| Trading Metrics calculated at close of trading on 09-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2021 |
09-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,231.5 |
2,245.6 |
14.1 |
0.6% |
2,226.5 |
| High |
2,263.8 |
2,245.6 |
-18.2 |
-0.8% |
2,263.8 |
| Low |
2,227.0 |
2,223.4 |
-3.6 |
-0.2% |
2,181.7 |
| Close |
2,245.9 |
2,232.7 |
-13.2 |
-0.6% |
2,245.9 |
| Range |
36.8 |
22.2 |
-14.6 |
-39.7% |
82.1 |
| ATR |
46.4 |
44.7 |
-1.7 |
-3.7% |
0.0 |
| Volume |
142,606 |
106,742 |
-35,864 |
-25.1% |
790,431 |
|
| Daily Pivots for day following 09-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.5 |
2,288.8 |
2,244.9 |
|
| R3 |
2,278.3 |
2,266.6 |
2,238.8 |
|
| R2 |
2,256.1 |
2,256.1 |
2,236.8 |
|
| R1 |
2,244.4 |
2,244.4 |
2,234.7 |
2,239.2 |
| PP |
2,233.9 |
2,233.9 |
2,233.9 |
2,231.3 |
| S1 |
2,222.2 |
2,222.2 |
2,230.7 |
2,217.0 |
| S2 |
2,211.7 |
2,211.7 |
2,228.6 |
|
| S3 |
2,189.5 |
2,200.0 |
2,226.6 |
|
| S4 |
2,167.3 |
2,177.8 |
2,220.5 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.8 |
2,443.4 |
2,291.1 |
|
| R3 |
2,394.7 |
2,361.3 |
2,268.5 |
|
| R2 |
2,312.6 |
2,312.6 |
2,261.0 |
|
| R1 |
2,279.2 |
2,279.2 |
2,253.4 |
2,295.9 |
| PP |
2,230.5 |
2,230.5 |
2,230.5 |
2,238.8 |
| S1 |
2,197.1 |
2,197.1 |
2,238.4 |
2,213.8 |
| S2 |
2,148.4 |
2,148.4 |
2,230.8 |
|
| S3 |
2,066.3 |
2,115.0 |
2,223.3 |
|
| S4 |
1,984.2 |
2,032.9 |
2,200.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.8 |
2,181.7 |
82.1 |
3.7% |
37.9 |
1.7% |
62% |
False |
False |
144,312 |
| 10 |
2,263.8 |
2,164.1 |
99.7 |
4.5% |
42.4 |
1.9% |
69% |
False |
False |
159,757 |
| 20 |
2,278.4 |
2,100.1 |
178.3 |
8.0% |
48.2 |
2.2% |
74% |
False |
False |
179,056 |
| 40 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
45.5 |
2.0% |
54% |
False |
False |
171,212 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.8 |
1.9% |
54% |
False |
False |
118,384 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.7 |
2.0% |
54% |
False |
False |
88,823 |
| 100 |
2,346.9 |
2,088.9 |
258.0 |
11.6% |
45.6 |
2.0% |
56% |
False |
False |
71,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.0 |
|
2.618 |
2,303.7 |
|
1.618 |
2,281.5 |
|
1.000 |
2,267.8 |
|
0.618 |
2,259.3 |
|
HIGH |
2,245.6 |
|
0.618 |
2,237.1 |
|
0.500 |
2,234.5 |
|
0.382 |
2,231.9 |
|
LOW |
2,223.4 |
|
0.618 |
2,209.7 |
|
1.000 |
2,201.2 |
|
1.618 |
2,187.5 |
|
2.618 |
2,165.3 |
|
4.250 |
2,129.1 |
|
|
| Fisher Pivots for day following 09-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,234.5 |
2,230.3 |
| PP |
2,233.9 |
2,227.9 |
| S1 |
2,233.3 |
2,225.6 |
|