| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,734.0 |
1,732.3 |
-1.7 |
-0.1% |
1,818.6 |
| High |
1,740.4 |
1,757.8 |
17.4 |
1.0% |
1,837.4 |
| Low |
1,720.7 |
1,727.4 |
6.7 |
0.4% |
1,762.0 |
| Close |
1,733.7 |
1,755.4 |
21.7 |
1.3% |
1,765.1 |
| Range |
19.7 |
30.4 |
10.7 |
54.3% |
75.4 |
| ATR |
26.1 |
26.4 |
0.3 |
1.2% |
0.0 |
| Volume |
3,716 |
3,171 |
-545 |
-14.7% |
8,750 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,838.1 |
1,827.1 |
1,772.1 |
|
| R3 |
1,807.7 |
1,796.7 |
1,763.8 |
|
| R2 |
1,777.3 |
1,777.3 |
1,761.0 |
|
| R1 |
1,766.3 |
1,766.3 |
1,758.2 |
1,771.8 |
| PP |
1,746.9 |
1,746.9 |
1,746.9 |
1,749.6 |
| S1 |
1,735.9 |
1,735.9 |
1,752.6 |
1,741.4 |
| S2 |
1,716.5 |
1,716.5 |
1,749.8 |
|
| S3 |
1,686.1 |
1,705.5 |
1,747.0 |
|
| S4 |
1,655.7 |
1,675.1 |
1,738.7 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,014.4 |
1,965.1 |
1,806.6 |
|
| R3 |
1,939.0 |
1,889.7 |
1,785.8 |
|
| R2 |
1,863.6 |
1,863.6 |
1,778.9 |
|
| R1 |
1,814.3 |
1,814.3 |
1,772.0 |
1,801.3 |
| PP |
1,788.2 |
1,788.2 |
1,788.2 |
1,781.6 |
| S1 |
1,738.9 |
1,738.9 |
1,758.2 |
1,725.9 |
| S2 |
1,712.8 |
1,712.8 |
1,751.3 |
|
| S3 |
1,637.4 |
1,663.5 |
1,744.4 |
|
| S4 |
1,562.0 |
1,588.1 |
1,723.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,818.9 |
1,680.0 |
138.9 |
7.9% |
39.6 |
2.3% |
54% |
False |
False |
3,002 |
| 10 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
29.1 |
1.7% |
48% |
False |
False |
2,474 |
| 20 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
23.1 |
1.3% |
47% |
False |
False |
2,328 |
| 40 |
1,868.5 |
1,680.0 |
188.5 |
10.7% |
23.3 |
1.3% |
40% |
False |
False |
1,886 |
| 60 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.6 |
1.3% |
31% |
False |
False |
1,505 |
| 80 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
20.4 |
1.2% |
31% |
False |
False |
1,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,887.0 |
|
2.618 |
1,837.4 |
|
1.618 |
1,807.0 |
|
1.000 |
1,788.2 |
|
0.618 |
1,776.6 |
|
HIGH |
1,757.8 |
|
0.618 |
1,746.2 |
|
0.500 |
1,742.6 |
|
0.382 |
1,739.0 |
|
LOW |
1,727.4 |
|
0.618 |
1,708.6 |
|
1.000 |
1,697.0 |
|
1.618 |
1,678.2 |
|
2.618 |
1,647.8 |
|
4.250 |
1,598.2 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,751.1 |
1,744.7 |
| PP |
1,746.9 |
1,733.9 |
| S1 |
1,742.6 |
1,723.2 |
|