Trading Metrics calculated at close of trading on 09-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,150.0 |
4,160.0 |
10.0 |
0.2% |
4,103.5 |
High |
4,179.5 |
4,182.0 |
2.5 |
0.1% |
4,179.5 |
Low |
4,146.5 |
4,156.5 |
10.0 |
0.2% |
4,090.0 |
Close |
4,171.0 |
4,176.5 |
5.5 |
0.1% |
4,171.0 |
Range |
33.0 |
25.5 |
-7.5 |
-22.7% |
89.5 |
ATR |
48.4 |
46.8 |
-1.6 |
-3.4% |
0.0 |
Volume |
414,619 |
283,226 |
-131,393 |
-31.7% |
2,341,926 |
|
Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,248.2 |
4,237.8 |
4,190.5 |
|
R3 |
4,222.7 |
4,212.3 |
4,183.5 |
|
R2 |
4,197.2 |
4,197.2 |
4,181.2 |
|
R1 |
4,186.8 |
4,186.8 |
4,178.8 |
4,192.0 |
PP |
4,171.7 |
4,171.7 |
4,171.7 |
4,174.3 |
S1 |
4,161.3 |
4,161.3 |
4,174.2 |
4,166.5 |
S2 |
4,146.2 |
4,146.2 |
4,171.8 |
|
S3 |
4,120.7 |
4,135.8 |
4,169.5 |
|
S4 |
4,095.2 |
4,110.3 |
4,162.5 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,415.3 |
4,382.7 |
4,220.2 |
|
R3 |
4,325.8 |
4,293.2 |
4,195.6 |
|
R2 |
4,236.3 |
4,236.3 |
4,187.4 |
|
R1 |
4,203.7 |
4,203.7 |
4,179.2 |
4,220.0 |
PP |
4,146.8 |
4,146.8 |
4,146.8 |
4,155.0 |
S1 |
4,114.2 |
4,114.2 |
4,162.8 |
4,130.5 |
S2 |
4,057.3 |
4,057.3 |
4,154.6 |
|
S3 |
3,967.8 |
4,024.7 |
4,146.4 |
|
S4 |
3,878.3 |
3,935.2 |
4,121.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,182.0 |
4,096.0 |
86.0 |
2.1% |
29.7 |
0.7% |
94% |
True |
False |
422,044 |
10 |
4,182.0 |
4,047.5 |
134.5 |
3.2% |
36.8 |
0.9% |
96% |
True |
False |
503,484 |
20 |
4,182.0 |
3,895.0 |
287.0 |
6.9% |
46.4 |
1.1% |
98% |
True |
False |
605,349 |
40 |
4,182.0 |
3,895.0 |
287.0 |
6.9% |
50.7 |
1.2% |
98% |
True |
False |
711,020 |
60 |
4,182.0 |
3,871.0 |
311.0 |
7.4% |
46.8 |
1.1% |
98% |
True |
False |
495,537 |
80 |
4,182.0 |
3,830.0 |
352.0 |
8.4% |
46.2 |
1.1% |
98% |
True |
False |
371,721 |
100 |
4,182.0 |
3,720.0 |
462.0 |
11.1% |
42.5 |
1.0% |
99% |
True |
False |
297,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,290.4 |
2.618 |
4,248.8 |
1.618 |
4,223.3 |
1.000 |
4,207.5 |
0.618 |
4,197.8 |
HIGH |
4,182.0 |
0.618 |
4,172.3 |
0.500 |
4,169.3 |
0.382 |
4,166.2 |
LOW |
4,156.5 |
0.618 |
4,140.7 |
1.000 |
4,131.0 |
1.618 |
4,115.2 |
2.618 |
4,089.7 |
4.250 |
4,048.1 |
|
|
Fisher Pivots for day following 09-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,174.1 |
4,170.0 |
PP |
4,171.7 |
4,163.5 |
S1 |
4,169.3 |
4,157.0 |
|