Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,259.3120 |
3,339.7000 |
80.3880 |
2.5% |
3,282.0750 |
High |
3,376.5260 |
3,359.1080 |
-17.4180 |
-0.5% |
3,335.1810 |
Low |
3,132.3790 |
3,151.1310 |
18.7520 |
0.6% |
2,952.9730 |
Close |
3,339.7200 |
3,216.0760 |
-123.6440 |
-3.7% |
3,259.5200 |
Range |
244.1470 |
207.9770 |
-36.1700 |
-14.8% |
382.2080 |
ATR |
213.1194 |
212.7521 |
-0.3673 |
-0.2% |
0.0000 |
Volume |
579,991 |
968,779 |
388,788 |
67.0% |
4,503,185 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,866.0360 |
3,749.0330 |
3,330.4634 |
|
R3 |
3,658.0590 |
3,541.0560 |
3,273.2697 |
|
R2 |
3,450.0820 |
3,450.0820 |
3,254.2051 |
|
R1 |
3,333.0790 |
3,333.0790 |
3,235.1406 |
3,287.5920 |
PP |
3,242.1050 |
3,242.1050 |
3,242.1050 |
3,219.3615 |
S1 |
3,125.1020 |
3,125.1020 |
3,197.0114 |
3,079.6150 |
S2 |
3,034.1280 |
3,034.1280 |
3,177.9469 |
|
S3 |
2,826.1510 |
2,917.1250 |
3,158.8823 |
|
S4 |
2,618.1740 |
2,709.1480 |
3,101.6887 |
|
|
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 |
13.2% |
195.3858 |
6.1% |
62% |
False |
False |
735,677 |
10 |
3,376.5260 |
2,952.9730 |
423.5530 |
13.2% |
216.7211 |
6.7% |
62% |
False |
False |
991,643 |
20 |
3,376.5260 |
2,242.8360 |
1,133.6900 |
35.3% |
210.7846 |
6.6% |
86% |
False |
False |
1,154,285 |
40 |
3,376.5260 |
1,721.5890 |
1,654.9370 |
51.5% |
189.2633 |
5.9% |
90% |
False |
False |
1,205,467 |
60 |
3,376.5260 |
1,709.6900 |
1,666.8360 |
51.8% |
207.1791 |
6.4% |
90% |
False |
False |
1,235,942 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
82.7% |
293.1669 |
9.1% |
57% |
False |
False |
1,279,106 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
82.7% |
276.0906 |
8.6% |
57% |
False |
False |
1,183,873 |
120 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
91.0% |
250.8598 |
7.8% |
61% |
False |
False |
1,096,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,243.0103 |
2.618 |
3,903.5918 |
1.618 |
3,695.6148 |
1.000 |
3,567.0850 |
0.618 |
3,487.6378 |
HIGH |
3,359.1080 |
0.618 |
3,279.6608 |
0.500 |
3,255.1195 |
0.382 |
3,230.5782 |
LOW |
3,151.1310 |
0.618 |
3,022.6012 |
1.000 |
2,943.1540 |
1.618 |
2,814.6242 |
2.618 |
2,606.6472 |
4.250 |
2,267.2288 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,255.1195 |
3,254.4525 |
PP |
3,242.1050 |
3,241.6603 |
S1 |
3,229.0905 |
3,228.8682 |
|