Trading Metrics calculated at close of trading on 20-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,007.1790 |
3,158.9190 |
151.7400 |
5.0% |
3,282.0750 |
High |
3,162.6960 |
3,299.6120 |
136.9160 |
4.3% |
3,335.1810 |
Low |
2,962.4710 |
3,146.6570 |
184.1860 |
6.2% |
2,952.9730 |
Close |
3,158.6480 |
3,259.5200 |
100.8720 |
3.2% |
3,259.5200 |
Range |
200.2250 |
152.9550 |
-47.2700 |
-23.6% |
382.2080 |
ATR |
215.1771 |
210.7327 |
-4.4444 |
-2.1% |
0.0000 |
Volume |
461,775 |
689,362 |
227,587 |
49.3% |
4,503,185 |
|
Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,694.1280 |
3,629.7790 |
3,343.6453 |
|
R3 |
3,541.1730 |
3,476.8240 |
3,301.5826 |
|
R2 |
3,388.2180 |
3,388.2180 |
3,287.5618 |
|
R1 |
3,323.8690 |
3,323.8690 |
3,273.5409 |
3,356.0435 |
PP |
3,235.2630 |
3,235.2630 |
3,235.2630 |
3,251.3503 |
S1 |
3,170.9140 |
3,170.9140 |
3,245.4991 |
3,203.0885 |
S2 |
3,082.3080 |
3,082.3080 |
3,231.4783 |
|
S3 |
2,929.3530 |
3,017.9590 |
3,217.4574 |
|
S4 |
2,776.3980 |
2,865.0040 |
3,175.3948 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,329.1820 |
4,176.5590 |
3,469.7344 |
|
R3 |
3,946.9740 |
3,794.3510 |
3,364.6272 |
|
R2 |
3,564.7660 |
3,564.7660 |
3,329.5915 |
|
R1 |
3,412.1430 |
3,412.1430 |
3,294.5557 |
3,297.3505 |
PP |
3,182.5580 |
3,182.5580 |
3,182.5580 |
3,125.1618 |
S1 |
3,029.9350 |
3,029.9350 |
3,224.4843 |
2,915.1425 |
S2 |
2,800.3500 |
2,800.3500 |
3,189.4485 |
|
S3 |
2,418.1420 |
2,647.7270 |
3,154.4128 |
|
S4 |
2,035.9340 |
2,265.5190 |
3,049.3056 |
|
|
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 |
11.7% |
202.7258 |
6.2% |
80% |
False |
False |
900,637 |
10 |
3,335.1810 |
2,867.4040 |
467.7770 |
14.4% |
222.4773 |
6.8% |
84% |
False |
False |
1,138,941 |
20 |
3,335.1810 |
2,037.5830 |
1,297.5980 |
39.8% |
215.8918 |
6.6% |
94% |
False |
False |
1,232,531 |
40 |
3,335.1810 |
1,718.7330 |
1,616.4480 |
49.6% |
194.1676 |
6.0% |
95% |
False |
False |
1,241,162 |
60 |
3,335.1810 |
1,709.6900 |
1,625.4910 |
49.9% |
209.7809 |
6.4% |
95% |
False |
False |
1,246,481 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
81.6% |
290.3048 |
8.9% |
58% |
False |
False |
1,278,272 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
81.6% |
273.9980 |
8.4% |
58% |
False |
False |
1,179,733 |
120 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
89.8% |
249.6402 |
7.7% |
62% |
False |
False |
1,096,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,949.6708 |
2.618 |
3,700.0482 |
1.618 |
3,547.0932 |
1.000 |
3,452.5670 |
0.618 |
3,394.1382 |
HIGH |
3,299.6120 |
0.618 |
3,241.1832 |
0.500 |
3,223.1345 |
0.382 |
3,205.0858 |
LOW |
3,146.6570 |
0.618 |
3,052.1308 |
1.000 |
2,993.7020 |
1.618 |
2,899.1758 |
2.618 |
2,746.2208 |
4.250 |
2,496.5983 |
|
|
Fisher Pivots for day following 20-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,247.3915 |
3,215.1108 |
PP |
3,235.2630 |
3,170.7017 |
S1 |
3,223.1345 |
3,126.2925 |
|