Trading Metrics calculated at close of trading on 26-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,805.1 |
1,793.0 |
-12.1 |
-0.7% |
1,780.9 |
High |
1,805.3 |
1,800.4 |
-4.9 |
-0.3% |
1,797.6 |
Low |
1,784.0 |
1,781.3 |
-2.7 |
-0.2% |
1,772.0 |
Close |
1,791.0 |
1,795.2 |
4.2 |
0.2% |
1,784.0 |
Range |
21.3 |
19.1 |
-2.2 |
-10.3% |
25.6 |
ATR |
23.4 |
23.1 |
-0.3 |
-1.3% |
0.0 |
Volume |
163,463 |
134,534 |
-28,929 |
-17.7% |
674,449 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,849.6 |
1,841.5 |
1,805.7 |
|
R3 |
1,830.5 |
1,822.4 |
1,800.5 |
|
R2 |
1,811.4 |
1,811.4 |
1,798.7 |
|
R1 |
1,803.3 |
1,803.3 |
1,797.0 |
1,807.4 |
PP |
1,792.3 |
1,792.3 |
1,792.3 |
1,794.3 |
S1 |
1,784.2 |
1,784.2 |
1,793.4 |
1,788.3 |
S2 |
1,773.2 |
1,773.2 |
1,791.7 |
|
S3 |
1,754.1 |
1,765.1 |
1,789.9 |
|
S4 |
1,735.0 |
1,746.0 |
1,784.7 |
|
|
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 |
1,778.0 |
34.2 |
1.9% |
18.4 |
1.0% |
50% |
False |
False |
135,413 |
10 |
1,812.2 |
1,753.0 |
59.2 |
3.3% |
19.3 |
1.1% |
71% |
False |
False |
138,835 |
20 |
1,835.9 |
1,675.9 |
160.0 |
8.9% |
24.6 |
1.4% |
75% |
False |
False |
167,051 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.3 |
1.2% |
73% |
False |
False |
113,273 |
60 |
1,915.7 |
1,675.9 |
239.8 |
13.4% |
24.2 |
1.3% |
50% |
False |
False |
76,919 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.8 |
1.3% |
48% |
False |
False |
58,981 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.4 |
1.3% |
48% |
False |
False |
47,528 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.2 |
1.3% |
48% |
False |
False |
39,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,881.6 |
2.618 |
1,850.4 |
1.618 |
1,831.3 |
1.000 |
1,819.5 |
0.618 |
1,812.2 |
HIGH |
1,800.4 |
0.618 |
1,793.1 |
0.500 |
1,790.9 |
0.382 |
1,788.6 |
LOW |
1,781.3 |
0.618 |
1,769.5 |
1.000 |
1,762.2 |
1.618 |
1,750.4 |
2.618 |
1,731.3 |
4.250 |
1,700.1 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,793.8 |
1,796.8 |
PP |
1,792.3 |
1,796.2 |
S1 |
1,790.9 |
1,795.7 |
|