| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3,162.0450 |
3,068.4920 |
-93.5530 |
-3.0% |
2,915.0740 |
| High |
3,290.2340 |
3,124.5980 |
-165.6360 |
-5.0% |
3,289.9860 |
| Low |
3,020.5890 |
2,952.9730 |
-67.6160 |
-2.2% |
2,867.4040 |
| Close |
3,070.5630 |
3,007.1240 |
-63.4390 |
-2.1% |
3,282.3250 |
| Range |
269.6450 |
171.6250 |
-98.0200 |
-36.4% |
422.5820 |
| ATR |
219.7659 |
216.3273 |
-3.4386 |
-1.6% |
0.0000 |
| Volume |
1,192,786 |
978,479 |
-214,307 |
-18.0% |
6,886,228 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,543.1067 |
3,446.7403 |
3,101.5178 |
|
| R3 |
3,371.4817 |
3,275.1153 |
3,054.3209 |
|
| R2 |
3,199.8567 |
3,199.8567 |
3,038.5886 |
|
| R1 |
3,103.4903 |
3,103.4903 |
3,022.8563 |
3,065.8610 |
| PP |
3,028.2317 |
3,028.2317 |
3,028.2317 |
3,009.4170 |
| S1 |
2,931.8653 |
2,931.8653 |
2,991.3917 |
2,894.2360 |
| S2 |
2,856.6067 |
2,856.6067 |
2,975.6594 |
|
| S3 |
2,684.9817 |
2,760.2403 |
2,959.9271 |
|
| S4 |
2,513.3567 |
2,588.6153 |
2,912.7303 |
|
|
| 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 |
2,952.9730 |
382.2080 |
12.7% |
243.8846 |
8.1% |
14% |
False |
True |
1,169,344 |
| 10 |
3,335.1810 |
2,544.1200 |
791.0610 |
26.3% |
237.1538 |
7.9% |
59% |
False |
False |
1,313,797 |
| 20 |
3,335.1810 |
1,940.9490 |
1,394.2320 |
46.4% |
207.8692 |
6.9% |
76% |
False |
False |
1,291,728 |
| 40 |
3,335.1810 |
1,718.7330 |
1,616.4480 |
53.8% |
194.4363 |
6.5% |
80% |
False |
False |
1,287,089 |
| 60 |
3,335.1810 |
1,709.6900 |
1,625.4910 |
54.1% |
216.1136 |
7.2% |
80% |
False |
False |
1,271,610 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
88.5% |
291.2703 |
9.7% |
49% |
False |
False |
1,286,470 |
| 100 |
4,370.7670 |
1,662.2130 |
2,708.5540 |
90.1% |
272.9455 |
9.1% |
50% |
False |
False |
1,179,587 |
| 120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
102.3% |
250.1334 |
8.3% |
56% |
False |
False |
1,100,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,854.0043 |
|
2.618 |
3,573.9123 |
|
1.618 |
3,402.2873 |
|
1.000 |
3,296.2230 |
|
0.618 |
3,230.6623 |
|
HIGH |
3,124.5980 |
|
0.618 |
3,059.0373 |
|
0.500 |
3,038.7855 |
|
0.382 |
3,018.5338 |
|
LOW |
2,952.9730 |
|
0.618 |
2,846.9088 |
|
1.000 |
2,781.3480 |
|
1.618 |
2,675.2838 |
|
2.618 |
2,503.6588 |
|
4.250 |
2,223.5668 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,038.7855 |
3,144.0770 |
| PP |
3,028.2317 |
3,098.4260 |
| S1 |
3,017.6778 |
3,052.7750 |
|