Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,455.75 |
4,456.25 |
0.50 |
0.0% |
4,428.00 |
High |
4,463.25 |
4,476.50 |
13.25 |
0.3% |
4,463.25 |
Low |
4,451.00 |
4,432.50 |
-18.50 |
-0.4% |
4,412.25 |
Close |
4,462.50 |
4,474.00 |
11.50 |
0.3% |
4,462.50 |
Range |
12.25 |
44.00 |
31.75 |
259.2% |
51.00 |
ATR |
34.24 |
34.94 |
0.70 |
2.0% |
0.00 |
Volume |
789,104 |
1,239,520 |
450,416 |
57.1% |
4,380,731 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,593.00 |
4,577.50 |
4,498.25 |
|
R3 |
4,549.00 |
4,533.50 |
4,486.00 |
|
R2 |
4,505.00 |
4,505.00 |
4,482.00 |
|
R1 |
4,489.50 |
4,489.50 |
4,478.00 |
4,497.25 |
PP |
4,461.00 |
4,461.00 |
4,461.00 |
4,465.00 |
S1 |
4,445.50 |
4,445.50 |
4,470.00 |
4,453.25 |
S2 |
4,417.00 |
4,417.00 |
4,466.00 |
|
S3 |
4,373.00 |
4,401.50 |
4,462.00 |
|
S4 |
4,329.00 |
4,357.50 |
4,449.75 |
|
|
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 |
4,476.50 |
4,416.50 |
60.00 |
1.3% |
25.25 |
0.6% |
96% |
True |
False |
966,105 |
10 |
4,476.50 |
4,365.25 |
111.25 |
2.5% |
26.75 |
0.6% |
98% |
True |
False |
967,874 |
20 |
4,476.50 |
4,252.75 |
223.75 |
5.0% |
35.00 |
0.8% |
99% |
True |
False |
1,109,252 |
40 |
4,476.50 |
4,126.75 |
349.75 |
7.8% |
38.50 |
0.9% |
99% |
True |
False |
1,185,050 |
60 |
4,476.50 |
4,126.75 |
349.75 |
7.8% |
37.75 |
0.8% |
99% |
True |
False |
970,976 |
80 |
4,476.50 |
4,020.00 |
456.50 |
10.2% |
41.75 |
0.9% |
99% |
True |
False |
729,162 |
100 |
4,476.50 |
3,833.75 |
642.75 |
14.4% |
41.50 |
0.9% |
100% |
True |
False |
583,539 |
120 |
4,476.50 |
3,701.50 |
775.00 |
17.3% |
46.00 |
1.0% |
100% |
True |
False |
486,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,663.50 |
2.618 |
4,591.75 |
1.618 |
4,547.75 |
1.000 |
4,520.50 |
0.618 |
4,503.75 |
HIGH |
4,476.50 |
0.618 |
4,459.75 |
0.500 |
4,454.50 |
0.382 |
4,449.25 |
LOW |
4,432.50 |
0.618 |
4,405.25 |
1.000 |
4,388.50 |
1.618 |
4,361.25 |
2.618 |
4,317.25 |
4.250 |
4,245.50 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,467.50 |
4,467.00 |
PP |
4,461.00 |
4,460.25 |
S1 |
4,454.50 |
4,453.50 |
|