| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3,282.0750 |
3,162.0450 |
-120.0300 |
-3.7% |
2,915.0740 |
| High |
3,335.1810 |
3,290.2340 |
-44.9470 |
-1.3% |
3,289.9860 |
| Low |
3,116.0020 |
3,020.5890 |
-95.4130 |
-3.1% |
2,867.4040 |
| Close |
3,164.1520 |
3,070.5630 |
-93.5890 |
-3.0% |
3,282.3250 |
| Range |
219.1790 |
269.6450 |
50.4660 |
23.0% |
422.5820 |
| ATR |
215.9291 |
219.7659 |
3.8369 |
1.8% |
0.0000 |
| Volume |
1,180,783 |
1,192,786 |
12,003 |
1.0% |
6,886,228 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,936.0637 |
3,772.9583 |
3,218.8678 |
|
| R3 |
3,666.4187 |
3,503.3133 |
3,144.7154 |
|
| R2 |
3,396.7737 |
3,396.7737 |
3,119.9979 |
|
| R1 |
3,233.6683 |
3,233.6683 |
3,095.2805 |
3,180.3985 |
| PP |
3,127.1287 |
3,127.1287 |
3,127.1287 |
3,100.4938 |
| S1 |
2,964.0233 |
2,964.0233 |
3,045.8455 |
2,910.7535 |
| S2 |
2,857.4837 |
2,857.4837 |
3,021.1281 |
|
| S3 |
2,587.8387 |
2,694.3783 |
2,996.4106 |
|
| S4 |
2,318.1937 |
2,424.7333 |
2,922.2583 |
|
|
| 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 |
11.5% |
238.0564 |
7.8% |
25% |
False |
False |
1,247,608 |
| 10 |
3,335.1810 |
2,461.2590 |
873.9220 |
28.5% |
246.4777 |
8.0% |
70% |
False |
False |
1,339,948 |
| 20 |
3,335.1810 |
1,758.8740 |
1,576.3070 |
51.3% |
212.3022 |
6.9% |
83% |
False |
False |
1,310,732 |
| 40 |
3,335.1810 |
1,709.6900 |
1,625.4910 |
52.9% |
197.2893 |
6.4% |
84% |
False |
False |
1,326,394 |
| 60 |
3,335.1810 |
1,709.6900 |
1,625.4910 |
52.9% |
228.6569 |
7.4% |
84% |
False |
False |
1,284,659 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
86.7% |
293.7171 |
9.6% |
51% |
False |
False |
1,285,174 |
| 100 |
4,370.7670 |
1,580.5260 |
2,790.2410 |
90.9% |
272.1615 |
8.9% |
53% |
False |
False |
1,176,486 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
100.2% |
250.0369 |
8.1% |
58% |
False |
False |
1,101,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,436.2253 |
|
2.618 |
3,996.1646 |
|
1.618 |
3,726.5196 |
|
1.000 |
3,559.8790 |
|
0.618 |
3,456.8746 |
|
HIGH |
3,290.2340 |
|
0.618 |
3,187.2296 |
|
0.500 |
3,155.4115 |
|
0.382 |
3,123.5934 |
|
LOW |
3,020.5890 |
|
0.618 |
2,853.9484 |
|
1.000 |
2,750.9440 |
|
1.618 |
2,584.3034 |
|
2.618 |
2,314.6584 |
|
4.250 |
1,874.5978 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,155.4115 |
3,162.1060 |
| PP |
3,127.1287 |
3,131.5917 |
| S1 |
3,098.8458 |
3,101.0773 |
|