Trading Metrics calculated at close of trading on 18-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,472.00 |
4,436.75 |
-35.25 |
-0.8% |
4,428.00 |
High |
4,472.25 |
4,449.75 |
-22.50 |
-0.5% |
4,463.25 |
Low |
4,411.75 |
4,381.50 |
-30.25 |
-0.7% |
4,412.25 |
Close |
4,443.50 |
4,394.50 |
-49.00 |
-1.1% |
4,462.50 |
Range |
60.50 |
68.25 |
7.75 |
12.8% |
51.00 |
ATR |
36.89 |
39.13 |
2.24 |
6.1% |
0.00 |
Volume |
1,789,568 |
1,546,011 |
-243,557 |
-13.6% |
4,380,731 |
|
Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,613.25 |
4,572.25 |
4,432.00 |
|
R3 |
4,545.00 |
4,504.00 |
4,413.25 |
|
R2 |
4,476.75 |
4,476.75 |
4,407.00 |
|
R1 |
4,435.75 |
4,435.75 |
4,400.75 |
4,422.00 |
PP |
4,408.50 |
4,408.50 |
4,408.50 |
4,401.75 |
S1 |
4,367.50 |
4,367.50 |
4,388.25 |
4,354.00 |
S2 |
4,340.25 |
4,340.25 |
4,382.00 |
|
S3 |
4,272.00 |
4,299.25 |
4,375.75 |
|
S4 |
4,203.75 |
4,231.00 |
4,357.00 |
|
|
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 |
4,381.50 |
95.00 |
2.2% |
42.25 |
1.0% |
14% |
False |
True |
1,242,946 |
10 |
4,476.50 |
4,381.50 |
95.00 |
2.2% |
32.00 |
0.7% |
14% |
False |
True |
1,067,021 |
20 |
4,476.50 |
4,341.50 |
135.00 |
3.1% |
35.50 |
0.8% |
39% |
False |
False |
1,124,241 |
40 |
4,476.50 |
4,224.00 |
252.50 |
5.7% |
38.50 |
0.9% |
68% |
False |
False |
1,206,205 |
60 |
4,476.50 |
4,126.75 |
349.75 |
8.0% |
38.25 |
0.9% |
77% |
False |
False |
1,026,409 |
80 |
4,476.50 |
4,020.00 |
456.50 |
10.4% |
42.25 |
1.0% |
82% |
False |
False |
770,816 |
100 |
4,476.50 |
3,919.25 |
557.25 |
12.7% |
41.50 |
0.9% |
85% |
False |
False |
616,861 |
120 |
4,476.50 |
3,701.50 |
775.00 |
17.6% |
45.50 |
1.0% |
89% |
False |
False |
514,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,739.75 |
2.618 |
4,628.50 |
1.618 |
4,560.25 |
1.000 |
4,518.00 |
0.618 |
4,492.00 |
HIGH |
4,449.75 |
0.618 |
4,423.75 |
0.500 |
4,415.50 |
0.382 |
4,407.50 |
LOW |
4,381.50 |
0.618 |
4,339.25 |
1.000 |
4,313.25 |
1.618 |
4,271.00 |
2.618 |
4,202.75 |
4.250 |
4,091.50 |
|
|
Fisher Pivots for day following 18-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,415.50 |
4,429.00 |
PP |
4,408.50 |
4,417.50 |
S1 |
4,401.50 |
4,406.00 |
|