Trading Metrics calculated at close of trading on 09-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,420.25 |
4,428.00 |
7.75 |
0.2% |
4,396.50 |
High |
4,433.25 |
4,432.00 |
-1.25 |
0.0% |
4,433.25 |
Low |
4,416.00 |
4,412.25 |
-3.75 |
-0.1% |
4,365.25 |
Close |
4,429.50 |
4,425.75 |
-3.75 |
-0.1% |
4,429.50 |
Range |
17.25 |
19.75 |
2.50 |
14.5% |
68.00 |
ATR |
40.51 |
39.03 |
-1.48 |
-3.7% |
0.00 |
Volume |
951,045 |
789,726 |
-161,319 |
-17.0% |
5,251,796 |
|
Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,482.50 |
4,474.00 |
4,436.50 |
|
R3 |
4,462.75 |
4,454.25 |
4,431.25 |
|
R2 |
4,443.00 |
4,443.00 |
4,429.25 |
|
R1 |
4,434.50 |
4,434.50 |
4,427.50 |
4,429.00 |
PP |
4,423.25 |
4,423.25 |
4,423.25 |
4,420.50 |
S1 |
4,414.75 |
4,414.75 |
4,424.00 |
4,409.00 |
S2 |
4,403.50 |
4,403.50 |
4,422.25 |
|
S3 |
4,383.75 |
4,395.00 |
4,420.25 |
|
S4 |
4,364.00 |
4,375.25 |
4,415.00 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,613.25 |
4,589.50 |
4,467.00 |
|
R3 |
4,545.25 |
4,521.50 |
4,448.25 |
|
R2 |
4,477.25 |
4,477.25 |
4,442.00 |
|
R1 |
4,453.50 |
4,453.50 |
4,435.75 |
4,465.50 |
PP |
4,409.25 |
4,409.25 |
4,409.25 |
4,415.25 |
S1 |
4,385.50 |
4,385.50 |
4,423.25 |
4,397.50 |
S2 |
4,341.25 |
4,341.25 |
4,417.00 |
|
S3 |
4,273.25 |
4,317.50 |
4,410.75 |
|
S4 |
4,205.25 |
4,249.50 |
4,392.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,433.25 |
4,365.25 |
68.00 |
1.5% |
28.25 |
0.6% |
89% |
False |
False |
969,644 |
10 |
4,433.25 |
4,364.75 |
68.50 |
1.5% |
34.25 |
0.8% |
89% |
False |
False |
1,122,478 |
20 |
4,433.25 |
4,224.00 |
209.25 |
4.7% |
41.25 |
0.9% |
96% |
False |
False |
1,288,028 |
40 |
4,433.25 |
4,126.75 |
306.50 |
6.9% |
41.00 |
0.9% |
98% |
False |
False |
1,281,686 |
60 |
4,433.25 |
4,046.00 |
387.25 |
8.7% |
41.00 |
0.9% |
98% |
False |
False |
890,796 |
80 |
4,433.25 |
4,020.00 |
413.25 |
9.3% |
43.00 |
1.0% |
98% |
False |
False |
668,842 |
100 |
4,433.25 |
3,833.75 |
599.50 |
13.5% |
43.00 |
1.0% |
99% |
False |
False |
535,285 |
120 |
4,433.25 |
3,701.50 |
731.75 |
16.5% |
47.50 |
1.1% |
99% |
False |
False |
446,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.00 |
2.618 |
4,483.75 |
1.618 |
4,464.00 |
1.000 |
4,451.75 |
0.618 |
4,444.25 |
HIGH |
4,432.00 |
0.618 |
4,424.50 |
0.500 |
4,422.00 |
0.382 |
4,419.75 |
LOW |
4,412.25 |
0.618 |
4,400.00 |
1.000 |
4,392.50 |
1.618 |
4,380.25 |
2.618 |
4,360.50 |
4.250 |
4,328.25 |
|
|
Fisher Pivots for day following 09-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,424.50 |
4,421.75 |
PP |
4,423.25 |
4,417.50 |
S1 |
4,422.00 |
4,413.50 |
|