Trading Metrics calculated at close of trading on 19-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,436.75 |
4,389.75 |
-47.00 |
-1.1% |
4,428.00 |
High |
4,449.75 |
4,414.75 |
-35.00 |
-0.8% |
4,463.25 |
Low |
4,381.50 |
4,347.75 |
-33.75 |
-0.8% |
4,412.25 |
Close |
4,394.50 |
4,401.50 |
7.00 |
0.2% |
4,462.50 |
Range |
68.25 |
67.00 |
-1.25 |
-1.8% |
51.00 |
ATR |
39.13 |
41.12 |
1.99 |
5.1% |
0.00 |
Volume |
1,546,011 |
1,924,058 |
378,047 |
24.5% |
4,380,731 |
|
Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,589.00 |
4,562.25 |
4,438.25 |
|
R3 |
4,522.00 |
4,495.25 |
4,420.00 |
|
R2 |
4,455.00 |
4,455.00 |
4,413.75 |
|
R1 |
4,428.25 |
4,428.25 |
4,407.75 |
4,441.50 |
PP |
4,388.00 |
4,388.00 |
4,388.00 |
4,394.75 |
S1 |
4,361.25 |
4,361.25 |
4,395.25 |
4,374.50 |
S2 |
4,321.00 |
4,321.00 |
4,389.25 |
|
S3 |
4,254.00 |
4,294.25 |
4,383.00 |
|
S4 |
4,187.00 |
4,227.25 |
4,364.75 |
|
|
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 |
4,347.75 |
128.75 |
2.9% |
50.50 |
1.1% |
42% |
False |
True |
1,457,652 |
10 |
4,476.50 |
4,347.75 |
128.75 |
2.9% |
36.00 |
0.8% |
42% |
False |
True |
1,183,093 |
20 |
4,476.50 |
4,347.75 |
128.75 |
2.9% |
37.25 |
0.8% |
42% |
False |
True |
1,171,345 |
40 |
4,476.50 |
4,224.00 |
252.50 |
5.7% |
39.75 |
0.9% |
70% |
False |
False |
1,230,849 |
60 |
4,476.50 |
4,126.75 |
349.75 |
7.9% |
38.75 |
0.9% |
79% |
False |
False |
1,058,392 |
80 |
4,476.50 |
4,020.00 |
456.50 |
10.4% |
43.00 |
1.0% |
84% |
False |
False |
794,852 |
100 |
4,476.50 |
3,924.00 |
552.50 |
12.6% |
41.75 |
0.9% |
86% |
False |
False |
636,091 |
120 |
4,476.50 |
3,701.50 |
775.00 |
17.6% |
45.25 |
1.0% |
90% |
False |
False |
530,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,699.50 |
2.618 |
4,590.25 |
1.618 |
4,523.25 |
1.000 |
4,481.75 |
0.618 |
4,456.25 |
HIGH |
4,414.75 |
0.618 |
4,389.25 |
0.500 |
4,381.25 |
0.382 |
4,373.25 |
LOW |
4,347.75 |
0.618 |
4,306.25 |
1.000 |
4,280.75 |
1.618 |
4,239.25 |
2.618 |
4,172.25 |
4.250 |
4,063.00 |
|
|
Fisher Pivots for day following 19-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,394.75 |
4,410.00 |
PP |
4,388.00 |
4,407.25 |
S1 |
4,381.25 |
4,404.25 |
|