Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,158.9190 |
3,259.3120 |
100.3930 |
3.2% |
3,282.0750 |
High |
3,299.6120 |
3,376.5260 |
76.9140 |
2.3% |
3,335.1810 |
Low |
3,146.6570 |
3,132.3790 |
-14.2780 |
-0.5% |
2,952.9730 |
Close |
3,259.5200 |
3,339.7200 |
80.2000 |
2.5% |
3,259.5200 |
Range |
152.9550 |
244.1470 |
91.1920 |
59.6% |
382.2080 |
ATR |
210.7327 |
213.1194 |
2.3867 |
1.1% |
0.0000 |
Volume |
689,362 |
579,991 |
-109,371 |
-15.9% |
4,503,185 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,015.3160 |
3,921.6650 |
3,474.0009 |
|
R3 |
3,771.1690 |
3,677.5180 |
3,406.8604 |
|
R2 |
3,527.0220 |
3,527.0220 |
3,384.4803 |
|
R1 |
3,433.3710 |
3,433.3710 |
3,362.1001 |
3,480.1965 |
PP |
3,282.8750 |
3,282.8750 |
3,282.8750 |
3,306.2878 |
S1 |
3,189.2240 |
3,189.2240 |
3,317.3399 |
3,236.0495 |
S2 |
3,038.7280 |
3,038.7280 |
3,294.9597 |
|
S3 |
2,794.5810 |
2,945.0770 |
3,272.5796 |
|
S4 |
2,550.4340 |
2,700.9300 |
3,205.4392 |
|
|
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 |
3,376.5260 |
2,952.9730 |
423.5530 |
12.7% |
207.7194 |
6.2% |
91% |
True |
False |
780,478 |
10 |
3,376.5260 |
2,952.9730 |
423.5530 |
12.7% |
214.7635 |
6.4% |
91% |
True |
False |
1,034,849 |
20 |
3,376.5260 |
2,154.0200 |
1,222.5060 |
36.6% |
208.5598 |
6.2% |
97% |
True |
False |
1,187,807 |
40 |
3,376.5260 |
1,718.7330 |
1,657.7930 |
49.6% |
194.6463 |
5.8% |
98% |
True |
False |
1,221,562 |
60 |
3,376.5260 |
1,709.6900 |
1,666.8360 |
49.9% |
209.7683 |
6.3% |
98% |
True |
False |
1,240,078 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
79.7% |
291.7783 |
8.7% |
61% |
False |
False |
1,274,794 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
79.7% |
274.8431 |
8.2% |
61% |
False |
False |
1,179,532 |
120 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
87.6% |
250.1015 |
7.5% |
65% |
False |
False |
1,094,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,414.1508 |
2.618 |
4,015.7028 |
1.618 |
3,771.5558 |
1.000 |
3,620.6730 |
0.618 |
3,527.4088 |
HIGH |
3,376.5260 |
0.618 |
3,283.2618 |
0.500 |
3,254.4525 |
0.382 |
3,225.6432 |
LOW |
3,132.3790 |
0.618 |
2,981.4962 |
1.000 |
2,888.2320 |
1.618 |
2,737.3492 |
2.618 |
2,493.2022 |
4.250 |
2,094.7543 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,311.2975 |
3,282.9795 |
PP |
3,282.8750 |
3,226.2390 |
S1 |
3,254.4525 |
3,169.4985 |
|