Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,070.8510 |
3,156.2040 |
85.3530 |
2.8% |
2,422.1980 |
High |
3,231.1230 |
3,267.3050 |
36.1820 |
1.1% |
2,946.4310 |
Low |
3,042.7220 |
3,124.8210 |
82.0990 |
2.7% |
2,419.9240 |
Close |
3,155.8620 |
3,235.7990 |
79.9370 |
2.5% |
2,913.7480 |
Range |
188.4010 |
142.4840 |
-45.9170 |
-24.4% |
526.5070 |
ATR |
210.1943 |
205.3579 |
-4.8365 |
-2.3% |
0.0000 |
Volume |
1,400,845 |
1,369,800 |
-31,045 |
-2.2% |
6,981,069 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,636.7603 |
3,578.7637 |
3,314.1652 |
|
R3 |
3,494.2763 |
3,436.2797 |
3,274.9821 |
|
R2 |
3,351.7923 |
3,351.7923 |
3,261.9211 |
|
R1 |
3,293.7957 |
3,293.7957 |
3,248.8600 |
3,322.7940 |
PP |
3,209.3083 |
3,209.3083 |
3,209.3083 |
3,223.8075 |
S1 |
3,151.3117 |
3,151.3117 |
3,222.7380 |
3,180.3100 |
S2 |
3,066.8243 |
3,066.8243 |
3,209.6769 |
|
S3 |
2,924.3403 |
3,008.8277 |
3,196.6159 |
|
S4 |
2,781.8563 |
2,866.3437 |
3,157.4328 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,339.5553 |
4,153.1587 |
3,203.3269 |
|
R3 |
3,813.0483 |
3,626.6517 |
3,058.5374 |
|
R2 |
3,286.5413 |
3,286.5413 |
3,010.2743 |
|
R1 |
3,100.1447 |
3,100.1447 |
2,962.0111 |
3,193.3430 |
PP |
2,760.0343 |
2,760.0343 |
2,760.0343 |
2,806.6335 |
S1 |
2,573.6377 |
2,573.6377 |
2,865.4849 |
2,666.8360 |
S2 |
2,233.5273 |
2,233.5273 |
2,817.2217 |
|
S3 |
1,707.0203 |
2,047.1307 |
2,768.9586 |
|
S4 |
1,180.5133 |
1,520.6237 |
2,624.1692 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,267.3050 |
2,544.1200 |
723.1850 |
22.3% |
230.4230 |
7.1% |
96% |
True |
False |
1,458,251 |
10 |
3,267.3050 |
2,269.0400 |
998.2650 |
30.9% |
209.1161 |
6.5% |
97% |
True |
False |
1,329,211 |
20 |
3,267.3050 |
1,721.5890 |
1,545.7160 |
47.8% |
188.1159 |
5.8% |
98% |
True |
False |
1,288,368 |
40 |
3,267.3050 |
1,709.6900 |
1,557.6150 |
48.1% |
194.8558 |
6.0% |
98% |
True |
False |
1,325,638 |
60 |
3,560.4720 |
1,709.6900 |
1,850.7820 |
57.2% |
266.8067 |
8.2% |
82% |
False |
False |
1,340,578 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
82.2% |
295.1692 |
9.1% |
57% |
False |
False |
1,285,300 |
100 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
87.2% |
266.5602 |
8.2% |
60% |
False |
False |
1,151,882 |
120 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
95.1% |
251.9402 |
7.8% |
63% |
False |
False |
1,108,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,872.8620 |
2.618 |
3,640.3281 |
1.618 |
3,497.8441 |
1.000 |
3,409.7890 |
0.618 |
3,355.3601 |
HIGH |
3,267.3050 |
0.618 |
3,212.8761 |
0.500 |
3,196.0630 |
0.382 |
3,179.2499 |
LOW |
3,124.8210 |
0.618 |
3,036.7659 |
1.000 |
2,982.3370 |
1.618 |
2,894.2819 |
2.618 |
2,751.7979 |
4.250 |
2,519.2640 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,222.5537 |
3,179.6508 |
PP |
3,209.3083 |
3,123.5027 |
S1 |
3,196.0630 |
3,067.3545 |
|