Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,784.2 |
1,783.8 |
-0.4 |
0.0% |
1,782.4 |
High |
1,792.3 |
1,810.3 |
18.0 |
1.0% |
1,799.0 |
Low |
1,782.0 |
1,780.2 |
-1.8 |
-0.1% |
1,775.2 |
Close |
1,786.0 |
1,808.3 |
22.3 |
1.2% |
1,786.0 |
Range |
10.3 |
30.1 |
19.8 |
192.2% |
23.8 |
ATR |
22.6 |
23.1 |
0.5 |
2.4% |
0.0 |
Volume |
701 |
1,257 |
556 |
79.3% |
6,835 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.9 |
1,879.2 |
1,824.9 |
|
R3 |
1,859.8 |
1,849.1 |
1,816.6 |
|
R2 |
1,829.7 |
1,829.7 |
1,813.8 |
|
R1 |
1,819.0 |
1,819.0 |
1,811.1 |
1,824.4 |
PP |
1,799.6 |
1,799.6 |
1,799.6 |
1,802.3 |
S1 |
1,788.9 |
1,788.9 |
1,805.5 |
1,794.3 |
S2 |
1,769.5 |
1,769.5 |
1,802.8 |
|
S3 |
1,739.4 |
1,758.8 |
1,800.0 |
|
S4 |
1,709.3 |
1,728.7 |
1,791.7 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.1 |
1,845.9 |
1,799.1 |
|
R3 |
1,834.3 |
1,822.1 |
1,792.5 |
|
R2 |
1,810.5 |
1,810.5 |
1,790.4 |
|
R1 |
1,798.3 |
1,798.3 |
1,788.2 |
1,804.4 |
PP |
1,786.7 |
1,786.7 |
1,786.7 |
1,789.8 |
S1 |
1,774.5 |
1,774.5 |
1,783.8 |
1,780.6 |
S2 |
1,762.9 |
1,762.9 |
1,781.6 |
|
S3 |
1,739.1 |
1,750.7 |
1,779.5 |
|
S4 |
1,715.3 |
1,726.9 |
1,772.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,810.3 |
1,776.6 |
33.7 |
1.9% |
17.9 |
1.0% |
94% |
True |
False |
1,483 |
10 |
1,810.3 |
1,720.7 |
89.6 |
5.0% |
19.8 |
1.1% |
98% |
True |
False |
1,857 |
20 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
23.3 |
1.3% |
81% |
False |
False |
2,236 |
40 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.1 |
1.2% |
80% |
False |
False |
2,067 |
60 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
23.3 |
1.3% |
53% |
False |
False |
1,633 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
21.1 |
1.2% |
53% |
False |
False |
1,380 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
19.1 |
1.1% |
53% |
False |
False |
1,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.2 |
2.618 |
1,889.1 |
1.618 |
1,859.0 |
1.000 |
1,840.4 |
0.618 |
1,828.9 |
HIGH |
1,810.3 |
0.618 |
1,798.8 |
0.500 |
1,795.3 |
0.382 |
1,791.7 |
LOW |
1,780.2 |
0.618 |
1,761.6 |
1.000 |
1,750.1 |
1.618 |
1,731.5 |
2.618 |
1,701.4 |
4.250 |
1,652.3 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,804.0 |
1,803.4 |
PP |
1,799.6 |
1,798.4 |
S1 |
1,795.3 |
1,793.5 |
|