Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,224.0 |
4,215.5 |
-8.5 |
-0.2% |
4,160.0 |
High |
4,238.5 |
4,216.0 |
-22.5 |
-0.5% |
4,238.5 |
Low |
4,218.5 |
4,185.0 |
-33.5 |
-0.8% |
4,156.5 |
Close |
4,225.5 |
4,194.5 |
-31.0 |
-0.7% |
4,225.5 |
Range |
20.0 |
31.0 |
11.0 |
55.0% |
82.0 |
ATR |
41.9 |
41.8 |
-0.1 |
-0.2% |
0.0 |
Volume |
399,907 |
624,552 |
224,645 |
56.2% |
2,041,638 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,291.5 |
4,274.0 |
4,211.6 |
|
R3 |
4,260.5 |
4,243.0 |
4,203.0 |
|
R2 |
4,229.5 |
4,229.5 |
4,200.2 |
|
R1 |
4,212.0 |
4,212.0 |
4,197.3 |
4,205.3 |
PP |
4,198.5 |
4,198.5 |
4,198.5 |
4,195.1 |
S1 |
4,181.0 |
4,181.0 |
4,191.7 |
4,174.3 |
S2 |
4,167.5 |
4,167.5 |
4,188.8 |
|
S3 |
4,136.5 |
4,150.0 |
4,186.0 |
|
S4 |
4,105.5 |
4,119.0 |
4,177.5 |
|
|
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 |
4,169.0 |
69.5 |
1.7% |
28.4 |
0.7% |
37% |
False |
False |
476,592 |
10 |
4,238.5 |
4,096.0 |
142.5 |
3.4% |
29.1 |
0.7% |
69% |
False |
False |
449,318 |
20 |
4,238.5 |
3,912.0 |
326.5 |
7.8% |
39.6 |
0.9% |
87% |
False |
False |
534,526 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
49.1 |
1.2% |
87% |
False |
False |
631,064 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
44.2 |
1.1% |
87% |
False |
False |
535,153 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.7% |
45.2 |
1.1% |
89% |
False |
False |
401,491 |
100 |
4,238.5 |
3,720.0 |
518.5 |
12.4% |
41.5 |
1.0% |
92% |
False |
False |
321,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,347.8 |
2.618 |
4,297.2 |
1.618 |
4,266.2 |
1.000 |
4,247.0 |
0.618 |
4,235.2 |
HIGH |
4,216.0 |
0.618 |
4,204.2 |
0.500 |
4,200.5 |
0.382 |
4,196.8 |
LOW |
4,185.0 |
0.618 |
4,165.8 |
1.000 |
4,154.0 |
1.618 |
4,134.8 |
2.618 |
4,103.8 |
4.250 |
4,053.3 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,200.5 |
4,211.8 |
PP |
4,198.5 |
4,206.0 |
S1 |
4,196.5 |
4,200.3 |
|