| 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 |
2,235.8 |
2,237.3 |
1.5 |
0.1% |
2,226.5 |
| High |
2,243.6 |
2,250.0 |
6.4 |
0.3% |
2,263.8 |
| Low |
2,223.4 |
2,215.9 |
-7.5 |
-0.3% |
2,181.7 |
| Close |
2,237.8 |
2,248.7 |
10.9 |
0.5% |
2,245.9 |
| Range |
20.2 |
34.1 |
13.9 |
68.8% |
82.1 |
| ATR |
42.9 |
42.3 |
-0.6 |
-1.5% |
0.0 |
| Volume |
117,886 |
148,546 |
30,660 |
26.0% |
790,431 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,340.5 |
2,328.7 |
2,267.5 |
|
| R3 |
2,306.4 |
2,294.6 |
2,258.1 |
|
| R2 |
2,272.3 |
2,272.3 |
2,255.0 |
|
| R1 |
2,260.5 |
2,260.5 |
2,251.8 |
2,266.4 |
| PP |
2,238.2 |
2,238.2 |
2,238.2 |
2,241.2 |
| S1 |
2,226.4 |
2,226.4 |
2,245.6 |
2,232.3 |
| S2 |
2,204.1 |
2,204.1 |
2,242.4 |
|
| S3 |
2,170.0 |
2,192.3 |
2,239.3 |
|
| S4 |
2,135.9 |
2,158.2 |
2,229.9 |
|
|
| 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% |
32.4 |
1.4% |
80% |
False |
False |
131,625 |
| 10 |
2,263.8 |
2,181.7 |
82.1 |
3.7% |
37.2 |
1.7% |
82% |
False |
False |
149,615 |
| 20 |
2,263.8 |
2,100.1 |
163.7 |
7.3% |
45.7 |
2.0% |
91% |
False |
False |
175,981 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
45.2 |
2.0% |
60% |
False |
False |
165,833 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.3 |
1.9% |
60% |
False |
False |
122,815 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
43.6 |
1.9% |
60% |
False |
False |
92,152 |
| 100 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
44.8 |
2.0% |
62% |
False |
False |
73,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,394.9 |
|
2.618 |
2,339.3 |
|
1.618 |
2,305.2 |
|
1.000 |
2,284.1 |
|
0.618 |
2,271.1 |
|
HIGH |
2,250.0 |
|
0.618 |
2,237.0 |
|
0.500 |
2,233.0 |
|
0.382 |
2,228.9 |
|
LOW |
2,215.9 |
|
0.618 |
2,194.8 |
|
1.000 |
2,181.8 |
|
1.618 |
2,160.7 |
|
2.618 |
2,126.6 |
|
4.250 |
2,071.0 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,243.5 |
2,243.5 |
| PP |
2,238.2 |
2,238.2 |
| S1 |
2,233.0 |
2,233.0 |
|