Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,190.5 |
4,207.5 |
17.0 |
0.4% |
4,103.5 |
High |
4,215.0 |
4,229.5 |
14.5 |
0.3% |
4,179.5 |
Low |
4,180.0 |
4,196.5 |
16.5 |
0.4% |
4,090.0 |
Close |
4,200.5 |
4,223.5 |
23.0 |
0.5% |
4,171.0 |
Range |
35.0 |
33.0 |
-2.0 |
-5.7% |
89.5 |
ATR |
44.4 |
43.5 |
-0.8 |
-1.8% |
0.0 |
Volume |
464,982 |
490,039 |
25,057 |
5.4% |
2,341,926 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,315.5 |
4,302.5 |
4,241.7 |
|
R3 |
4,282.5 |
4,269.5 |
4,232.6 |
|
R2 |
4,249.5 |
4,249.5 |
4,229.6 |
|
R1 |
4,236.5 |
4,236.5 |
4,226.5 |
4,243.0 |
PP |
4,216.5 |
4,216.5 |
4,216.5 |
4,219.8 |
S1 |
4,203.5 |
4,203.5 |
4,220.5 |
4,210.0 |
S2 |
4,183.5 |
4,183.5 |
4,217.5 |
|
S3 |
4,150.5 |
4,170.5 |
4,214.4 |
|
S4 |
4,117.5 |
4,137.5 |
4,205.4 |
|
|
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 |
4,229.5 |
4,146.5 |
83.0 |
2.0% |
29.9 |
0.7% |
93% |
True |
False |
411,270 |
10 |
4,229.5 |
4,072.0 |
157.5 |
3.7% |
31.6 |
0.7% |
96% |
True |
False |
471,184 |
20 |
4,229.5 |
3,895.0 |
334.5 |
7.9% |
45.6 |
1.1% |
98% |
True |
False |
583,311 |
40 |
4,229.5 |
3,895.0 |
334.5 |
7.9% |
51.3 |
1.2% |
98% |
True |
False |
654,904 |
60 |
4,229.5 |
3,871.0 |
358.5 |
8.5% |
45.9 |
1.1% |
98% |
True |
False |
518,089 |
80 |
4,229.5 |
3,830.0 |
399.5 |
9.5% |
45.4 |
1.1% |
98% |
True |
False |
388,694 |
100 |
4,229.5 |
3,720.0 |
509.5 |
12.1% |
41.6 |
1.0% |
99% |
True |
False |
311,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,369.8 |
2.618 |
4,315.9 |
1.618 |
4,282.9 |
1.000 |
4,262.5 |
0.618 |
4,249.9 |
HIGH |
4,229.5 |
0.618 |
4,216.9 |
0.500 |
4,213.0 |
0.382 |
4,209.1 |
LOW |
4,196.5 |
0.618 |
4,176.1 |
1.000 |
4,163.5 |
1.618 |
4,143.1 |
2.618 |
4,110.1 |
4.250 |
4,056.3 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,220.0 |
4,215.4 |
PP |
4,216.5 |
4,207.3 |
S1 |
4,213.0 |
4,199.3 |
|