| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,915.0740 |
3,070.8510 |
155.7770 |
5.3% |
2,422.1980 |
| High |
3,188.6890 |
3,231.1230 |
42.4340 |
1.3% |
2,946.4310 |
| Low |
2,867.4040 |
3,042.7220 |
175.3180 |
6.1% |
2,419.9240 |
| Close |
3,069.3770 |
3,155.8620 |
86.4850 |
2.8% |
2,913.7480 |
| Range |
321.2850 |
188.4010 |
-132.8840 |
-41.4% |
526.5070 |
| ATR |
211.8707 |
210.1943 |
-1.6764 |
-0.8% |
0.0000 |
| Volume |
1,620,908 |
1,400,845 |
-220,063 |
-13.6% |
6,981,069 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,708.4387 |
3,620.5513 |
3,259.4826 |
|
| R3 |
3,520.0377 |
3,432.1503 |
3,207.6723 |
|
| R2 |
3,331.6367 |
3,331.6367 |
3,190.4022 |
|
| R1 |
3,243.7493 |
3,243.7493 |
3,173.1321 |
3,287.6930 |
| PP |
3,143.2357 |
3,143.2357 |
3,143.2357 |
3,165.2075 |
| S1 |
3,055.3483 |
3,055.3483 |
3,138.5919 |
3,099.2920 |
| S2 |
2,954.8347 |
2,954.8347 |
3,121.3218 |
|
| S3 |
2,766.4337 |
2,866.9473 |
3,104.0517 |
|
| S4 |
2,578.0327 |
2,678.5463 |
3,052.2415 |
|
|
| 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 |
3,231.1230 |
2,461.2590 |
769.8640 |
24.4% |
254.8990 |
8.1% |
90% |
True |
False |
1,432,287 |
| 10 |
3,231.1230 |
2,242.8360 |
988.2870 |
31.3% |
204.8481 |
6.5% |
92% |
True |
False |
1,316,928 |
| 20 |
3,231.1230 |
1,721.5890 |
1,509.5340 |
47.8% |
188.3670 |
6.0% |
95% |
True |
False |
1,278,960 |
| 40 |
3,231.1230 |
1,709.6900 |
1,521.4330 |
48.2% |
194.4543 |
6.2% |
95% |
True |
False |
1,322,458 |
| 60 |
4,131.2460 |
1,709.6900 |
2,421.5560 |
76.7% |
281.0449 |
8.9% |
60% |
False |
False |
1,342,565 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
84.3% |
299.9513 |
9.5% |
54% |
False |
False |
1,279,641 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
89.4% |
266.1796 |
8.4% |
57% |
False |
False |
1,143,062 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
97.5% |
251.4326 |
8.0% |
61% |
False |
False |
1,104,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,031.8273 |
|
2.618 |
3,724.3568 |
|
1.618 |
3,535.9558 |
|
1.000 |
3,419.5240 |
|
0.618 |
3,347.5548 |
|
HIGH |
3,231.1230 |
|
0.618 |
3,159.1538 |
|
0.500 |
3,136.9225 |
|
0.382 |
3,114.6912 |
|
LOW |
3,042.7220 |
|
0.618 |
2,926.2902 |
|
1.000 |
2,854.3210 |
|
1.618 |
2,737.8892 |
|
2.618 |
2,549.4882 |
|
4.250 |
2,242.0178 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,149.5488 |
3,096.6888 |
| PP |
3,143.2357 |
3,037.5157 |
| S1 |
3,136.9225 |
2,978.3425 |
|