| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
3,339.7000 |
3,216.1830 |
-123.5170 |
-3.7% |
3,282.0750 |
| High |
3,359.1080 |
3,248.3970 |
-110.7110 |
-3.3% |
3,335.1810 |
| Low |
3,151.1310 |
3,083.1990 |
-67.9320 |
-2.2% |
2,952.9730 |
| Close |
3,216.0760 |
3,209.7190 |
-6.3570 |
-0.2% |
3,259.5200 |
| Range |
207.9770 |
165.1980 |
-42.7790 |
-20.6% |
382.2080 |
| ATR |
212.7521 |
209.3554 |
-3.3967 |
-1.6% |
0.0000 |
| Volume |
968,779 |
684,274 |
-284,505 |
-29.4% |
4,503,185 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,676.0323 |
3,608.0737 |
3,300.5779 |
|
| R3 |
3,510.8343 |
3,442.8757 |
3,255.1485 |
|
| R2 |
3,345.6363 |
3,345.6363 |
3,240.0053 |
|
| R1 |
3,277.6777 |
3,277.6777 |
3,224.8622 |
3,229.0580 |
| PP |
3,180.4383 |
3,180.4383 |
3,180.4383 |
3,156.1285 |
| S1 |
3,112.4797 |
3,112.4797 |
3,194.5759 |
3,063.8600 |
| S2 |
3,015.2403 |
3,015.2403 |
3,179.4327 |
|
| S3 |
2,850.0423 |
2,947.2817 |
3,164.2896 |
|
| S4 |
2,684.8443 |
2,782.0837 |
3,118.8601 |
|
|
| 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 |
2,962.4710 |
414.0550 |
12.9% |
194.1004 |
6.0% |
60% |
False |
False |
676,836 |
| 10 |
3,376.5260 |
2,952.9730 |
423.5530 |
13.2% |
218.9925 |
6.8% |
61% |
False |
False |
923,090 |
| 20 |
3,376.5260 |
2,269.0400 |
1,107.4860 |
34.5% |
214.0543 |
6.7% |
85% |
False |
False |
1,126,150 |
| 40 |
3,376.5260 |
1,721.5890 |
1,654.9370 |
51.6% |
188.9554 |
5.9% |
90% |
False |
False |
1,185,622 |
| 60 |
3,376.5260 |
1,709.6900 |
1,666.8360 |
51.9% |
206.4975 |
6.4% |
90% |
False |
False |
1,231,815 |
| 80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
82.9% |
287.7735 |
9.0% |
56% |
False |
False |
1,274,400 |
| 100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
82.9% |
276.1416 |
8.6% |
56% |
False |
False |
1,185,737 |
| 120 |
4,370.7670 |
1,515.2340 |
2,855.5330 |
89.0% |
251.3729 |
7.8% |
59% |
False |
False |
1,095,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,950.4885 |
|
2.618 |
3,680.8854 |
|
1.618 |
3,515.6874 |
|
1.000 |
3,413.5950 |
|
0.618 |
3,350.4894 |
|
HIGH |
3,248.3970 |
|
0.618 |
3,185.2914 |
|
0.500 |
3,165.7980 |
|
0.382 |
3,146.3046 |
|
LOW |
3,083.1990 |
|
0.618 |
2,981.1066 |
|
1.000 |
2,918.0010 |
|
1.618 |
2,815.9086 |
|
2.618 |
2,650.7106 |
|
4.250 |
2,381.1075 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,195.0787 |
3,229.8625 |
| PP |
3,180.4383 |
3,223.1480 |
| S1 |
3,165.7980 |
3,216.4335 |
|