| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4,178.5 |
4,190.5 |
12.0 |
0.3% |
4,103.5 |
| High |
4,192.0 |
4,215.0 |
23.0 |
0.5% |
4,179.5 |
| Low |
4,169.0 |
4,180.0 |
11.0 |
0.3% |
4,090.0 |
| Close |
4,186.0 |
4,200.5 |
14.5 |
0.3% |
4,171.0 |
| Range |
23.0 |
35.0 |
12.0 |
52.2% |
89.5 |
| ATR |
45.1 |
44.4 |
-0.7 |
-1.6% |
0.0 |
| Volume |
403,484 |
464,982 |
61,498 |
15.2% |
2,341,926 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,303.5 |
4,287.0 |
4,219.8 |
|
| R3 |
4,268.5 |
4,252.0 |
4,210.1 |
|
| R2 |
4,233.5 |
4,233.5 |
4,206.9 |
|
| R1 |
4,217.0 |
4,217.0 |
4,203.7 |
4,225.3 |
| PP |
4,198.5 |
4,198.5 |
4,198.5 |
4,202.6 |
| S1 |
4,182.0 |
4,182.0 |
4,197.3 |
4,190.3 |
| S2 |
4,163.5 |
4,163.5 |
4,194.1 |
|
| S3 |
4,128.5 |
4,147.0 |
4,190.9 |
|
| S4 |
4,093.5 |
4,112.0 |
4,181.3 |
|
|
| 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 |
4,215.0 |
4,132.0 |
83.0 |
2.0% |
29.1 |
0.7% |
83% |
True |
False |
391,864 |
| 10 |
4,215.0 |
4,072.0 |
143.0 |
3.4% |
32.7 |
0.8% |
90% |
True |
False |
474,130 |
| 20 |
4,215.0 |
3,895.0 |
320.0 |
7.6% |
46.6 |
1.1% |
95% |
True |
False |
593,950 |
| 40 |
4,215.0 |
3,895.0 |
320.0 |
7.6% |
51.1 |
1.2% |
95% |
True |
False |
663,948 |
| 60 |
4,215.0 |
3,871.0 |
344.0 |
8.2% |
46.1 |
1.1% |
96% |
True |
False |
509,931 |
| 80 |
4,215.0 |
3,830.0 |
385.0 |
9.2% |
46.0 |
1.1% |
96% |
True |
False |
382,571 |
| 100 |
4,215.0 |
3,720.0 |
495.0 |
11.8% |
42.1 |
1.0% |
97% |
True |
False |
306,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,363.8 |
|
2.618 |
4,306.6 |
|
1.618 |
4,271.6 |
|
1.000 |
4,250.0 |
|
0.618 |
4,236.6 |
|
HIGH |
4,215.0 |
|
0.618 |
4,201.6 |
|
0.500 |
4,197.5 |
|
0.382 |
4,193.4 |
|
LOW |
4,180.0 |
|
0.618 |
4,158.4 |
|
1.000 |
4,145.0 |
|
1.618 |
4,123.4 |
|
2.618 |
4,088.4 |
|
4.250 |
4,031.3 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,199.5 |
4,195.6 |
| PP |
4,198.5 |
4,190.7 |
| S1 |
4,197.5 |
4,185.8 |
|