| Trading Metrics calculated at close of trading on 10-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2021 |
10-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,245.6 |
2,235.8 |
-9.8 |
-0.4% |
2,226.5 |
| High |
2,245.6 |
2,243.6 |
-2.0 |
-0.1% |
2,263.8 |
| Low |
2,223.4 |
2,223.4 |
0.0 |
0.0% |
2,181.7 |
| Close |
2,232.7 |
2,237.8 |
5.1 |
0.2% |
2,245.9 |
| Range |
22.2 |
20.2 |
-2.0 |
-9.0% |
82.1 |
| ATR |
44.7 |
42.9 |
-1.7 |
-3.9% |
0.0 |
| Volume |
106,742 |
117,886 |
11,144 |
10.4% |
790,431 |
|
| Daily Pivots for day following 10-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,295.5 |
2,286.9 |
2,248.9 |
|
| R3 |
2,275.3 |
2,266.7 |
2,243.4 |
|
| R2 |
2,255.1 |
2,255.1 |
2,241.5 |
|
| R1 |
2,246.5 |
2,246.5 |
2,239.7 |
2,250.8 |
| PP |
2,234.9 |
2,234.9 |
2,234.9 |
2,237.1 |
| S1 |
2,226.3 |
2,226.3 |
2,235.9 |
2,230.6 |
| S2 |
2,214.7 |
2,214.7 |
2,234.1 |
|
| S3 |
2,194.5 |
2,206.1 |
2,232.2 |
|
| S4 |
2,174.3 |
2,185.9 |
2,226.7 |
|
|
| 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 |
2,187.3 |
76.5 |
3.4% |
32.5 |
1.5% |
66% |
False |
False |
133,248 |
| 10 |
2,263.8 |
2,179.8 |
84.0 |
3.8% |
39.6 |
1.8% |
69% |
False |
False |
152,977 |
| 20 |
2,263.8 |
2,100.1 |
163.7 |
7.3% |
46.9 |
2.1% |
84% |
False |
False |
177,399 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
45.2 |
2.0% |
56% |
False |
False |
167,597 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.3 |
1.9% |
56% |
False |
False |
120,343 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
43.7 |
2.0% |
56% |
False |
False |
90,296 |
| 100 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
45.0 |
2.0% |
58% |
False |
False |
72,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,329.5 |
|
2.618 |
2,296.5 |
|
1.618 |
2,276.3 |
|
1.000 |
2,263.8 |
|
0.618 |
2,256.1 |
|
HIGH |
2,243.6 |
|
0.618 |
2,235.9 |
|
0.500 |
2,233.5 |
|
0.382 |
2,231.1 |
|
LOW |
2,223.4 |
|
0.618 |
2,210.9 |
|
1.000 |
2,203.2 |
|
1.618 |
2,190.7 |
|
2.618 |
2,170.5 |
|
4.250 |
2,137.6 |
|
|
| Fisher Pivots for day following 10-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.4 |
2,243.6 |
| PP |
2,234.9 |
2,241.7 |
| S1 |
2,233.5 |
2,239.7 |
|