Trading Metrics calculated at close of trading on 13-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,235.6470 |
3,064.1770 |
-171.4700 |
-5.3% |
2,915.0740 |
High |
3,240.6330 |
3,289.9860 |
49.3530 |
1.5% |
3,289.9860 |
Low |
2,982.6140 |
2,989.0310 |
6.4170 |
0.2% |
2,867.4040 |
Close |
3,061.7370 |
3,282.3250 |
220.5880 |
7.2% |
3,282.3250 |
Range |
258.0190 |
300.9550 |
42.9360 |
16.6% |
422.5820 |
ATR |
209.1194 |
215.6791 |
6.5597 |
3.1% |
0.0000 |
Volume |
1,206,516 |
1,288,159 |
81,643 |
6.8% |
6,886,228 |
|
Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,089.9790 |
3,987.1070 |
3,447.8503 |
|
R3 |
3,789.0240 |
3,686.1520 |
3,365.0876 |
|
R2 |
3,488.0690 |
3,488.0690 |
3,337.5001 |
|
R1 |
3,385.1970 |
3,385.1970 |
3,309.9125 |
3,436.6330 |
PP |
3,187.1140 |
3,187.1140 |
3,187.1140 |
3,212.8320 |
S1 |
3,084.2420 |
3,084.2420 |
3,254.7375 |
3,135.6780 |
S2 |
2,886.1590 |
2,886.1590 |
3,227.1499 |
|
S3 |
2,585.2040 |
2,783.2870 |
3,199.5624 |
|
S4 |
2,284.2490 |
2,482.3320 |
3,116.7998 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,414.3177 |
4,270.9033 |
3,514.7451 |
|
R3 |
3,991.7357 |
3,848.3213 |
3,398.5351 |
|
R2 |
3,569.1537 |
3,569.1537 |
3,359.7984 |
|
R1 |
3,425.7393 |
3,425.7393 |
3,321.0617 |
3,497.4465 |
PP |
3,146.5717 |
3,146.5717 |
3,146.5717 |
3,182.4253 |
S1 |
3,003.1573 |
3,003.1573 |
3,243.5883 |
3,074.8645 |
S2 |
2,723.9897 |
2,723.9897 |
3,204.8516 |
|
S3 |
2,301.4077 |
2,580.5753 |
3,166.1150 |
|
S4 |
1,878.8257 |
2,157.9933 |
3,049.9049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,289.9860 |
2,867.4040 |
422.5820 |
12.9% |
242.2288 |
7.4% |
98% |
True |
False |
1,377,245 |
10 |
3,289.9860 |
2,419.9240 |
870.0620 |
26.5% |
243.9779 |
7.4% |
99% |
True |
False |
1,386,729 |
20 |
3,289.9860 |
1,721.5890 |
1,568.3970 |
47.8% |
202.9042 |
6.2% |
100% |
True |
False |
1,315,188 |
40 |
3,289.9860 |
1,709.6900 |
1,580.2960 |
48.1% |
200.4797 |
6.1% |
100% |
True |
False |
1,336,584 |
60 |
3,289.9860 |
1,709.6900 |
1,580.2960 |
48.1% |
245.4050 |
7.5% |
100% |
True |
False |
1,309,133 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
81.1% |
295.8361 |
9.0% |
59% |
False |
False |
1,291,334 |
100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
85.9% |
269.5603 |
8.2% |
61% |
False |
False |
1,165,500 |
120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
93.7% |
248.9377 |
7.6% |
65% |
False |
False |
1,097,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,569.0448 |
2.618 |
4,077.8862 |
1.618 |
3,776.9312 |
1.000 |
3,590.9410 |
0.618 |
3,475.9762 |
HIGH |
3,289.9860 |
0.618 |
3,175.0212 |
0.500 |
3,139.5085 |
0.382 |
3,103.9958 |
LOW |
2,989.0310 |
0.618 |
2,803.0408 |
1.000 |
2,688.0760 |
1.618 |
2,502.0858 |
2.618 |
2,201.1308 |
4.250 |
1,709.9723 |
|
|
Fisher Pivots for day following 13-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,234.7195 |
3,233.6500 |
PP |
3,187.1140 |
3,184.9750 |
S1 |
3,139.5085 |
3,136.3000 |
|