| 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 |
1,784.1 |
1,776.8 |
-7.3 |
-0.4% |
1,776.9 |
| High |
1,787.5 |
1,804.8 |
17.3 |
1.0% |
1,794.2 |
| Low |
1,778.2 |
1,776.8 |
-1.4 |
-0.1% |
1,771.9 |
| Close |
1,781.0 |
1,803.2 |
22.2 |
1.2% |
1,781.0 |
| Range |
9.3 |
28.0 |
18.7 |
201.1% |
22.3 |
| ATR |
20.8 |
21.3 |
0.5 |
2.5% |
0.0 |
| Volume |
235 |
32 |
-203 |
-86.4% |
1,162 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.9 |
1,869.1 |
1,818.6 |
|
| R3 |
1,850.9 |
1,841.1 |
1,810.9 |
|
| R2 |
1,822.9 |
1,822.9 |
1,808.3 |
|
| R1 |
1,813.1 |
1,813.1 |
1,805.8 |
1,818.0 |
| PP |
1,794.9 |
1,794.9 |
1,794.9 |
1,797.4 |
| S1 |
1,785.1 |
1,785.1 |
1,800.6 |
1,790.0 |
| S2 |
1,766.9 |
1,766.9 |
1,798.1 |
|
| S3 |
1,738.9 |
1,757.1 |
1,795.5 |
|
| S4 |
1,710.9 |
1,729.1 |
1,787.8 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,849.3 |
1,837.4 |
1,793.3 |
|
| R3 |
1,827.0 |
1,815.1 |
1,787.1 |
|
| R2 |
1,804.7 |
1,804.7 |
1,785.1 |
|
| R1 |
1,792.8 |
1,792.8 |
1,783.0 |
1,798.8 |
| PP |
1,782.4 |
1,782.4 |
1,782.4 |
1,785.3 |
| S1 |
1,770.5 |
1,770.5 |
1,779.0 |
1,776.5 |
| S2 |
1,760.1 |
1,760.1 |
1,776.9 |
|
| S3 |
1,737.8 |
1,748.2 |
1,774.9 |
|
| S4 |
1,715.5 |
1,725.9 |
1,768.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,804.8 |
1,775.5 |
29.3 |
1.6% |
15.6 |
0.9% |
95% |
True |
False |
195 |
| 10 |
1,804.8 |
1,720.1 |
84.7 |
4.7% |
16.1 |
0.9% |
98% |
True |
False |
427 |
| 20 |
1,832.6 |
1,692.6 |
140.0 |
7.8% |
20.4 |
1.1% |
79% |
False |
False |
21,764 |
| 40 |
1,835.0 |
1,692.6 |
142.4 |
7.9% |
20.6 |
1.1% |
78% |
False |
False |
115,789 |
| 60 |
1,919.2 |
1,692.6 |
226.6 |
12.6% |
23.3 |
1.3% |
49% |
False |
False |
147,916 |
| 80 |
1,919.2 |
1,692.6 |
226.6 |
12.6% |
23.4 |
1.3% |
49% |
False |
False |
126,358 |
| 100 |
1,919.2 |
1,692.6 |
226.6 |
12.6% |
23.0 |
1.3% |
49% |
False |
False |
101,834 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.4% |
23.3 |
1.3% |
52% |
False |
False |
85,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,923.8 |
|
2.618 |
1,878.1 |
|
1.618 |
1,850.1 |
|
1.000 |
1,832.8 |
|
0.618 |
1,822.1 |
|
HIGH |
1,804.8 |
|
0.618 |
1,794.1 |
|
0.500 |
1,790.8 |
|
0.382 |
1,787.5 |
|
LOW |
1,776.8 |
|
0.618 |
1,759.5 |
|
1.000 |
1,748.8 |
|
1.618 |
1,731.5 |
|
2.618 |
1,703.5 |
|
4.250 |
1,657.8 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,799.1 |
1,798.9 |
| PP |
1,794.9 |
1,794.5 |
| S1 |
1,790.8 |
1,790.2 |
|