Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,732.3 |
1,754.6 |
22.3 |
1.3% |
1,818.6 |
High |
1,757.8 |
1,760.5 |
2.7 |
0.2% |
1,837.4 |
Low |
1,727.4 |
1,745.3 |
17.9 |
1.0% |
1,762.0 |
Close |
1,755.4 |
1,753.8 |
-1.6 |
-0.1% |
1,765.1 |
Range |
30.4 |
15.2 |
-15.2 |
-50.0% |
75.4 |
ATR |
26.4 |
25.6 |
-0.8 |
-3.0% |
0.0 |
Volume |
3,171 |
2,627 |
-544 |
-17.2% |
8,750 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,798.8 |
1,791.5 |
1,762.2 |
|
R3 |
1,783.6 |
1,776.3 |
1,758.0 |
|
R2 |
1,768.4 |
1,768.4 |
1,756.6 |
|
R1 |
1,761.1 |
1,761.1 |
1,755.2 |
1,757.2 |
PP |
1,753.2 |
1,753.2 |
1,753.2 |
1,751.2 |
S1 |
1,745.9 |
1,745.9 |
1,752.4 |
1,742.0 |
S2 |
1,738.0 |
1,738.0 |
1,751.0 |
|
S3 |
1,722.8 |
1,730.7 |
1,749.6 |
|
S4 |
1,707.6 |
1,715.5 |
1,745.4 |
|
|
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 |
1,806.8 |
1,680.0 |
126.8 |
7.2% |
39.3 |
2.2% |
58% |
False |
False |
3,362 |
10 |
1,837.4 |
1,680.0 |
157.4 |
9.0% |
28.1 |
1.6% |
47% |
False |
False |
2,303 |
20 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
23.2 |
1.3% |
47% |
False |
False |
2,390 |
40 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
22.2 |
1.3% |
46% |
False |
False |
1,928 |
60 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
22.7 |
1.3% |
30% |
False |
False |
1,544 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.9% |
20.5 |
1.2% |
30% |
False |
False |
1,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.1 |
2.618 |
1,800.3 |
1.618 |
1,785.1 |
1.000 |
1,775.7 |
0.618 |
1,769.9 |
HIGH |
1,760.5 |
0.618 |
1,754.7 |
0.500 |
1,752.9 |
0.382 |
1,751.1 |
LOW |
1,745.3 |
0.618 |
1,735.9 |
1.000 |
1,730.1 |
1.618 |
1,720.7 |
2.618 |
1,705.5 |
4.250 |
1,680.7 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,753.5 |
1,749.4 |
PP |
1,753.2 |
1,745.0 |
S1 |
1,752.9 |
1,740.6 |
|