| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,237.3 |
2,248.9 |
11.6 |
0.5% |
2,226.5 |
| High |
2,250.0 |
2,252.7 |
2.7 |
0.1% |
2,263.8 |
| Low |
2,215.9 |
2,228.6 |
12.7 |
0.6% |
2,181.7 |
| Close |
2,248.7 |
2,242.5 |
-6.2 |
-0.3% |
2,245.9 |
| Range |
34.1 |
24.1 |
-10.0 |
-29.3% |
82.1 |
| ATR |
42.3 |
41.0 |
-1.3 |
-3.1% |
0.0 |
| Volume |
148,546 |
132,433 |
-16,113 |
-10.8% |
790,431 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.6 |
2,302.1 |
2,255.8 |
|
| R3 |
2,289.5 |
2,278.0 |
2,249.1 |
|
| R2 |
2,265.4 |
2,265.4 |
2,246.9 |
|
| R1 |
2,253.9 |
2,253.9 |
2,244.7 |
2,247.6 |
| PP |
2,241.3 |
2,241.3 |
2,241.3 |
2,238.1 |
| S1 |
2,229.8 |
2,229.8 |
2,240.3 |
2,223.5 |
| S2 |
2,217.2 |
2,217.2 |
2,238.1 |
|
| S3 |
2,193.1 |
2,205.7 |
2,235.9 |
|
| S4 |
2,169.0 |
2,181.6 |
2,229.2 |
|
|
| 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 |
2,215.9 |
47.9 |
2.1% |
27.5 |
1.2% |
56% |
False |
False |
129,642 |
| 10 |
2,263.8 |
2,181.7 |
82.1 |
3.7% |
35.6 |
1.6% |
74% |
False |
False |
147,069 |
| 20 |
2,263.8 |
2,100.1 |
163.7 |
7.3% |
44.8 |
2.0% |
87% |
False |
False |
171,384 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
45.1 |
2.0% |
58% |
False |
False |
164,602 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.0 |
1.9% |
58% |
False |
False |
125,018 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
43.1 |
1.9% |
58% |
False |
False |
93,806 |
| 100 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
44.6 |
2.0% |
60% |
False |
False |
75,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,355.1 |
|
2.618 |
2,315.8 |
|
1.618 |
2,291.7 |
|
1.000 |
2,276.8 |
|
0.618 |
2,267.6 |
|
HIGH |
2,252.7 |
|
0.618 |
2,243.5 |
|
0.500 |
2,240.7 |
|
0.382 |
2,237.8 |
|
LOW |
2,228.6 |
|
0.618 |
2,213.7 |
|
1.000 |
2,204.5 |
|
1.618 |
2,189.6 |
|
2.618 |
2,165.5 |
|
4.250 |
2,126.2 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.9 |
2,239.8 |
| PP |
2,241.3 |
2,237.0 |
| S1 |
2,240.7 |
2,234.3 |
|