| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,754.6 |
1,759.8 |
5.2 |
0.3% |
1,766.0 |
| High |
1,760.5 |
1,783.5 |
23.0 |
1.3% |
1,783.5 |
| Low |
1,745.3 |
1,758.5 |
13.2 |
0.8% |
1,680.0 |
| Close |
1,753.8 |
1,780.3 |
26.5 |
1.5% |
1,780.3 |
| Range |
15.2 |
25.0 |
9.8 |
64.5% |
103.5 |
| ATR |
25.6 |
25.9 |
0.3 |
1.1% |
0.0 |
| Volume |
2,627 |
965 |
-1,662 |
-63.3% |
14,167 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.1 |
1,839.7 |
1,794.1 |
|
| R3 |
1,824.1 |
1,814.7 |
1,787.2 |
|
| R2 |
1,799.1 |
1,799.1 |
1,784.9 |
|
| R1 |
1,789.7 |
1,789.7 |
1,782.6 |
1,794.4 |
| PP |
1,774.1 |
1,774.1 |
1,774.1 |
1,776.5 |
| S1 |
1,764.7 |
1,764.7 |
1,778.0 |
1,769.4 |
| S2 |
1,749.1 |
1,749.1 |
1,775.7 |
|
| S3 |
1,724.1 |
1,739.7 |
1,773.4 |
|
| S4 |
1,699.1 |
1,714.7 |
1,766.6 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.4 |
2,022.9 |
1,837.2 |
|
| R3 |
1,954.9 |
1,919.4 |
1,808.8 |
|
| R2 |
1,851.4 |
1,851.4 |
1,799.3 |
|
| R1 |
1,815.9 |
1,815.9 |
1,789.8 |
1,833.7 |
| PP |
1,747.9 |
1,747.9 |
1,747.9 |
1,756.8 |
| S1 |
1,712.4 |
1,712.4 |
1,770.8 |
1,730.2 |
| S2 |
1,644.4 |
1,644.4 |
1,761.3 |
|
| S3 |
1,540.9 |
1,608.9 |
1,751.8 |
|
| S4 |
1,437.4 |
1,505.4 |
1,723.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,783.5 |
1,680.0 |
103.5 |
5.8% |
35.3 |
2.0% |
97% |
True |
False |
2,833 |
| 10 |
1,837.4 |
1,680.0 |
157.4 |
8.8% |
28.6 |
1.6% |
64% |
False |
False |
2,291 |
| 20 |
1,838.7 |
1,680.0 |
158.7 |
8.9% |
23.4 |
1.3% |
63% |
False |
False |
2,308 |
| 40 |
1,840.3 |
1,680.0 |
160.3 |
9.0% |
21.5 |
1.2% |
63% |
False |
False |
1,929 |
| 60 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
22.8 |
1.3% |
41% |
False |
False |
1,552 |
| 80 |
1,923.0 |
1,680.0 |
243.0 |
13.6% |
20.6 |
1.2% |
41% |
False |
False |
1,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,889.8 |
|
2.618 |
1,849.0 |
|
1.618 |
1,824.0 |
|
1.000 |
1,808.5 |
|
0.618 |
1,799.0 |
|
HIGH |
1,783.5 |
|
0.618 |
1,774.0 |
|
0.500 |
1,771.0 |
|
0.382 |
1,768.1 |
|
LOW |
1,758.5 |
|
0.618 |
1,743.1 |
|
1.000 |
1,733.5 |
|
1.618 |
1,718.1 |
|
2.618 |
1,693.1 |
|
4.250 |
1,652.3 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,777.2 |
1,772.0 |
| PP |
1,774.1 |
1,763.7 |
| S1 |
1,771.0 |
1,755.5 |
|