| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,805.6770 |
2,915.0740 |
109.3970 |
3.9% |
2,422.1980 |
| High |
2,946.4310 |
3,188.6890 |
242.2580 |
8.2% |
2,946.4310 |
| Low |
2,725.5620 |
2,867.4040 |
141.8420 |
5.2% |
2,419.9240 |
| Close |
2,913.7480 |
3,069.3770 |
155.6290 |
5.3% |
2,913.7480 |
| Range |
220.8690 |
321.2850 |
100.4160 |
45.5% |
526.5070 |
| ATR |
203.4542 |
211.8707 |
8.4165 |
4.1% |
0.0000 |
| Volume |
1,527,940 |
1,620,908 |
92,968 |
6.1% |
6,981,069 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,005.6783 |
3,858.8127 |
3,246.0838 |
|
| R3 |
3,684.3933 |
3,537.5277 |
3,157.7304 |
|
| R2 |
3,363.1083 |
3,363.1083 |
3,128.2793 |
|
| R1 |
3,216.2427 |
3,216.2427 |
3,098.8281 |
3,289.6755 |
| PP |
3,041.8233 |
3,041.8233 |
3,041.8233 |
3,078.5398 |
| S1 |
2,894.9577 |
2,894.9577 |
3,039.9259 |
2,968.3905 |
| S2 |
2,720.5383 |
2,720.5383 |
3,010.4748 |
|
| S3 |
2,399.2533 |
2,573.6727 |
2,981.0236 |
|
| S4 |
2,077.9683 |
2,252.3877 |
2,892.6703 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,339.5553 |
4,153.1587 |
3,203.3269 |
|
| R3 |
3,813.0483 |
3,626.6517 |
3,058.5374 |
|
| R2 |
3,286.5413 |
3,286.5413 |
3,010.2743 |
|
| R1 |
3,100.1447 |
3,100.1447 |
2,962.0111 |
3,193.3430 |
| PP |
2,760.0343 |
2,760.0343 |
2,760.0343 |
2,806.6335 |
| S1 |
2,573.6377 |
2,573.6377 |
2,865.4849 |
2,666.8360 |
| S2 |
2,233.5273 |
2,233.5273 |
2,817.2217 |
|
| S3 |
1,707.0203 |
2,047.1307 |
2,768.9586 |
|
| S4 |
1,180.5133 |
1,520.6237 |
2,624.1692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,188.6890 |
2,448.9630 |
739.7260 |
24.1% |
254.9328 |
8.3% |
84% |
True |
False |
1,434,837 |
| 10 |
3,188.6890 |
2,154.0200 |
1,034.6690 |
33.7% |
202.3560 |
6.6% |
88% |
True |
False |
1,340,765 |
| 20 |
3,188.6890 |
1,721.5890 |
1,467.1000 |
47.8% |
185.0498 |
6.0% |
92% |
True |
False |
1,264,569 |
| 40 |
3,188.6890 |
1,709.6900 |
1,478.9990 |
48.2% |
198.3655 |
6.5% |
92% |
True |
False |
1,315,301 |
| 60 |
4,173.5460 |
1,709.6900 |
2,463.8560 |
80.3% |
287.1330 |
9.4% |
55% |
False |
False |
1,340,042 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
86.7% |
300.4604 |
9.8% |
51% |
False |
False |
1,272,136 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
91.9% |
265.1732 |
8.6% |
54% |
False |
False |
1,135,164 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
100.2% |
250.8440 |
8.2% |
58% |
False |
False |
1,098,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,554.1503 |
|
2.618 |
4,029.8131 |
|
1.618 |
3,708.5281 |
|
1.000 |
3,509.9740 |
|
0.618 |
3,387.2431 |
|
HIGH |
3,188.6890 |
|
0.618 |
3,065.9581 |
|
0.500 |
3,028.0465 |
|
0.382 |
2,990.1349 |
|
LOW |
2,867.4040 |
|
0.618 |
2,668.8499 |
|
1.000 |
2,546.1190 |
|
1.618 |
2,347.5649 |
|
2.618 |
2,026.2799 |
|
4.250 |
1,501.9428 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,055.6002 |
3,001.7195 |
| PP |
3,041.8233 |
2,934.0620 |
| S1 |
3,028.0465 |
2,866.4045 |
|