Trading Metrics calculated at close of trading on 17-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,446.00 |
4,461.25 |
15.25 |
0.3% |
4,421.00 |
High |
4,466.00 |
4,461.50 |
-4.50 |
-0.1% |
4,453.00 |
Low |
4,422.50 |
4,402.50 |
-20.00 |
-0.5% |
4,402.50 |
Close |
4,464.00 |
4,433.50 |
-30.50 |
-0.7% |
4,452.50 |
Range |
43.50 |
59.00 |
15.50 |
35.6% |
50.50 |
ATR |
34.22 |
36.17 |
1.95 |
5.7% |
0.00 |
Volume |
2,265 |
2,614 |
349 |
15.4% |
19,066 |
|
Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.50 |
4,580.50 |
4,466.00 |
|
R3 |
4,550.50 |
4,521.50 |
4,449.75 |
|
R2 |
4,491.50 |
4,491.50 |
4,444.25 |
|
R1 |
4,462.50 |
4,462.50 |
4,439.00 |
4,447.50 |
PP |
4,432.50 |
4,432.50 |
4,432.50 |
4,425.00 |
S1 |
4,403.50 |
4,403.50 |
4,428.00 |
4,388.50 |
S2 |
4,373.50 |
4,373.50 |
4,422.75 |
|
S3 |
4,314.50 |
4,344.50 |
4,417.25 |
|
S4 |
4,255.50 |
4,285.50 |
4,401.00 |
|
|
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 |
4,402.50 |
63.50 |
1.4% |
32.25 |
0.7% |
49% |
False |
True |
3,195 |
10 |
4,466.00 |
4,381.75 |
84.25 |
1.9% |
27.00 |
0.6% |
61% |
False |
False |
4,017 |
20 |
4,466.00 |
4,299.75 |
166.25 |
3.7% |
33.50 |
0.8% |
80% |
False |
False |
2,988 |
40 |
4,466.00 |
4,196.50 |
269.50 |
6.1% |
36.75 |
0.8% |
88% |
False |
False |
2,162 |
60 |
4,466.00 |
4,117.00 |
349.00 |
7.9% |
37.25 |
0.8% |
91% |
False |
False |
1,582 |
80 |
4,466.00 |
4,011.25 |
454.75 |
10.3% |
40.75 |
0.9% |
93% |
False |
False |
1,237 |
100 |
4,466.00 |
3,880.00 |
586.00 |
13.2% |
40.00 |
0.9% |
94% |
False |
False |
1,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,712.25 |
2.618 |
4,616.00 |
1.618 |
4,557.00 |
1.000 |
4,520.50 |
0.618 |
4,498.00 |
HIGH |
4,461.50 |
0.618 |
4,439.00 |
0.500 |
4,432.00 |
0.382 |
4,425.00 |
LOW |
4,402.50 |
0.618 |
4,366.00 |
1.000 |
4,343.50 |
1.618 |
4,307.00 |
2.618 |
4,248.00 |
4.250 |
4,151.75 |
|
|
Fisher Pivots for day following 17-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,433.00 |
4,434.25 |
PP |
4,432.50 |
4,434.00 |
S1 |
4,432.00 |
4,433.75 |
|