Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,427.25 |
4,429.25 |
2.00 |
0.0% |
4,396.50 |
High |
4,438.25 |
4,443.25 |
5.00 |
0.1% |
4,433.25 |
Low |
4,416.50 |
4,420.75 |
4.25 |
0.1% |
4,365.25 |
Close |
4,430.00 |
4,440.50 |
10.50 |
0.2% |
4,429.50 |
Range |
21.75 |
22.50 |
0.75 |
3.4% |
68.00 |
ATR |
37.79 |
36.70 |
-1.09 |
-2.9% |
0.00 |
Volume |
950,320 |
1,001,054 |
50,734 |
5.3% |
5,251,796 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,502.25 |
4,494.00 |
4,453.00 |
|
R3 |
4,479.75 |
4,471.50 |
4,446.75 |
|
R2 |
4,457.25 |
4,457.25 |
4,444.50 |
|
R1 |
4,449.00 |
4,449.00 |
4,442.50 |
4,453.00 |
PP |
4,434.75 |
4,434.75 |
4,434.75 |
4,437.00 |
S1 |
4,426.50 |
4,426.50 |
4,438.50 |
4,430.50 |
S2 |
4,412.25 |
4,412.25 |
4,436.50 |
|
S3 |
4,389.75 |
4,404.00 |
4,434.25 |
|
S4 |
4,367.25 |
4,381.50 |
4,428.00 |
|
|
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 |
4,443.25 |
4,393.75 |
49.50 |
1.1% |
22.00 |
0.5% |
94% |
True |
False |
891,097 |
10 |
4,443.25 |
4,365.25 |
78.00 |
1.8% |
30.50 |
0.7% |
96% |
True |
False |
1,037,937 |
20 |
4,443.25 |
4,224.00 |
219.25 |
4.9% |
40.50 |
0.9% |
99% |
True |
False |
1,257,673 |
40 |
4,443.25 |
4,126.75 |
316.50 |
7.1% |
40.75 |
0.9% |
99% |
True |
False |
1,245,822 |
60 |
4,443.25 |
4,046.00 |
397.25 |
8.9% |
40.00 |
0.9% |
99% |
True |
False |
923,201 |
80 |
4,443.25 |
4,020.00 |
423.25 |
9.5% |
42.75 |
1.0% |
99% |
True |
False |
693,218 |
100 |
4,443.25 |
3,833.75 |
609.50 |
13.7% |
42.25 |
1.0% |
100% |
True |
False |
554,775 |
120 |
4,443.25 |
3,701.50 |
741.75 |
16.7% |
47.25 |
1.1% |
100% |
True |
False |
462,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,539.00 |
2.618 |
4,502.25 |
1.618 |
4,479.75 |
1.000 |
4,465.75 |
0.618 |
4,457.25 |
HIGH |
4,443.25 |
0.618 |
4,434.75 |
0.500 |
4,432.00 |
0.382 |
4,429.25 |
LOW |
4,420.75 |
0.618 |
4,406.75 |
1.000 |
4,398.25 |
1.618 |
4,384.25 |
2.618 |
4,361.75 |
4.250 |
4,325.00 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,437.75 |
4,436.25 |
PP |
4,434.75 |
4,432.00 |
S1 |
4,432.00 |
4,427.75 |
|