Trading Metrics calculated at close of trading on 20-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,381.00 |
4,393.25 |
12.25 |
0.3% |
4,446.00 |
High |
4,405.50 |
4,430.75 |
25.25 |
0.6% |
4,466.00 |
Low |
4,338.50 |
4,362.50 |
24.00 |
0.6% |
4,338.50 |
Close |
4,391.50 |
4,427.00 |
35.50 |
0.8% |
4,427.00 |
Range |
67.00 |
68.25 |
1.25 |
1.9% |
127.50 |
ATR |
40.47 |
42.45 |
1.98 |
4.9% |
0.00 |
Volume |
7,631 |
4,504 |
-3,127 |
-41.0% |
23,260 |
|
Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,611.50 |
4,587.50 |
4,464.50 |
|
R3 |
4,543.25 |
4,519.25 |
4,445.75 |
|
R2 |
4,475.00 |
4,475.00 |
4,439.50 |
|
R1 |
4,451.00 |
4,451.00 |
4,433.25 |
4,463.00 |
PP |
4,406.75 |
4,406.75 |
4,406.75 |
4,412.75 |
S1 |
4,382.75 |
4,382.75 |
4,420.75 |
4,394.75 |
S2 |
4,338.50 |
4,338.50 |
4,414.50 |
|
S3 |
4,270.25 |
4,314.50 |
4,408.25 |
|
S4 |
4,202.00 |
4,246.25 |
4,389.50 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,793.00 |
4,737.50 |
4,497.00 |
|
R3 |
4,665.50 |
4,610.00 |
4,462.00 |
|
R2 |
4,538.00 |
4,538.00 |
4,450.50 |
|
R1 |
4,482.50 |
4,482.50 |
4,438.75 |
4,446.50 |
PP |
4,410.50 |
4,410.50 |
4,410.50 |
4,392.50 |
S1 |
4,355.00 |
4,355.00 |
4,415.25 |
4,319.00 |
S2 |
4,283.00 |
4,283.00 |
4,403.50 |
|
S3 |
4,155.50 |
4,227.50 |
4,392.00 |
|
S4 |
4,028.00 |
4,100.00 |
4,357.00 |
|
|
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 |
4,338.50 |
127.50 |
2.9% |
61.00 |
1.4% |
69% |
False |
False |
4,652 |
10 |
4,466.00 |
4,338.50 |
127.50 |
2.9% |
40.50 |
0.9% |
69% |
False |
False |
4,232 |
20 |
4,466.00 |
4,338.50 |
127.50 |
2.9% |
38.00 |
0.9% |
69% |
False |
False |
3,695 |
40 |
4,466.00 |
4,214.25 |
251.75 |
5.7% |
39.75 |
0.9% |
85% |
False |
False |
2,525 |
60 |
4,466.00 |
4,117.00 |
349.00 |
7.9% |
38.75 |
0.9% |
89% |
False |
False |
1,881 |
80 |
4,466.00 |
4,011.25 |
454.75 |
10.3% |
42.50 |
1.0% |
91% |
False |
False |
1,466 |
100 |
4,466.00 |
3,923.00 |
543.00 |
12.3% |
40.75 |
0.9% |
93% |
False |
False |
1,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,720.75 |
2.618 |
4,609.50 |
1.618 |
4,541.25 |
1.000 |
4,499.00 |
0.618 |
4,473.00 |
HIGH |
4,430.75 |
0.618 |
4,404.75 |
0.500 |
4,396.50 |
0.382 |
4,388.50 |
LOW |
4,362.50 |
0.618 |
4,320.25 |
1.000 |
4,294.25 |
1.618 |
4,252.00 |
2.618 |
4,183.75 |
4.250 |
4,072.50 |
|
|
Fisher Pivots for day following 20-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,417.00 |
4,414.25 |
PP |
4,406.75 |
4,401.50 |
S1 |
4,396.50 |
4,389.00 |
|