.6 |
87.6 |
4.8% |
20.2 |
1.1% |
96% |
True |
False |
141,292 |
20 |
1,837.5 |
1,675.9 |
161.6 |
8.9% |
24.8 |
1.4% |
82% |
False |
False |
172,684 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.5 |
1.2% |
81% |
False |
False |
106,118 |
60 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
24.2 |
1.3% |
54% |
False |
False |
72,073 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
24.1 |
1.3% |
54% |
False |
False |
55,324 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.3 |
1.3% |
54% |
False |
False |
44,575 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.3 |
1.3% |
54% |
False |
False |
37,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.0 |
2.618 |
1,837.3 |
1.618 |
1,827.7 |
1.000 |
1,821.8 |
0.618 |
1,818.1 |
HIGH |
1,812.2 |
0.618 |
1,808.5 |
0.500 |
1,807.4 |
0.382 |
1,806.3 |
LOW |
1,802.6 |
0.618 |
1,796.7 |
1.000 |
1,793.0 |
1.618 |
1,787.1 |
2.618 |
1,777.5 |
4.250 |
1,761.8 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,808.1 |
1,804.0 |
PP |
1,807.8 |
1,799.6 |
S1 |
1,807.4 |
1,795.1 |
|