| 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 |
2,217.0 |
2,201.0 |
-16.0 |
-0.7% |
2,245.6 |
| High |
2,221.1 |
2,202.1 |
-19.0 |
-0.9% |
2,252.7 |
| Low |
2,187.8 |
2,148.1 |
-39.7 |
-1.8% |
2,215.9 |
| Close |
2,201.4 |
2,174.4 |
-27.0 |
-1.2% |
2,222.2 |
| Range |
33.3 |
54.0 |
20.7 |
62.2% |
36.8 |
| ATR |
39.6 |
40.6 |
1.0 |
2.6% |
0.0 |
| Volume |
163,957 |
249,476 |
85,519 |
52.2% |
621,790 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.9 |
2,309.6 |
2,204.1 |
|
| R3 |
2,282.9 |
2,255.6 |
2,189.3 |
|
| R2 |
2,228.9 |
2,228.9 |
2,184.3 |
|
| R1 |
2,201.6 |
2,201.6 |
2,179.4 |
2,188.3 |
| PP |
2,174.9 |
2,174.9 |
2,174.9 |
2,168.2 |
| S1 |
2,147.6 |
2,147.6 |
2,169.5 |
2,134.3 |
| S2 |
2,120.9 |
2,120.9 |
2,164.5 |
|
| S3 |
2,066.9 |
2,093.6 |
2,159.6 |
|
| S4 |
2,012.9 |
2,039.6 |
2,144.7 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,340.7 |
2,318.2 |
2,242.4 |
|
| R3 |
2,303.9 |
2,281.4 |
2,232.3 |
|
| R2 |
2,267.1 |
2,267.1 |
2,228.9 |
|
| R1 |
2,244.6 |
2,244.6 |
2,225.6 |
2,237.5 |
| PP |
2,230.3 |
2,230.3 |
2,230.3 |
2,226.7 |
| S1 |
2,207.8 |
2,207.8 |
2,218.8 |
2,200.7 |
| S2 |
2,193.5 |
2,193.5 |
2,215.5 |
|
| S3 |
2,156.7 |
2,171.0 |
2,212.1 |
|
| S4 |
2,119.9 |
2,134.2 |
2,202.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,252.7 |
2,148.1 |
104.6 |
4.8% |
34.4 |
1.6% |
25% |
False |
True |
162,119 |
| 10 |
2,263.8 |
2,148.1 |
115.7 |
5.3% |
33.4 |
1.5% |
23% |
False |
True |
147,683 |
| 20 |
2,263.8 |
2,148.1 |
115.7 |
5.3% |
40.6 |
1.9% |
23% |
False |
True |
160,268 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.3% |
42.7 |
2.0% |
30% |
False |
False |
161,904 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.4% |
41.7 |
1.9% |
30% |
False |
False |
133,831 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.4% |
42.6 |
2.0% |
30% |
False |
False |
100,425 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.4% |
42.9 |
2.0% |
30% |
False |
False |
80,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.6 |
|
2.618 |
2,343.5 |
|
1.618 |
2,289.5 |
|
1.000 |
2,256.1 |
|
0.618 |
2,235.5 |
|
HIGH |
2,202.1 |
|
0.618 |
2,181.5 |
|
0.500 |
2,175.1 |
|
0.382 |
2,168.7 |
|
LOW |
2,148.1 |
|
0.618 |
2,114.7 |
|
1.000 |
2,094.1 |
|
1.618 |
2,060.7 |
|
2.618 |
2,006.7 |
|
4.250 |
1,918.6 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.1 |
2,196.5 |
| PP |
2,174.9 |
2,189.1 |
| S1 |
2,174.6 |
2,181.8 |
|