Trading Metrics calculated at close of trading on 25-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,481.00 |
4,483.50 |
2.50 |
0.1% |
4,456.25 |
High |
4,492.00 |
4,498.00 |
6.00 |
0.1% |
4,476.50 |
Low |
4,476.75 |
4,476.25 |
-0.50 |
0.0% |
4,347.75 |
Close |
4,482.50 |
4,493.00 |
10.50 |
0.2% |
4,437.00 |
Range |
15.25 |
21.75 |
6.50 |
42.6% |
128.75 |
ATR |
41.80 |
40.37 |
-1.43 |
-3.4% |
0.00 |
Volume |
787,503 |
801,106 |
13,603 |
1.7% |
7,828,009 |
|
Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.25 |
4,545.50 |
4,505.00 |
|
R3 |
4,532.50 |
4,523.75 |
4,499.00 |
|
R2 |
4,510.75 |
4,510.75 |
4,497.00 |
|
R1 |
4,502.00 |
4,502.00 |
4,495.00 |
4,506.50 |
PP |
4,489.00 |
4,489.00 |
4,489.00 |
4,491.25 |
S1 |
4,480.25 |
4,480.25 |
4,491.00 |
4,484.50 |
S2 |
4,467.25 |
4,467.25 |
4,489.00 |
|
S3 |
4,445.50 |
4,458.50 |
4,487.00 |
|
S4 |
4,423.75 |
4,436.75 |
4,481.00 |
|
|
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 |
4,498.00 |
4,347.75 |
150.25 |
3.3% |
45.00 |
1.0% |
97% |
True |
False |
1,167,709 |
10 |
4,498.00 |
4,347.75 |
150.25 |
3.3% |
43.50 |
1.0% |
97% |
True |
False |
1,205,327 |
20 |
4,498.00 |
4,347.75 |
150.25 |
3.3% |
37.00 |
0.8% |
97% |
True |
False |
1,121,632 |
40 |
4,498.00 |
4,224.00 |
274.00 |
6.1% |
41.25 |
0.9% |
98% |
True |
False |
1,244,958 |
60 |
4,498.00 |
4,126.75 |
371.25 |
8.3% |
39.50 |
0.9% |
99% |
True |
False |
1,123,125 |
80 |
4,498.00 |
4,020.00 |
478.00 |
10.6% |
43.50 |
1.0% |
99% |
True |
False |
843,665 |
100 |
4,498.00 |
4,020.00 |
478.00 |
10.6% |
41.50 |
0.9% |
99% |
True |
False |
675,190 |
120 |
4,498.00 |
3,777.25 |
720.75 |
16.0% |
43.50 |
1.0% |
99% |
True |
False |
562,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,590.50 |
2.618 |
4,555.00 |
1.618 |
4,533.25 |
1.000 |
4,519.75 |
0.618 |
4,511.50 |
HIGH |
4,498.00 |
0.618 |
4,489.75 |
0.500 |
4,487.00 |
0.382 |
4,484.50 |
LOW |
4,476.25 |
0.618 |
4,462.75 |
1.000 |
4,454.50 |
1.618 |
4,441.00 |
2.618 |
4,419.25 |
4.250 |
4,383.75 |
|
|
Fisher Pivots for day following 25-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,491.00 |
4,484.00 |
PP |
4,489.00 |
4,474.75 |
S1 |
4,487.00 |
4,465.75 |
|