Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,417.00 |
4,428.75 |
11.75 |
0.3% |
4,389.00 |
High |
4,432.75 |
4,446.00 |
13.25 |
0.3% |
4,423.00 |
Low |
4,411.00 |
4,420.50 |
9.50 |
0.2% |
4,355.50 |
Close |
4,430.50 |
4,444.50 |
14.00 |
0.3% |
4,419.50 |
Range |
21.75 |
25.50 |
3.75 |
17.2% |
67.50 |
ATR |
35.97 |
35.22 |
-0.75 |
-2.1% |
0.00 |
Volume |
4,341 |
4,647 |
306 |
7.0% |
19,361 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,513.50 |
4,504.50 |
4,458.50 |
|
R3 |
4,488.00 |
4,479.00 |
4,451.50 |
|
R2 |
4,462.50 |
4,462.50 |
4,449.25 |
|
R1 |
4,453.50 |
4,453.50 |
4,446.75 |
4,458.00 |
PP |
4,437.00 |
4,437.00 |
4,437.00 |
4,439.25 |
S1 |
4,428.00 |
4,428.00 |
4,442.25 |
4,432.50 |
S2 |
4,411.50 |
4,411.50 |
4,439.75 |
|
S3 |
4,386.00 |
4,402.50 |
4,437.50 |
|
S4 |
4,360.50 |
4,377.00 |
4,430.50 |
|
|
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 |
4,446.00 |
4,402.50 |
43.50 |
1.0% |
20.75 |
0.5% |
97% |
True |
False |
5,713 |
10 |
4,446.00 |
4,355.50 |
90.50 |
2.0% |
28.25 |
0.6% |
98% |
True |
False |
3,897 |
20 |
4,446.00 |
4,214.25 |
231.75 |
5.2% |
39.00 |
0.9% |
99% |
True |
False |
2,857 |
40 |
4,446.00 |
4,117.00 |
329.00 |
7.4% |
39.25 |
0.9% |
100% |
True |
False |
2,062 |
60 |
4,446.00 |
4,036.75 |
409.25 |
9.2% |
38.25 |
0.9% |
100% |
True |
False |
1,469 |
80 |
4,446.00 |
4,011.25 |
434.75 |
9.8% |
41.50 |
0.9% |
100% |
True |
False |
1,152 |
100 |
4,446.00 |
3,824.00 |
622.00 |
14.0% |
40.50 |
0.9% |
100% |
True |
False |
1,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,554.50 |
2.618 |
4,512.75 |
1.618 |
4,487.25 |
1.000 |
4,471.50 |
0.618 |
4,461.75 |
HIGH |
4,446.00 |
0.618 |
4,436.25 |
0.500 |
4,433.25 |
0.382 |
4,430.25 |
LOW |
4,420.50 |
0.618 |
4,404.75 |
1.000 |
4,395.00 |
1.618 |
4,379.25 |
2.618 |
4,353.75 |
4.250 |
4,312.00 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,440.75 |
4,438.50 |
PP |
4,437.00 |
4,432.50 |
S1 |
4,433.25 |
4,426.50 |
|