Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,414.00 |
4,417.00 |
3.00 |
0.1% |
4,389.00 |
High |
4,428.25 |
4,432.75 |
4.50 |
0.1% |
4,423.00 |
Low |
4,407.00 |
4,411.00 |
4.00 |
0.1% |
4,355.50 |
Close |
4,419.75 |
4,430.50 |
10.75 |
0.2% |
4,419.50 |
Range |
21.25 |
21.75 |
0.50 |
2.4% |
67.50 |
ATR |
37.06 |
35.97 |
-1.09 |
-3.0% |
0.00 |
Volume |
5,886 |
4,341 |
-1,545 |
-26.2% |
19,361 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,490.00 |
4,482.00 |
4,442.50 |
|
R3 |
4,468.25 |
4,460.25 |
4,436.50 |
|
R2 |
4,446.50 |
4,446.50 |
4,434.50 |
|
R1 |
4,438.50 |
4,438.50 |
4,432.50 |
4,442.50 |
PP |
4,424.75 |
4,424.75 |
4,424.75 |
4,426.75 |
S1 |
4,416.75 |
4,416.75 |
4,428.50 |
4,420.75 |
S2 |
4,403.00 |
4,403.00 |
4,426.50 |
|
S3 |
4,381.25 |
4,395.00 |
4,424.50 |
|
S4 |
4,359.50 |
4,373.25 |
4,418.50 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.75 |
4,578.25 |
4,456.50 |
|
R3 |
4,534.25 |
4,510.75 |
4,438.00 |
|
R2 |
4,466.75 |
4,466.75 |
4,432.00 |
|
R1 |
4,443.25 |
4,443.25 |
4,425.75 |
4,455.00 |
PP |
4,399.25 |
4,399.25 |
4,399.25 |
4,405.25 |
S1 |
4,375.75 |
4,375.75 |
4,413.25 |
4,387.50 |
S2 |
4,331.75 |
4,331.75 |
4,407.00 |
|
S3 |
4,264.25 |
4,308.25 |
4,401.00 |
|
S4 |
4,196.75 |
4,240.75 |
4,382.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,432.75 |
4,384.50 |
48.25 |
1.1% |
21.25 |
0.5% |
95% |
True |
False |
5,368 |
10 |
4,432.75 |
4,355.50 |
77.25 |
1.7% |
29.75 |
0.7% |
97% |
True |
False |
3,731 |
20 |
4,432.75 |
4,214.25 |
218.50 |
4.9% |
39.50 |
0.9% |
99% |
True |
False |
2,670 |
40 |
4,432.75 |
4,117.00 |
315.75 |
7.1% |
39.75 |
0.9% |
99% |
True |
False |
1,982 |
60 |
4,432.75 |
4,036.75 |
396.00 |
8.9% |
39.00 |
0.9% |
99% |
True |
False |
1,392 |
80 |
4,432.75 |
4,011.25 |
421.50 |
9.5% |
41.75 |
0.9% |
99% |
True |
False |
1,095 |
100 |
4,432.75 |
3,824.00 |
608.75 |
13.7% |
41.00 |
0.9% |
100% |
True |
False |
1,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,525.25 |
2.618 |
4,489.75 |
1.618 |
4,468.00 |
1.000 |
4,454.50 |
0.618 |
4,446.25 |
HIGH |
4,432.75 |
0.618 |
4,424.50 |
0.500 |
4,422.00 |
0.382 |
4,419.25 |
LOW |
4,411.00 |
0.618 |
4,397.50 |
1.000 |
4,389.25 |
1.618 |
4,375.75 |
2.618 |
4,354.00 |
4.250 |
4,318.50 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,427.50 |
4,426.25 |
PP |
4,424.75 |
4,422.00 |
S1 |
4,422.00 |
4,417.50 |
|