Trading Metrics calculated at close of trading on 10-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,428.00 |
4,427.25 |
-0.75 |
0.0% |
4,396.50 |
High |
4,432.00 |
4,438.25 |
6.25 |
0.1% |
4,433.25 |
Low |
4,412.25 |
4,416.50 |
4.25 |
0.1% |
4,365.25 |
Close |
4,425.75 |
4,430.00 |
4.25 |
0.1% |
4,429.50 |
Range |
19.75 |
21.75 |
2.00 |
10.1% |
68.00 |
ATR |
39.03 |
37.79 |
-1.23 |
-3.2% |
0.00 |
Volume |
789,726 |
950,320 |
160,594 |
20.3% |
5,251,796 |
|
Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,493.50 |
4,483.50 |
4,442.00 |
|
R3 |
4,471.75 |
4,461.75 |
4,436.00 |
|
R2 |
4,450.00 |
4,450.00 |
4,434.00 |
|
R1 |
4,440.00 |
4,440.00 |
4,432.00 |
4,445.00 |
PP |
4,428.25 |
4,428.25 |
4,428.25 |
4,430.75 |
S1 |
4,418.25 |
4,418.25 |
4,428.00 |
4,423.25 |
S2 |
4,406.50 |
4,406.50 |
4,426.00 |
|
S3 |
4,384.75 |
4,396.50 |
4,424.00 |
|
S4 |
4,363.00 |
4,374.75 |
4,418.00 |
|
|
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 |
4,438.25 |
4,391.25 |
47.00 |
1.1% |
22.25 |
0.5% |
82% |
True |
False |
900,337 |
10 |
4,438.25 |
4,365.25 |
73.00 |
1.6% |
31.25 |
0.7% |
89% |
True |
False |
1,059,963 |
20 |
4,438.25 |
4,224.00 |
214.25 |
4.8% |
41.00 |
0.9% |
96% |
True |
False |
1,273,049 |
40 |
4,438.25 |
4,126.75 |
311.50 |
7.0% |
41.00 |
0.9% |
97% |
True |
False |
1,262,583 |
60 |
4,438.25 |
4,046.00 |
392.25 |
8.9% |
40.25 |
0.9% |
98% |
True |
False |
906,567 |
80 |
4,438.25 |
4,020.00 |
418.25 |
9.4% |
43.00 |
1.0% |
98% |
True |
False |
680,713 |
100 |
4,438.25 |
3,833.75 |
604.50 |
13.6% |
42.50 |
1.0% |
99% |
True |
False |
544,775 |
120 |
4,438.25 |
3,701.50 |
736.75 |
16.6% |
47.25 |
1.1% |
99% |
True |
False |
454,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,530.75 |
2.618 |
4,495.25 |
1.618 |
4,473.50 |
1.000 |
4,460.00 |
0.618 |
4,451.75 |
HIGH |
4,438.25 |
0.618 |
4,430.00 |
0.500 |
4,427.50 |
0.382 |
4,424.75 |
LOW |
4,416.50 |
0.618 |
4,403.00 |
1.000 |
4,394.75 |
1.618 |
4,381.25 |
2.618 |
4,359.50 |
4.250 |
4,324.00 |
|
|
Fisher Pivots for day following 10-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,429.00 |
4,428.50 |
PP |
4,428.25 |
4,426.75 |
S1 |
4,427.50 |
4,425.25 |
|