Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,435.00 |
4,481.00 |
46.00 |
1.0% |
4,456.25 |
High |
4,485.75 |
4,492.00 |
6.25 |
0.1% |
4,476.50 |
Low |
4,433.50 |
4,476.75 |
43.25 |
1.0% |
4,347.75 |
Close |
4,475.50 |
4,482.50 |
7.00 |
0.2% |
4,437.00 |
Range |
52.25 |
15.25 |
-37.00 |
-70.8% |
128.75 |
ATR |
43.75 |
41.80 |
-1.95 |
-4.4% |
0.00 |
Volume |
997,026 |
787,503 |
-209,523 |
-21.0% |
7,828,009 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,529.50 |
4,521.25 |
4,491.00 |
|
R3 |
4,514.25 |
4,506.00 |
4,486.75 |
|
R2 |
4,499.00 |
4,499.00 |
4,485.25 |
|
R1 |
4,490.75 |
4,490.75 |
4,484.00 |
4,495.00 |
PP |
4,483.75 |
4,483.75 |
4,483.75 |
4,485.75 |
S1 |
4,475.50 |
4,475.50 |
4,481.00 |
4,479.50 |
S2 |
4,468.50 |
4,468.50 |
4,479.75 |
|
S3 |
4,453.25 |
4,460.25 |
4,478.25 |
|
S4 |
4,438.00 |
4,445.00 |
4,474.00 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.75 |
4,750.50 |
4,507.75 |
|
R3 |
4,678.00 |
4,621.75 |
4,472.50 |
|
R2 |
4,549.25 |
4,549.25 |
4,460.50 |
|
R1 |
4,493.00 |
4,493.00 |
4,448.75 |
4,456.75 |
PP |
4,420.50 |
4,420.50 |
4,420.50 |
4,402.25 |
S1 |
4,364.25 |
4,364.25 |
4,425.25 |
4,328.00 |
S2 |
4,291.75 |
4,291.75 |
4,413.50 |
|
S3 |
4,163.00 |
4,235.50 |
4,401.50 |
|
S4 |
4,034.25 |
4,106.75 |
4,366.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,492.00 |
4,347.75 |
144.25 |
3.2% |
54.25 |
1.2% |
93% |
True |
False |
1,316,690 |
10 |
4,492.00 |
4,347.75 |
144.25 |
3.2% |
43.75 |
1.0% |
93% |
True |
False |
1,225,322 |
20 |
4,492.00 |
4,347.75 |
144.25 |
3.2% |
37.50 |
0.8% |
93% |
True |
False |
1,142,642 |
40 |
4,492.00 |
4,224.00 |
268.00 |
6.0% |
41.25 |
0.9% |
96% |
True |
False |
1,243,467 |
60 |
4,492.00 |
4,126.75 |
365.25 |
8.1% |
39.75 |
0.9% |
97% |
True |
False |
1,110,020 |
80 |
4,492.00 |
4,020.00 |
472.00 |
10.5% |
43.50 |
1.0% |
98% |
True |
False |
833,694 |
100 |
4,492.00 |
4,011.00 |
481.00 |
10.7% |
42.00 |
0.9% |
98% |
True |
False |
667,188 |
120 |
4,492.00 |
3,709.25 |
782.75 |
17.5% |
44.50 |
1.0% |
99% |
True |
False |
556,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,556.75 |
2.618 |
4,532.00 |
1.618 |
4,516.75 |
1.000 |
4,507.25 |
0.618 |
4,501.50 |
HIGH |
4,492.00 |
0.618 |
4,486.25 |
0.500 |
4,484.50 |
0.382 |
4,482.50 |
LOW |
4,476.75 |
0.618 |
4,467.25 |
1.000 |
4,461.50 |
1.618 |
4,452.00 |
2.618 |
4,436.75 |
4.250 |
4,412.00 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,484.50 |
4,465.50 |
PP |
4,483.75 |
4,448.75 |
S1 |
4,483.00 |
4,432.00 |
|