Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,156.0 |
4,180.5 |
24.5 |
0.6% |
4,215.5 |
High |
4,182.0 |
4,196.5 |
14.5 |
0.3% |
4,216.0 |
Low |
4,152.5 |
4,159.5 |
7.0 |
0.2% |
4,078.0 |
Close |
4,179.5 |
4,175.0 |
-4.5 |
-0.1% |
4,141.0 |
Range |
29.5 |
37.0 |
7.5 |
25.4% |
138.0 |
ATR |
46.4 |
45.7 |
-0.7 |
-1.4% |
0.0 |
Volume |
515,257 |
475,520 |
-39,737 |
-7.7% |
3,556,953 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,288.0 |
4,268.5 |
4,195.4 |
|
R3 |
4,251.0 |
4,231.5 |
4,185.2 |
|
R2 |
4,214.0 |
4,214.0 |
4,181.8 |
|
R1 |
4,194.5 |
4,194.5 |
4,178.4 |
4,185.8 |
PP |
4,177.0 |
4,177.0 |
4,177.0 |
4,172.6 |
S1 |
4,157.5 |
4,157.5 |
4,171.6 |
4,148.8 |
S2 |
4,140.0 |
4,140.0 |
4,168.2 |
|
S3 |
4,103.0 |
4,120.5 |
4,164.8 |
|
S4 |
4,066.0 |
4,083.5 |
4,154.7 |
|
|
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 |
4,205.5 |
4,078.0 |
127.5 |
3.1% |
50.0 |
1.2% |
76% |
False |
False |
650,355 |
10 |
4,238.5 |
4,078.0 |
160.5 |
3.8% |
41.1 |
1.0% |
60% |
False |
False |
590,265 |
20 |
4,238.5 |
4,053.0 |
185.5 |
4.4% |
37.4 |
0.9% |
66% |
False |
False |
534,685 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
48.6 |
1.2% |
82% |
False |
False |
633,202 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
46.2 |
1.1% |
82% |
False |
False |
598,679 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
47.0 |
1.1% |
84% |
False |
False |
450,515 |
100 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
42.7 |
1.0% |
84% |
False |
False |
360,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,353.8 |
2.618 |
4,293.4 |
1.618 |
4,256.4 |
1.000 |
4,233.5 |
0.618 |
4,219.4 |
HIGH |
4,196.5 |
0.618 |
4,182.4 |
0.500 |
4,178.0 |
0.382 |
4,173.6 |
LOW |
4,159.5 |
0.618 |
4,136.6 |
1.000 |
4,122.5 |
1.618 |
4,099.6 |
2.618 |
4,062.6 |
4.250 |
4,002.3 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,178.0 |
4,166.3 |
PP |
4,177.0 |
4,157.7 |
S1 |
4,176.0 |
4,149.0 |
|