Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,132.0 |
4,156.0 |
24.0 |
0.6% |
4,215.5 |
High |
4,153.5 |
4,182.0 |
28.5 |
0.7% |
4,216.0 |
Low |
4,101.5 |
4,152.5 |
51.0 |
1.2% |
4,078.0 |
Close |
4,141.0 |
4,179.5 |
38.5 |
0.9% |
4,141.0 |
Range |
52.0 |
29.5 |
-22.5 |
-43.3% |
138.0 |
ATR |
46.8 |
46.4 |
-0.4 |
-0.9% |
0.0 |
Volume |
668,922 |
515,257 |
-153,665 |
-23.0% |
3,556,953 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,259.8 |
4,249.2 |
4,195.7 |
|
R3 |
4,230.3 |
4,219.7 |
4,187.6 |
|
R2 |
4,200.8 |
4,200.8 |
4,184.9 |
|
R1 |
4,190.2 |
4,190.2 |
4,182.2 |
4,195.5 |
PP |
4,171.3 |
4,171.3 |
4,171.3 |
4,174.0 |
S1 |
4,160.7 |
4,160.7 |
4,176.8 |
4,166.0 |
S2 |
4,141.8 |
4,141.8 |
4,174.1 |
|
S3 |
4,112.3 |
4,131.2 |
4,171.4 |
|
S4 |
4,082.8 |
4,101.7 |
4,163.3 |
|
|
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 |
4,209.0 |
4,078.0 |
131.0 |
3.1% |
50.9 |
1.2% |
77% |
False |
False |
689,531 |
10 |
4,238.5 |
4,078.0 |
160.5 |
3.8% |
39.7 |
0.9% |
63% |
False |
False |
583,062 |
20 |
4,238.5 |
4,047.5 |
191.0 |
4.6% |
38.2 |
0.9% |
69% |
False |
False |
543,273 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
48.7 |
1.2% |
83% |
False |
False |
634,232 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
46.0 |
1.1% |
83% |
False |
False |
590,874 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
46.9 |
1.1% |
86% |
False |
False |
444,577 |
100 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
42.5 |
1.0% |
86% |
False |
False |
355,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,307.4 |
2.618 |
4,259.2 |
1.618 |
4,229.7 |
1.000 |
4,211.5 |
0.618 |
4,200.2 |
HIGH |
4,182.0 |
0.618 |
4,170.7 |
0.500 |
4,167.3 |
0.382 |
4,163.8 |
LOW |
4,152.5 |
0.618 |
4,134.3 |
1.000 |
4,123.0 |
1.618 |
4,104.8 |
2.618 |
4,075.3 |
4.250 |
4,027.1 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,175.4 |
4,163.0 |
PP |
4,171.3 |
4,146.5 |
S1 |
4,167.3 |
4,130.0 |
|