Trading Metrics calculated at close of trading on 18-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,461.25 |
4,428.00 |
-33.25 |
-0.7% |
4,421.00 |
High |
4,461.50 |
4,439.25 |
-22.25 |
-0.5% |
4,453.00 |
Low |
4,402.50 |
4,371.50 |
-31.00 |
-0.7% |
4,402.50 |
Close |
4,433.50 |
4,384.50 |
-49.00 |
-1.1% |
4,452.50 |
Range |
59.00 |
67.75 |
8.75 |
14.8% |
50.50 |
ATR |
36.17 |
38.43 |
2.26 |
6.2% |
0.00 |
Volume |
2,614 |
6,246 |
3,632 |
138.9% |
19,066 |
|
Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.75 |
4,560.75 |
4,421.75 |
|
R3 |
4,534.00 |
4,493.00 |
4,403.25 |
|
R2 |
4,466.25 |
4,466.25 |
4,397.00 |
|
R1 |
4,425.25 |
4,425.25 |
4,390.75 |
4,412.00 |
PP |
4,398.50 |
4,398.50 |
4,398.50 |
4,391.75 |
S1 |
4,357.50 |
4,357.50 |
4,378.25 |
4,344.00 |
S2 |
4,330.75 |
4,330.75 |
4,372.00 |
|
S3 |
4,263.00 |
4,289.75 |
4,365.75 |
|
S4 |
4,195.25 |
4,222.00 |
4,347.25 |
|
|
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 |
4,466.00 |
4,371.50 |
94.50 |
2.2% |
41.50 |
0.9% |
14% |
False |
True |
3,576 |
10 |
4,466.00 |
4,371.50 |
94.50 |
2.2% |
31.25 |
0.7% |
14% |
False |
True |
4,472 |
20 |
4,466.00 |
4,331.00 |
135.00 |
3.1% |
34.75 |
0.8% |
40% |
False |
False |
3,242 |
40 |
4,466.00 |
4,214.25 |
251.75 |
5.7% |
37.50 |
0.9% |
68% |
False |
False |
2,302 |
60 |
4,466.00 |
4,117.00 |
349.00 |
8.0% |
37.25 |
0.9% |
77% |
False |
False |
1,685 |
80 |
4,466.00 |
4,011.25 |
454.75 |
10.4% |
41.25 |
0.9% |
82% |
False |
False |
1,315 |
100 |
4,466.00 |
3,910.50 |
555.50 |
12.7% |
40.25 |
0.9% |
85% |
False |
False |
1,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,727.25 |
2.618 |
4,616.50 |
1.618 |
4,548.75 |
1.000 |
4,507.00 |
0.618 |
4,481.00 |
HIGH |
4,439.25 |
0.618 |
4,413.25 |
0.500 |
4,405.50 |
0.382 |
4,397.50 |
LOW |
4,371.50 |
0.618 |
4,329.75 |
1.000 |
4,303.75 |
1.618 |
4,262.00 |
2.618 |
4,194.25 |
4.250 |
4,083.50 |
|
|
Fisher Pivots for day following 18-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,405.50 |
4,418.75 |
PP |
4,398.50 |
4,407.25 |
S1 |
4,391.50 |
4,396.00 |
|