Trading Metrics calculated at close of trading on 17-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,215.5 |
4,209.0 |
-6.5 |
-0.2% |
4,160.0 |
High |
4,216.0 |
4,209.0 |
-7.0 |
-0.2% |
4,238.5 |
Low |
4,185.0 |
4,167.5 |
-17.5 |
-0.4% |
4,156.5 |
Close |
4,194.5 |
4,193.0 |
-1.5 |
0.0% |
4,225.5 |
Range |
31.0 |
41.5 |
10.5 |
33.9% |
82.0 |
ATR |
41.8 |
41.7 |
0.0 |
0.0% |
0.0 |
Volume |
624,552 |
671,402 |
46,850 |
7.5% |
2,041,638 |
|
Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.3 |
4,295.2 |
4,215.8 |
|
R3 |
4,272.8 |
4,253.7 |
4,204.4 |
|
R2 |
4,231.3 |
4,231.3 |
4,200.6 |
|
R1 |
4,212.2 |
4,212.2 |
4,196.8 |
4,201.0 |
PP |
4,189.8 |
4,189.8 |
4,189.8 |
4,184.3 |
S1 |
4,170.7 |
4,170.7 |
4,189.2 |
4,159.5 |
S2 |
4,148.3 |
4,148.3 |
4,185.4 |
|
S3 |
4,106.8 |
4,129.2 |
4,181.6 |
|
S4 |
4,065.3 |
4,087.7 |
4,170.2 |
|
|
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 |
4,167.5 |
71.0 |
1.7% |
32.1 |
0.8% |
36% |
False |
True |
530,176 |
10 |
4,238.5 |
4,113.0 |
125.5 |
3.0% |
30.3 |
0.7% |
64% |
False |
False |
466,189 |
20 |
4,238.5 |
3,944.0 |
294.5 |
7.0% |
38.7 |
0.9% |
85% |
False |
False |
518,725 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
47.7 |
1.1% |
87% |
False |
False |
617,113 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
44.4 |
1.1% |
87% |
False |
False |
545,794 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.7% |
45.4 |
1.1% |
89% |
False |
False |
409,877 |
100 |
4,238.5 |
3,720.0 |
518.5 |
12.4% |
41.8 |
1.0% |
91% |
False |
False |
328,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,385.4 |
2.618 |
4,317.6 |
1.618 |
4,276.1 |
1.000 |
4,250.5 |
0.618 |
4,234.6 |
HIGH |
4,209.0 |
0.618 |
4,193.1 |
0.500 |
4,188.3 |
0.382 |
4,183.4 |
LOW |
4,167.5 |
0.618 |
4,141.9 |
1.000 |
4,126.0 |
1.618 |
4,100.4 |
2.618 |
4,058.9 |
4.250 |
3,991.1 |
|
|
Fisher Pivots for day following 17-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,191.4 |
4,203.0 |
PP |
4,189.8 |
4,199.7 |
S1 |
4,188.3 |
4,196.3 |
|