Trading Metrics calculated at close of trading on 17-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,456.25 |
4,472.00 |
15.75 |
0.4% |
4,428.00 |
High |
4,476.50 |
4,472.25 |
-4.25 |
-0.1% |
4,463.25 |
Low |
4,432.50 |
4,411.75 |
-20.75 |
-0.5% |
4,412.25 |
Close |
4,474.00 |
4,443.50 |
-30.50 |
-0.7% |
4,462.50 |
Range |
44.00 |
60.50 |
16.50 |
37.5% |
51.00 |
ATR |
34.94 |
36.89 |
1.95 |
5.6% |
0.00 |
Volume |
1,239,520 |
1,789,568 |
550,048 |
44.4% |
4,380,731 |
|
Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.00 |
4,594.25 |
4,476.75 |
|
R3 |
4,563.50 |
4,533.75 |
4,460.25 |
|
R2 |
4,503.00 |
4,503.00 |
4,454.50 |
|
R1 |
4,473.25 |
4,473.25 |
4,449.00 |
4,458.00 |
PP |
4,442.50 |
4,442.50 |
4,442.50 |
4,434.75 |
S1 |
4,412.75 |
4,412.75 |
4,438.00 |
4,397.50 |
S2 |
4,382.00 |
4,382.00 |
4,432.50 |
|
S3 |
4,321.50 |
4,352.25 |
4,426.75 |
|
S4 |
4,261.00 |
4,291.75 |
4,410.25 |
|
|
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 |
4,411.75 |
64.75 |
1.5% |
33.00 |
0.7% |
49% |
False |
True |
1,133,954 |
10 |
4,476.50 |
4,391.25 |
85.25 |
1.9% |
27.75 |
0.6% |
61% |
False |
False |
1,017,145 |
20 |
4,476.50 |
4,310.00 |
166.50 |
3.7% |
34.25 |
0.8% |
80% |
False |
False |
1,106,512 |
40 |
4,476.50 |
4,205.75 |
270.75 |
6.1% |
37.75 |
0.8% |
88% |
False |
False |
1,194,149 |
60 |
4,476.50 |
4,126.75 |
349.75 |
7.9% |
38.00 |
0.9% |
91% |
False |
False |
1,000,708 |
80 |
4,476.50 |
4,020.00 |
456.50 |
10.3% |
41.75 |
0.9% |
93% |
False |
False |
751,503 |
100 |
4,476.50 |
3,890.50 |
586.00 |
13.2% |
41.50 |
0.9% |
94% |
False |
False |
601,413 |
120 |
4,476.50 |
3,701.50 |
775.00 |
17.4% |
45.50 |
1.0% |
96% |
False |
False |
501,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,729.50 |
2.618 |
4,630.75 |
1.618 |
4,570.25 |
1.000 |
4,532.75 |
0.618 |
4,509.75 |
HIGH |
4,472.25 |
0.618 |
4,449.25 |
0.500 |
4,442.00 |
0.382 |
4,434.75 |
LOW |
4,411.75 |
0.618 |
4,374.25 |
1.000 |
4,351.25 |
1.618 |
4,313.75 |
2.618 |
4,253.25 |
4.250 |
4,154.50 |
|
|
Fisher Pivots for day following 17-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,443.00 |
4,444.00 |
PP |
4,442.50 |
4,444.00 |
S1 |
4,442.00 |
4,443.75 |
|