Trading Metrics calculated at close of trading on 13-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,428.75 |
4,444.00 |
15.25 |
0.3% |
4,421.00 |
High |
4,446.00 |
4,453.00 |
7.00 |
0.2% |
4,453.00 |
Low |
4,420.50 |
4,441.75 |
21.25 |
0.5% |
4,402.50 |
Close |
4,444.50 |
4,452.50 |
8.00 |
0.2% |
4,452.50 |
Range |
25.50 |
11.25 |
-14.25 |
-55.9% |
50.50 |
ATR |
35.22 |
33.51 |
-1.71 |
-4.9% |
0.00 |
Volume |
4,647 |
2,111 |
-2,536 |
-54.6% |
19,066 |
|
Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,482.75 |
4,479.00 |
4,458.75 |
|
R3 |
4,471.50 |
4,467.75 |
4,455.50 |
|
R2 |
4,460.25 |
4,460.25 |
4,454.50 |
|
R1 |
4,456.50 |
4,456.50 |
4,453.50 |
4,458.50 |
PP |
4,449.00 |
4,449.00 |
4,449.00 |
4,450.00 |
S1 |
4,445.25 |
4,445.25 |
4,451.50 |
4,447.00 |
S2 |
4,437.75 |
4,437.75 |
4,450.50 |
|
S3 |
4,426.50 |
4,434.00 |
4,449.50 |
|
S4 |
4,415.25 |
4,422.75 |
4,446.25 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,587.50 |
4,570.50 |
4,480.25 |
|
R3 |
4,537.00 |
4,520.00 |
4,466.50 |
|
R2 |
4,486.50 |
4,486.50 |
4,461.75 |
|
R1 |
4,469.50 |
4,469.50 |
4,457.25 |
4,478.00 |
PP |
4,436.00 |
4,436.00 |
4,436.00 |
4,440.25 |
S1 |
4,419.00 |
4,419.00 |
4,447.75 |
4,427.50 |
S2 |
4,385.50 |
4,385.50 |
4,443.25 |
|
S3 |
4,335.00 |
4,368.50 |
4,438.50 |
|
S4 |
4,284.50 |
4,318.00 |
4,424.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,453.00 |
4,402.50 |
50.50 |
1.1% |
19.75 |
0.4% |
99% |
True |
False |
3,813 |
10 |
4,453.00 |
4,355.50 |
97.50 |
2.2% |
26.00 |
0.6% |
99% |
True |
False |
3,842 |
20 |
4,453.00 |
4,214.25 |
238.75 |
5.4% |
37.00 |
0.8% |
100% |
True |
False |
2,920 |
40 |
4,453.00 |
4,117.00 |
336.00 |
7.5% |
38.50 |
0.9% |
100% |
True |
False |
2,082 |
60 |
4,453.00 |
4,065.00 |
388.00 |
8.7% |
37.50 |
0.8% |
100% |
True |
False |
1,503 |
80 |
4,453.00 |
4,011.25 |
441.75 |
9.9% |
40.75 |
0.9% |
100% |
True |
False |
1,178 |
100 |
4,453.00 |
3,824.00 |
629.00 |
14.1% |
40.25 |
0.9% |
100% |
True |
False |
1,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,500.75 |
2.618 |
4,482.50 |
1.618 |
4,471.25 |
1.000 |
4,464.25 |
0.618 |
4,460.00 |
HIGH |
4,453.00 |
0.618 |
4,448.75 |
0.500 |
4,447.50 |
0.382 |
4,446.00 |
LOW |
4,441.75 |
0.618 |
4,434.75 |
1.000 |
4,430.50 |
1.618 |
4,423.50 |
2.618 |
4,412.25 |
4.250 |
4,394.00 |
|
|
Fisher Pivots for day following 13-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,450.75 |
4,445.75 |
PP |
4,449.00 |
4,438.75 |
S1 |
4,447.50 |
4,432.00 |
|