| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,792.0 |
1,787.4 |
-4.6 |
-0.3% |
1,776.9 |
| High |
1,792.9 |
1,792.2 |
-0.7 |
0.0% |
1,794.2 |
| Low |
1,784.0 |
1,781.0 |
-3.0 |
-0.2% |
1,771.9 |
| Close |
1,788.2 |
1,792.2 |
4.0 |
0.2% |
1,781.0 |
| Range |
8.9 |
11.2 |
2.3 |
25.8% |
22.3 |
| ATR |
20.2 |
19.6 |
-0.6 |
-3.2% |
0.0 |
| Volume |
812 |
61 |
-751 |
-92.5% |
1,162 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,822.1 |
1,818.3 |
1,798.4 |
|
| R3 |
1,810.9 |
1,807.1 |
1,795.3 |
|
| R2 |
1,799.7 |
1,799.7 |
1,794.3 |
|
| R1 |
1,795.9 |
1,795.9 |
1,793.2 |
1,797.8 |
| PP |
1,788.5 |
1,788.5 |
1,788.5 |
1,789.4 |
| S1 |
1,784.7 |
1,784.7 |
1,791.2 |
1,786.6 |
| S2 |
1,777.3 |
1,777.3 |
1,790.1 |
|
| S3 |
1,766.1 |
1,773.5 |
1,789.1 |
|
| S4 |
1,754.9 |
1,762.3 |
1,786.0 |
|
|
| 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 |
1,805.6 |
1,776.8 |
28.8 |
1.6% |
12.4 |
0.7% |
53% |
False |
False |
232 |
| 10 |
1,805.6 |
1,757.4 |
48.2 |
2.7% |
13.9 |
0.8% |
72% |
False |
False |
252 |
| 20 |
1,831.3 |
1,692.6 |
138.7 |
7.7% |
18.8 |
1.0% |
72% |
False |
False |
943 |
| 40 |
1,835.0 |
1,692.6 |
142.4 |
7.9% |
19.6 |
1.1% |
70% |
False |
False |
101,347 |
| 60 |
1,912.3 |
1,692.6 |
219.7 |
12.3% |
22.6 |
1.3% |
45% |
False |
False |
137,017 |
| 80 |
1,919.2 |
1,692.6 |
226.6 |
12.6% |
22.8 |
1.3% |
44% |
False |
False |
125,930 |
| 100 |
1,919.2 |
1,692.6 |
226.6 |
12.6% |
22.7 |
1.3% |
44% |
False |
False |
101,769 |
| 120 |
1,919.2 |
1,679.4 |
239.8 |
13.4% |
22.7 |
1.3% |
47% |
False |
False |
85,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,839.8 |
|
2.618 |
1,821.5 |
|
1.618 |
1,810.3 |
|
1.000 |
1,803.4 |
|
0.618 |
1,799.1 |
|
HIGH |
1,792.2 |
|
0.618 |
1,787.9 |
|
0.500 |
1,786.6 |
|
0.382 |
1,785.3 |
|
LOW |
1,781.0 |
|
0.618 |
1,774.1 |
|
1.000 |
1,769.8 |
|
1.618 |
1,762.9 |
|
2.618 |
1,751.7 |
|
4.250 |
1,733.4 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,790.3 |
1,793.3 |
| PP |
1,788.5 |
1,792.9 |
| S1 |
1,786.6 |
1,792.6 |
|