Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,444.00 |
4,446.00 |
2.00 |
0.0% |
4,421.00 |
High |
4,453.00 |
4,466.00 |
13.00 |
0.3% |
4,453.00 |
Low |
4,441.75 |
4,422.50 |
-19.25 |
-0.4% |
4,402.50 |
Close |
4,452.50 |
4,464.00 |
11.50 |
0.3% |
4,452.50 |
Range |
11.25 |
43.50 |
32.25 |
286.7% |
50.50 |
ATR |
33.51 |
34.22 |
0.71 |
2.1% |
0.00 |
Volume |
2,111 |
2,265 |
154 |
7.3% |
19,066 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,581.25 |
4,566.25 |
4,488.00 |
|
R3 |
4,537.75 |
4,522.75 |
4,476.00 |
|
R2 |
4,494.25 |
4,494.25 |
4,472.00 |
|
R1 |
4,479.25 |
4,479.25 |
4,468.00 |
4,486.75 |
PP |
4,450.75 |
4,450.75 |
4,450.75 |
4,454.50 |
S1 |
4,435.75 |
4,435.75 |
4,460.00 |
4,443.25 |
S2 |
4,407.25 |
4,407.25 |
4,456.00 |
|
S3 |
4,363.75 |
4,392.25 |
4,452.00 |
|
S4 |
4,320.25 |
4,348.75 |
4,440.00 |
|
|
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 |
4,466.00 |
4,407.00 |
59.00 |
1.3% |
24.75 |
0.6% |
97% |
True |
False |
3,850 |
10 |
4,466.00 |
4,355.50 |
110.50 |
2.5% |
26.00 |
0.6% |
98% |
True |
False |
3,883 |
20 |
4,466.00 |
4,243.00 |
223.00 |
5.0% |
34.25 |
0.8% |
99% |
True |
False |
2,931 |
40 |
4,466.00 |
4,117.00 |
349.00 |
7.8% |
37.75 |
0.8% |
99% |
True |
False |
2,115 |
60 |
4,466.00 |
4,117.00 |
349.00 |
7.8% |
36.75 |
0.8% |
99% |
True |
False |
1,540 |
80 |
4,466.00 |
4,011.25 |
454.75 |
10.2% |
40.75 |
0.9% |
100% |
True |
False |
1,204 |
100 |
4,466.00 |
3,824.00 |
642.00 |
14.4% |
40.25 |
0.9% |
100% |
True |
False |
1,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,651.00 |
2.618 |
4,580.00 |
1.618 |
4,536.50 |
1.000 |
4,509.50 |
0.618 |
4,493.00 |
HIGH |
4,466.00 |
0.618 |
4,449.50 |
0.500 |
4,444.25 |
0.382 |
4,439.00 |
LOW |
4,422.50 |
0.618 |
4,395.50 |
1.000 |
4,379.00 |
1.618 |
4,352.00 |
2.618 |
4,308.50 |
4.250 |
4,237.50 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,457.50 |
4,457.00 |
PP |
4,450.75 |
4,450.25 |
S1 |
4,444.25 |
4,443.25 |
|