Trading Metrics calculated at close of trading on 19-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,068.4920 |
3,007.1790 |
-61.3130 |
-2.0% |
2,915.0740 |
High |
3,124.5980 |
3,162.6960 |
38.0980 |
1.2% |
3,289.9860 |
Low |
2,952.9730 |
2,962.4710 |
9.4980 |
0.3% |
2,867.4040 |
Close |
3,007.1240 |
3,158.6480 |
151.5240 |
5.0% |
3,282.3250 |
Range |
171.6250 |
200.2250 |
28.6000 |
16.7% |
422.5820 |
ATR |
216.3273 |
215.1771 |
-1.1502 |
-0.5% |
0.0000 |
Volume |
978,479 |
461,775 |
-516,704 |
-52.8% |
6,886,228 |
|
Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,695.2800 |
3,627.1890 |
3,268.7718 |
|
R3 |
3,495.0550 |
3,426.9640 |
3,213.7099 |
|
R2 |
3,294.8300 |
3,294.8300 |
3,195.3559 |
|
R1 |
3,226.7390 |
3,226.7390 |
3,177.0020 |
3,260.7845 |
PP |
3,094.6050 |
3,094.6050 |
3,094.6050 |
3,111.6278 |
S1 |
3,026.5140 |
3,026.5140 |
3,140.2940 |
3,060.5595 |
S2 |
2,894.3800 |
2,894.3800 |
3,121.9401 |
|
S3 |
2,694.1550 |
2,826.2890 |
3,103.5861 |
|
S4 |
2,493.9300 |
2,626.0640 |
3,048.5243 |
|
|
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 |
12.1% |
232.3258 |
7.4% |
54% |
False |
False |
1,020,396 |
10 |
3,335.1810 |
2,725.5620 |
609.6190 |
19.3% |
229.2687 |
7.3% |
71% |
False |
False |
1,222,799 |
20 |
3,335.1810 |
1,998.0910 |
1,337.0900 |
42.3% |
212.8537 |
6.7% |
87% |
False |
False |
1,250,500 |
40 |
3,335.1810 |
1,718.7330 |
1,616.4480 |
51.2% |
194.0380 |
6.1% |
89% |
False |
False |
1,259,626 |
60 |
3,335.1810 |
1,709.6900 |
1,625.4910 |
51.5% |
213.5142 |
6.8% |
89% |
False |
False |
1,255,204 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
84.2% |
290.6897 |
9.2% |
54% |
False |
False |
1,280,611 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
84.2% |
273.1786 |
8.6% |
54% |
False |
False |
1,178,228 |
120 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
92.6% |
249.5672 |
7.9% |
59% |
False |
False |
1,096,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,013.6523 |
2.618 |
3,686.8851 |
1.618 |
3,486.6601 |
1.000 |
3,362.9210 |
0.618 |
3,286.4351 |
HIGH |
3,162.6960 |
0.618 |
3,086.2101 |
0.500 |
3,062.5835 |
0.382 |
3,038.9570 |
LOW |
2,962.4710 |
0.618 |
2,838.7320 |
1.000 |
2,762.2460 |
1.618 |
2,638.5070 |
2.618 |
2,438.2820 |
4.250 |
2,111.5148 |
|
|
Fisher Pivots for day following 19-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,126.6265 |
3,146.2998 |
PP |
3,094.6050 |
3,133.9517 |
S1 |
3,062.5835 |
3,121.6035 |
|