| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3,156.2040 |
3,235.6470 |
79.4430 |
2.5% |
2,422.1980 |
| High |
3,267.3050 |
3,240.6330 |
-26.6720 |
-0.8% |
2,946.4310 |
| Low |
3,124.8210 |
2,982.6140 |
-142.2070 |
-4.6% |
2,419.9240 |
| Close |
3,235.7990 |
3,061.7370 |
-174.0620 |
-5.4% |
2,913.7480 |
| Range |
142.4840 |
258.0190 |
115.5350 |
81.1% |
526.5070 |
| ATR |
205.3579 |
209.1194 |
3.7615 |
1.8% |
0.0000 |
| Volume |
1,369,800 |
1,206,516 |
-163,284 |
-11.9% |
6,981,069 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,869.0517 |
3,723.4133 |
3,203.6475 |
|
| R3 |
3,611.0327 |
3,465.3943 |
3,132.6922 |
|
| R2 |
3,353.0137 |
3,353.0137 |
3,109.0405 |
|
| R1 |
3,207.3753 |
3,207.3753 |
3,085.3887 |
3,151.1850 |
| PP |
3,094.9947 |
3,094.9947 |
3,094.9947 |
3,066.8995 |
| S1 |
2,949.3563 |
2,949.3563 |
3,038.0853 |
2,893.1660 |
| S2 |
2,836.9757 |
2,836.9757 |
3,014.4335 |
|
| S3 |
2,578.9567 |
2,691.3373 |
2,990.7818 |
|
| S4 |
2,320.9377 |
2,433.3183 |
2,919.8266 |
|
|
| 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 |
3,267.3050 |
2,725.5620 |
541.7430 |
17.7% |
226.2116 |
7.4% |
62% |
False |
False |
1,425,201 |
| 10 |
3,267.3050 |
2,304.5840 |
962.7210 |
31.4% |
228.1182 |
7.5% |
79% |
False |
False |
1,354,109 |
| 20 |
3,267.3050 |
1,721.5890 |
1,545.7160 |
50.5% |
193.3478 |
6.3% |
87% |
False |
False |
1,298,212 |
| 40 |
3,267.3050 |
1,709.6900 |
1,557.6150 |
50.9% |
196.7505 |
6.4% |
87% |
False |
False |
1,330,546 |
| 60 |
3,464.9490 |
1,709.6900 |
1,755.2590 |
57.3% |
265.1039 |
8.7% |
77% |
False |
False |
1,343,364 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
86.9% |
294.9484 |
9.6% |
51% |
False |
False |
1,288,467 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
92.1% |
267.2271 |
8.7% |
54% |
False |
False |
1,158,754 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
100.5% |
249.9710 |
8.2% |
57% |
False |
False |
1,105,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,337.2138 |
|
2.618 |
3,916.1267 |
|
1.618 |
3,658.1077 |
|
1.000 |
3,498.6520 |
|
0.618 |
3,400.0887 |
|
HIGH |
3,240.6330 |
|
0.618 |
3,142.0697 |
|
0.500 |
3,111.6235 |
|
0.382 |
3,081.1773 |
|
LOW |
2,982.6140 |
|
0.618 |
2,823.1583 |
|
1.000 |
2,724.5950 |
|
1.618 |
2,565.1393 |
|
2.618 |
2,307.1203 |
|
4.250 |
1,886.0333 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,111.6235 |
3,124.9595 |
| PP |
3,094.9947 |
3,103.8853 |
| S1 |
3,078.3658 |
3,082.8112 |
|