| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3,064.1770 |
3,282.0750 |
217.8980 |
7.1% |
2,915.0740 |
| High |
3,289.9860 |
3,335.1810 |
45.1950 |
1.4% |
3,289.9860 |
| Low |
2,989.0310 |
3,116.0020 |
126.9710 |
4.2% |
2,867.4040 |
| Close |
3,282.3250 |
3,164.1520 |
-118.1730 |
-3.6% |
3,282.3250 |
| Range |
300.9550 |
219.1790 |
-81.7760 |
-27.2% |
422.5820 |
| ATR |
215.6791 |
215.9291 |
0.2500 |
0.1% |
0.0000 |
| Volume |
1,288,159 |
1,180,783 |
-107,376 |
-8.3% |
6,886,228 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,862.6487 |
3,732.5793 |
3,284.7005 |
|
| R3 |
3,643.4697 |
3,513.4003 |
3,224.4262 |
|
| R2 |
3,424.2907 |
3,424.2907 |
3,204.3348 |
|
| R1 |
3,294.2213 |
3,294.2213 |
3,184.2434 |
3,249.6665 |
| PP |
3,205.1117 |
3,205.1117 |
3,205.1117 |
3,182.8343 |
| S1 |
3,075.0423 |
3,075.0423 |
3,144.0606 |
3,030.4875 |
| S2 |
2,985.9327 |
2,985.9327 |
3,123.9692 |
|
| S3 |
2,766.7537 |
2,855.8633 |
3,103.8778 |
|
| S4 |
2,547.5747 |
2,636.6843 |
3,043.6036 |
|
|
| 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 |
3,335.1810 |
2,982.6140 |
352.5670 |
11.1% |
221.8076 |
7.0% |
51% |
True |
False |
1,289,220 |
| 10 |
3,335.1810 |
2,448.9630 |
886.2180 |
28.0% |
238.3702 |
7.5% |
81% |
True |
False |
1,362,029 |
| 20 |
3,335.1810 |
1,721.5890 |
1,613.5920 |
51.0% |
204.7025 |
6.5% |
89% |
True |
False |
1,321,456 |
| 40 |
3,335.1810 |
1,709.6900 |
1,625.4910 |
51.4% |
200.0390 |
6.3% |
89% |
True |
False |
1,334,787 |
| 60 |
3,335.1810 |
1,709.6900 |
1,625.4910 |
51.4% |
235.6019 |
7.4% |
89% |
True |
False |
1,293,157 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
84.1% |
294.5037 |
9.3% |
55% |
False |
False |
1,289,696 |
| 100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
89.1% |
270.1782 |
8.5% |
57% |
False |
False |
1,171,466 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
97.2% |
249.0121 |
7.9% |
61% |
False |
False |
1,098,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,266.6918 |
|
2.618 |
3,908.9916 |
|
1.618 |
3,689.8126 |
|
1.000 |
3,554.3600 |
|
0.618 |
3,470.6336 |
|
HIGH |
3,335.1810 |
|
0.618 |
3,251.4546 |
|
0.500 |
3,225.5915 |
|
0.382 |
3,199.7284 |
|
LOW |
3,116.0020 |
|
0.618 |
2,980.5494 |
|
1.000 |
2,896.8230 |
|
1.618 |
2,761.3704 |
|
2.618 |
2,542.1914 |
|
4.250 |
2,184.4913 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,225.5915 |
3,162.4005 |
| PP |
3,205.1117 |
3,160.6490 |
| S1 |
3,184.6318 |
3,158.8975 |
|