Trading Metrics calculated at close of trading on 20-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,167.5 |
4,132.0 |
-35.5 |
-0.9% |
4,215.5 |
High |
4,169.5 |
4,153.5 |
-16.0 |
-0.4% |
4,216.0 |
Low |
4,078.0 |
4,101.5 |
23.5 |
0.6% |
4,078.0 |
Close |
4,119.0 |
4,141.0 |
22.0 |
0.5% |
4,141.0 |
Range |
91.5 |
52.0 |
-39.5 |
-43.2% |
138.0 |
ATR |
46.4 |
46.8 |
0.4 |
0.9% |
0.0 |
Volume |
1,099,756 |
668,922 |
-430,834 |
-39.2% |
3,556,953 |
|
Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,288.0 |
4,266.5 |
4,169.6 |
|
R3 |
4,236.0 |
4,214.5 |
4,155.3 |
|
R2 |
4,184.0 |
4,184.0 |
4,150.5 |
|
R1 |
4,162.5 |
4,162.5 |
4,145.8 |
4,173.3 |
PP |
4,132.0 |
4,132.0 |
4,132.0 |
4,137.4 |
S1 |
4,110.5 |
4,110.5 |
4,136.2 |
4,121.3 |
S2 |
4,080.0 |
4,080.0 |
4,131.5 |
|
S3 |
4,028.0 |
4,058.5 |
4,126.7 |
|
S4 |
3,976.0 |
4,006.5 |
4,112.4 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,559.0 |
4,488.0 |
4,216.9 |
|
R3 |
4,421.0 |
4,350.0 |
4,179.0 |
|
R2 |
4,283.0 |
4,283.0 |
4,166.3 |
|
R1 |
4,212.0 |
4,212.0 |
4,153.7 |
4,178.5 |
PP |
4,145.0 |
4,145.0 |
4,145.0 |
4,128.3 |
S1 |
4,074.0 |
4,074.0 |
4,128.4 |
4,040.5 |
S2 |
4,007.0 |
4,007.0 |
4,115.7 |
|
S3 |
3,869.0 |
3,936.0 |
4,103.1 |
|
S4 |
3,731.0 |
3,798.0 |
4,065.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,216.0 |
4,078.0 |
138.0 |
3.3% |
51.2 |
1.2% |
46% |
False |
False |
711,390 |
10 |
4,238.5 |
4,078.0 |
160.5 |
3.9% |
39.3 |
0.9% |
39% |
False |
False |
559,859 |
20 |
4,238.5 |
4,047.5 |
191.0 |
4.6% |
38.5 |
0.9% |
49% |
False |
False |
542,864 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.3% |
48.6 |
1.2% |
72% |
False |
False |
632,613 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.3% |
46.0 |
1.1% |
72% |
False |
False |
582,656 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.9% |
47.1 |
1.1% |
76% |
False |
False |
438,137 |
100 |
4,238.5 |
3,827.0 |
411.5 |
9.9% |
42.5 |
1.0% |
76% |
False |
False |
350,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,374.5 |
2.618 |
4,289.6 |
1.618 |
4,237.6 |
1.000 |
4,205.5 |
0.618 |
4,185.6 |
HIGH |
4,153.5 |
0.618 |
4,133.6 |
0.500 |
4,127.5 |
0.382 |
4,121.4 |
LOW |
4,101.5 |
0.618 |
4,069.4 |
1.000 |
4,049.5 |
1.618 |
4,017.4 |
2.618 |
3,965.4 |
4.250 |
3,880.5 |
|
|
Fisher Pivots for day following 20-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,136.5 |
4,141.8 |
PP |
4,132.0 |
4,141.5 |
S1 |
4,127.5 |
4,141.3 |
|