Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,429.25 |
4,440.00 |
10.75 |
0.2% |
4,396.50 |
High |
4,443.25 |
4,456.25 |
13.00 |
0.3% |
4,433.25 |
Low |
4,420.75 |
4,430.25 |
9.50 |
0.2% |
4,365.25 |
Close |
4,440.50 |
4,454.50 |
14.00 |
0.3% |
4,429.50 |
Range |
22.50 |
26.00 |
3.50 |
15.6% |
68.00 |
ATR |
36.70 |
35.93 |
-0.76 |
-2.1% |
0.00 |
Volume |
1,001,054 |
850,527 |
-150,527 |
-15.0% |
5,251,796 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.00 |
4,515.75 |
4,468.75 |
|
R3 |
4,499.00 |
4,489.75 |
4,461.75 |
|
R2 |
4,473.00 |
4,473.00 |
4,459.25 |
|
R1 |
4,463.75 |
4,463.75 |
4,457.00 |
4,468.50 |
PP |
4,447.00 |
4,447.00 |
4,447.00 |
4,449.25 |
S1 |
4,437.75 |
4,437.75 |
4,452.00 |
4,442.50 |
S2 |
4,421.00 |
4,421.00 |
4,449.75 |
|
S3 |
4,395.00 |
4,411.75 |
4,447.25 |
|
S4 |
4,369.00 |
4,385.75 |
4,440.25 |
|
|
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 |
4,456.25 |
4,412.25 |
44.00 |
1.0% |
21.50 |
0.5% |
96% |
True |
False |
908,534 |
10 |
4,456.25 |
4,365.25 |
91.00 |
2.0% |
28.75 |
0.6% |
98% |
True |
False |
1,022,040 |
20 |
4,456.25 |
4,224.00 |
232.25 |
5.2% |
39.75 |
0.9% |
99% |
True |
False |
1,219,613 |
40 |
4,456.25 |
4,126.75 |
329.50 |
7.4% |
40.00 |
0.9% |
99% |
True |
False |
1,226,776 |
60 |
4,456.25 |
4,046.00 |
410.25 |
9.2% |
39.25 |
0.9% |
100% |
True |
False |
937,320 |
80 |
4,456.25 |
4,020.00 |
436.25 |
9.8% |
42.50 |
1.0% |
100% |
True |
False |
703,834 |
100 |
4,456.25 |
3,833.75 |
622.50 |
14.0% |
42.00 |
0.9% |
100% |
True |
False |
563,272 |
120 |
4,456.25 |
3,701.50 |
754.75 |
16.9% |
47.00 |
1.1% |
100% |
True |
False |
469,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,566.75 |
2.618 |
4,524.25 |
1.618 |
4,498.25 |
1.000 |
4,482.25 |
0.618 |
4,472.25 |
HIGH |
4,456.25 |
0.618 |
4,446.25 |
0.500 |
4,443.25 |
0.382 |
4,440.25 |
LOW |
4,430.25 |
0.618 |
4,414.25 |
1.000 |
4,404.25 |
1.618 |
4,388.25 |
2.618 |
4,362.25 |
4.250 |
4,319.75 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,450.75 |
4,448.50 |
PP |
4,447.00 |
4,442.50 |
S1 |
4,443.25 |
4,436.50 |
|