Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,393.25 |
4,426.00 |
32.75 |
0.7% |
4,446.00 |
High |
4,430.75 |
4,476.75 |
46.00 |
1.0% |
4,466.00 |
Low |
4,362.50 |
4,424.50 |
62.00 |
1.4% |
4,338.50 |
Close |
4,427.00 |
4,465.50 |
38.50 |
0.9% |
4,427.00 |
Range |
68.25 |
52.25 |
-16.00 |
-23.4% |
127.50 |
ATR |
42.45 |
43.15 |
0.70 |
1.6% |
0.00 |
Volume |
4,504 |
8,699 |
4,195 |
93.1% |
23,260 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,612.25 |
4,591.25 |
4,494.25 |
|
R3 |
4,560.00 |
4,539.00 |
4,479.75 |
|
R2 |
4,507.75 |
4,507.75 |
4,475.00 |
|
R1 |
4,486.75 |
4,486.75 |
4,470.25 |
4,497.25 |
PP |
4,455.50 |
4,455.50 |
4,455.50 |
4,461.00 |
S1 |
4,434.50 |
4,434.50 |
4,460.75 |
4,445.00 |
S2 |
4,403.25 |
4,403.25 |
4,456.00 |
|
S3 |
4,351.00 |
4,382.25 |
4,451.25 |
|
S4 |
4,298.75 |
4,330.00 |
4,436.75 |
|
|
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 |
4,476.75 |
4,338.50 |
138.25 |
3.1% |
62.75 |
1.4% |
92% |
True |
False |
5,938 |
10 |
4,476.75 |
4,338.50 |
138.25 |
3.1% |
43.75 |
1.0% |
92% |
True |
False |
4,894 |
20 |
4,476.75 |
4,338.50 |
138.25 |
3.1% |
38.50 |
0.9% |
92% |
True |
False |
4,040 |
40 |
4,476.75 |
4,214.25 |
262.50 |
5.9% |
40.50 |
0.9% |
96% |
True |
False |
2,729 |
60 |
4,476.75 |
4,117.00 |
359.75 |
8.1% |
39.00 |
0.9% |
97% |
True |
False |
2,025 |
80 |
4,476.75 |
4,011.25 |
465.50 |
10.4% |
42.75 |
1.0% |
98% |
True |
False |
1,574 |
100 |
4,476.75 |
3,946.00 |
530.75 |
11.9% |
41.00 |
0.9% |
98% |
True |
False |
1,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,698.75 |
2.618 |
4,613.50 |
1.618 |
4,561.25 |
1.000 |
4,529.00 |
0.618 |
4,509.00 |
HIGH |
4,476.75 |
0.618 |
4,456.75 |
0.500 |
4,450.50 |
0.382 |
4,444.50 |
LOW |
4,424.50 |
0.618 |
4,392.25 |
1.000 |
4,372.25 |
1.618 |
4,340.00 |
2.618 |
4,287.75 |
4.250 |
4,202.50 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,460.50 |
4,446.25 |
PP |
4,455.50 |
4,427.00 |
S1 |
4,450.50 |
4,407.50 |
|