Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1,758.3 |
1,776.9 |
18.6 |
1.1% |
1,753.5 |
High |
1,777.4 |
1,787.8 |
10.4 |
0.6% |
1,777.4 |
Low |
1,757.4 |
1,771.9 |
14.5 |
0.8% |
1,692.6 |
Close |
1,775.2 |
1,786.9 |
11.7 |
0.7% |
1,775.2 |
Range |
20.0 |
15.9 |
-4.1 |
-20.5% |
84.8 |
ATR |
24.3 |
23.7 |
-0.6 |
-2.5% |
0.0 |
Volume |
436 |
219 |
-217 |
-49.8% |
4,701 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.9 |
1,824.3 |
1,795.6 |
|
R3 |
1,814.0 |
1,808.4 |
1,791.3 |
|
R2 |
1,798.1 |
1,798.1 |
1,789.8 |
|
R1 |
1,792.5 |
1,792.5 |
1,788.4 |
1,795.3 |
PP |
1,782.2 |
1,782.2 |
1,782.2 |
1,783.6 |
S1 |
1,776.6 |
1,776.6 |
1,785.4 |
1,779.4 |
S2 |
1,766.3 |
1,766.3 |
1,784.0 |
|
S3 |
1,750.4 |
1,760.7 |
1,782.5 |
|
S4 |
1,734.5 |
1,744.8 |
1,778.2 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.8 |
1,973.8 |
1,821.8 |
|
R3 |
1,918.0 |
1,889.0 |
1,798.5 |
|
R2 |
1,833.2 |
1,833.2 |
1,790.7 |
|
R1 |
1,804.2 |
1,804.2 |
1,783.0 |
1,818.7 |
PP |
1,748.4 |
1,748.4 |
1,748.4 |
1,755.7 |
S1 |
1,719.4 |
1,719.4 |
1,767.4 |
1,733.9 |
S2 |
1,663.6 |
1,663.6 |
1,759.7 |
|
S3 |
1,578.8 |
1,634.6 |
1,751.9 |
|
S4 |
1,494.0 |
1,549.8 |
1,728.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,787.8 |
1,720.1 |
67.7 |
3.8% |
16.6 |
0.9% |
99% |
True |
False |
659 |
10 |
1,831.3 |
1,692.6 |
138.7 |
7.8% |
23.7 |
1.3% |
68% |
False |
False |
1,256 |
20 |
1,832.6 |
1,692.6 |
140.0 |
7.8% |
21.3 |
1.2% |
67% |
False |
False |
75,436 |
40 |
1,835.0 |
1,692.6 |
142.4 |
8.0% |
21.1 |
1.2% |
66% |
False |
False |
137,289 |
60 |
1,919.2 |
1,692.6 |
226.6 |
12.7% |
23.6 |
1.3% |
42% |
False |
False |
159,157 |
80 |
1,919.2 |
1,692.6 |
226.6 |
12.7% |
23.8 |
1.3% |
42% |
False |
False |
126,737 |
100 |
1,919.2 |
1,679.4 |
239.8 |
13.4% |
23.7 |
1.3% |
45% |
False |
False |
101,983 |
120 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
24.3 |
1.4% |
45% |
False |
False |
85,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.4 |
2.618 |
1,829.4 |
1.618 |
1,813.5 |
1.000 |
1,803.7 |
0.618 |
1,797.6 |
HIGH |
1,787.8 |
0.618 |
1,781.7 |
0.500 |
1,779.9 |
0.382 |
1,778.0 |
LOW |
1,771.9 |
0.618 |
1,762.1 |
1.000 |
1,756.0 |
1.618 |
1,746.2 |
2.618 |
1,730.3 |
4.250 |
1,704.3 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,784.6 |
1,780.2 |
PP |
1,782.2 |
1,773.4 |
S1 |
1,779.9 |
1,766.7 |
|