Trading Metrics calculated at close of trading on 18-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,209.0 |
4,185.0 |
-24.0 |
-0.6% |
4,160.0 |
High |
4,209.0 |
4,205.5 |
-3.5 |
-0.1% |
4,238.5 |
Low |
4,167.5 |
4,165.5 |
-2.0 |
0.0% |
4,156.5 |
Close |
4,193.0 |
4,186.0 |
-7.0 |
-0.2% |
4,225.5 |
Range |
41.5 |
40.0 |
-1.5 |
-3.6% |
82.0 |
ATR |
41.7 |
41.6 |
-0.1 |
-0.3% |
0.0 |
Volume |
671,402 |
492,321 |
-179,081 |
-26.7% |
2,041,638 |
|
Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,305.7 |
4,285.8 |
4,208.0 |
|
R3 |
4,265.7 |
4,245.8 |
4,197.0 |
|
R2 |
4,225.7 |
4,225.7 |
4,193.3 |
|
R1 |
4,205.8 |
4,205.8 |
4,189.7 |
4,215.8 |
PP |
4,185.7 |
4,185.7 |
4,185.7 |
4,190.6 |
S1 |
4,165.8 |
4,165.8 |
4,182.3 |
4,175.8 |
S2 |
4,145.7 |
4,145.7 |
4,178.7 |
|
S3 |
4,105.7 |
4,125.8 |
4,175.0 |
|
S4 |
4,065.7 |
4,085.8 |
4,164.0 |
|
|
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 |
4,165.5 |
73.0 |
1.7% |
33.1 |
0.8% |
28% |
False |
True |
535,644 |
10 |
4,238.5 |
4,132.0 |
106.5 |
2.5% |
31.1 |
0.7% |
51% |
False |
False |
463,754 |
20 |
4,238.5 |
4,029.5 |
209.0 |
5.0% |
36.1 |
0.9% |
75% |
False |
False |
509,349 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
47.8 |
1.1% |
85% |
False |
False |
617,453 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
44.6 |
1.1% |
85% |
False |
False |
553,995 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
45.7 |
1.1% |
87% |
False |
False |
416,031 |
100 |
4,238.5 |
3,779.0 |
459.5 |
11.0% |
41.6 |
1.0% |
89% |
False |
False |
332,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,375.5 |
2.618 |
4,310.2 |
1.618 |
4,270.2 |
1.000 |
4,245.5 |
0.618 |
4,230.2 |
HIGH |
4,205.5 |
0.618 |
4,190.2 |
0.500 |
4,185.5 |
0.382 |
4,180.8 |
LOW |
4,165.5 |
0.618 |
4,140.8 |
1.000 |
4,125.5 |
1.618 |
4,100.8 |
2.618 |
4,060.8 |
4.250 |
3,995.5 |
|
|
Fisher Pivots for day following 18-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,185.8 |
4,190.8 |
PP |
4,185.7 |
4,189.2 |
S1 |
4,185.5 |
4,187.6 |
|