Trading Metrics calculated at close of trading on 13-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,207.5 |
4,224.0 |
16.5 |
0.4% |
4,160.0 |
High |
4,229.5 |
4,238.5 |
9.0 |
0.2% |
4,238.5 |
Low |
4,196.5 |
4,218.5 |
22.0 |
0.5% |
4,156.5 |
Close |
4,223.5 |
4,225.5 |
2.0 |
0.0% |
4,225.5 |
Range |
33.0 |
20.0 |
-13.0 |
-39.4% |
82.0 |
ATR |
43.5 |
41.9 |
-1.7 |
-3.9% |
0.0 |
Volume |
490,039 |
399,907 |
-90,132 |
-18.4% |
2,041,638 |
|
Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,287.5 |
4,276.5 |
4,236.5 |
|
R3 |
4,267.5 |
4,256.5 |
4,231.0 |
|
R2 |
4,247.5 |
4,247.5 |
4,229.2 |
|
R1 |
4,236.5 |
4,236.5 |
4,227.3 |
4,242.0 |
PP |
4,227.5 |
4,227.5 |
4,227.5 |
4,230.3 |
S1 |
4,216.5 |
4,216.5 |
4,223.7 |
4,222.0 |
S2 |
4,207.5 |
4,207.5 |
4,221.8 |
|
S3 |
4,187.5 |
4,196.5 |
4,220.0 |
|
S4 |
4,167.5 |
4,176.5 |
4,214.5 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,452.8 |
4,421.2 |
4,270.6 |
|
R3 |
4,370.8 |
4,339.2 |
4,248.1 |
|
R2 |
4,288.8 |
4,288.8 |
4,240.5 |
|
R1 |
4,257.2 |
4,257.2 |
4,233.0 |
4,273.0 |
PP |
4,206.8 |
4,206.8 |
4,206.8 |
4,214.8 |
S1 |
4,175.2 |
4,175.2 |
4,218.0 |
4,191.0 |
S2 |
4,124.8 |
4,124.8 |
4,210.5 |
|
S3 |
4,042.8 |
4,093.2 |
4,203.0 |
|
S4 |
3,960.8 |
4,011.2 |
4,180.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,238.5 |
4,156.5 |
82.0 |
1.9% |
27.3 |
0.6% |
84% |
True |
False |
408,327 |
10 |
4,238.5 |
4,090.0 |
148.5 |
3.5% |
30.0 |
0.7% |
91% |
True |
False |
438,356 |
20 |
4,238.5 |
3,895.0 |
343.5 |
8.1% |
43.6 |
1.0% |
96% |
True |
False |
561,723 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.1% |
50.6 |
1.2% |
96% |
True |
False |
646,186 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.1% |
44.9 |
1.1% |
96% |
True |
False |
524,749 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.7% |
45.2 |
1.1% |
97% |
True |
False |
393,693 |
100 |
4,238.5 |
3,720.0 |
518.5 |
12.3% |
41.5 |
1.0% |
97% |
True |
False |
315,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,323.5 |
2.618 |
4,290.9 |
1.618 |
4,270.9 |
1.000 |
4,258.5 |
0.618 |
4,250.9 |
HIGH |
4,238.5 |
0.618 |
4,230.9 |
0.500 |
4,228.5 |
0.382 |
4,226.1 |
LOW |
4,218.5 |
0.618 |
4,206.1 |
1.000 |
4,198.5 |
1.618 |
4,186.1 |
2.618 |
4,166.1 |
4.250 |
4,133.5 |
|
|
Fisher Pivots for day following 13-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,228.5 |
4,220.1 |
PP |
4,227.5 |
4,214.7 |
S1 |
4,226.5 |
4,209.3 |
|