Trading Metrics calculated at close of trading on 13-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,440.00 |
4,455.75 |
15.75 |
0.4% |
4,428.00 |
High |
4,456.25 |
4,463.25 |
7.00 |
0.2% |
4,463.25 |
Low |
4,430.25 |
4,451.00 |
20.75 |
0.5% |
4,412.25 |
Close |
4,454.50 |
4,462.50 |
8.00 |
0.2% |
4,462.50 |
Range |
26.00 |
12.25 |
-13.75 |
-52.9% |
51.00 |
ATR |
35.93 |
34.24 |
-1.69 |
-4.7% |
0.00 |
Volume |
850,527 |
789,104 |
-61,423 |
-7.2% |
4,380,731 |
|
Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,495.75 |
4,491.25 |
4,469.25 |
|
R3 |
4,483.50 |
4,479.00 |
4,465.75 |
|
R2 |
4,471.25 |
4,471.25 |
4,464.75 |
|
R1 |
4,466.75 |
4,466.75 |
4,463.50 |
4,469.00 |
PP |
4,459.00 |
4,459.00 |
4,459.00 |
4,460.00 |
S1 |
4,454.50 |
4,454.50 |
4,461.50 |
4,456.75 |
S2 |
4,446.75 |
4,446.75 |
4,460.25 |
|
S3 |
4,434.50 |
4,442.25 |
4,459.25 |
|
S4 |
4,422.25 |
4,430.00 |
4,455.75 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,599.00 |
4,581.75 |
4,490.50 |
|
R3 |
4,548.00 |
4,530.75 |
4,476.50 |
|
R2 |
4,497.00 |
4,497.00 |
4,471.75 |
|
R1 |
4,479.75 |
4,479.75 |
4,467.25 |
4,488.50 |
PP |
4,446.00 |
4,446.00 |
4,446.00 |
4,450.25 |
S1 |
4,428.75 |
4,428.75 |
4,457.75 |
4,437.50 |
S2 |
4,395.00 |
4,395.00 |
4,453.25 |
|
S3 |
4,344.00 |
4,377.75 |
4,448.50 |
|
S4 |
4,293.00 |
4,326.75 |
4,434.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,463.25 |
4,412.25 |
51.00 |
1.1% |
20.50 |
0.5% |
99% |
True |
False |
876,146 |
10 |
4,463.25 |
4,365.25 |
98.00 |
2.2% |
26.75 |
0.6% |
99% |
True |
False |
963,252 |
20 |
4,463.25 |
4,224.00 |
239.25 |
5.4% |
37.75 |
0.8% |
100% |
True |
False |
1,177,265 |
40 |
4,463.25 |
4,126.75 |
336.50 |
7.5% |
39.50 |
0.9% |
100% |
True |
False |
1,202,846 |
60 |
4,463.25 |
4,075.00 |
388.25 |
8.7% |
38.25 |
0.9% |
100% |
True |
False |
950,389 |
80 |
4,463.25 |
4,020.00 |
443.25 |
9.9% |
42.00 |
0.9% |
100% |
True |
False |
713,685 |
100 |
4,463.25 |
3,833.75 |
629.50 |
14.1% |
41.75 |
0.9% |
100% |
True |
False |
571,155 |
120 |
4,463.25 |
3,701.50 |
761.75 |
17.1% |
46.25 |
1.0% |
100% |
True |
False |
476,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,515.25 |
2.618 |
4,495.25 |
1.618 |
4,483.00 |
1.000 |
4,475.50 |
0.618 |
4,470.75 |
HIGH |
4,463.25 |
0.618 |
4,458.50 |
0.500 |
4,457.00 |
0.382 |
4,455.75 |
LOW |
4,451.00 |
0.618 |
4,443.50 |
1.000 |
4,438.75 |
1.618 |
4,431.25 |
2.618 |
4,419.00 |
4.250 |
4,399.00 |
|
|
Fisher Pivots for day following 13-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,460.75 |
4,455.75 |
PP |
4,459.00 |
4,448.75 |
S1 |
4,457.00 |
4,442.00 |
|