| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,248.9 |
2,242.9 |
-6.0 |
-0.3% |
2,245.6 |
| High |
2,252.7 |
2,244.8 |
-7.9 |
-0.4% |
2,252.7 |
| Low |
2,228.6 |
2,218.3 |
-10.3 |
-0.5% |
2,215.9 |
| Close |
2,242.5 |
2,222.2 |
-20.3 |
-0.9% |
2,222.2 |
| Range |
24.1 |
26.5 |
2.4 |
10.0% |
36.8 |
| ATR |
41.0 |
40.0 |
-1.0 |
-2.5% |
0.0 |
| Volume |
132,433 |
116,183 |
-16,250 |
-12.3% |
621,790 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.9 |
2,291.6 |
2,236.8 |
|
| R3 |
2,281.4 |
2,265.1 |
2,229.5 |
|
| R2 |
2,254.9 |
2,254.9 |
2,227.1 |
|
| R1 |
2,238.6 |
2,238.6 |
2,224.6 |
2,233.5 |
| PP |
2,228.4 |
2,228.4 |
2,228.4 |
2,225.9 |
| S1 |
2,212.1 |
2,212.1 |
2,219.8 |
2,207.0 |
| S2 |
2,201.9 |
2,201.9 |
2,217.3 |
|
| S3 |
2,175.4 |
2,185.6 |
2,214.9 |
|
| S4 |
2,148.9 |
2,159.1 |
2,207.6 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,340.7 |
2,318.2 |
2,242.4 |
|
| R3 |
2,303.9 |
2,281.4 |
2,232.3 |
|
| R2 |
2,267.1 |
2,267.1 |
2,228.9 |
|
| R1 |
2,244.6 |
2,244.6 |
2,225.6 |
2,237.5 |
| PP |
2,230.3 |
2,230.3 |
2,230.3 |
2,226.7 |
| S1 |
2,207.8 |
2,207.8 |
2,218.8 |
2,200.7 |
| S2 |
2,193.5 |
2,193.5 |
2,215.5 |
|
| S3 |
2,156.7 |
2,171.0 |
2,212.1 |
|
| S4 |
2,119.9 |
2,134.2 |
2,202.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,252.7 |
2,215.9 |
36.8 |
1.7% |
25.4 |
1.1% |
17% |
False |
False |
124,358 |
| 10 |
2,263.8 |
2,181.7 |
82.1 |
3.7% |
34.4 |
1.5% |
49% |
False |
False |
141,222 |
| 20 |
2,263.8 |
2,100.1 |
163.7 |
7.4% |
43.3 |
1.9% |
75% |
False |
False |
167,741 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.1% |
44.3 |
2.0% |
50% |
False |
False |
162,126 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
41.5 |
1.9% |
49% |
False |
False |
126,948 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.5 |
1.9% |
49% |
False |
False |
95,258 |
| 100 |
2,346.9 |
2,088.9 |
258.0 |
11.6% |
43.9 |
2.0% |
52% |
False |
False |
76,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,357.4 |
|
2.618 |
2,314.2 |
|
1.618 |
2,287.7 |
|
1.000 |
2,271.3 |
|
0.618 |
2,261.2 |
|
HIGH |
2,244.8 |
|
0.618 |
2,234.7 |
|
0.500 |
2,231.6 |
|
0.382 |
2,228.4 |
|
LOW |
2,218.3 |
|
0.618 |
2,201.9 |
|
1.000 |
2,191.8 |
|
1.618 |
2,175.4 |
|
2.618 |
2,148.9 |
|
4.250 |
2,105.7 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.6 |
2,234.3 |
| PP |
2,228.4 |
2,230.3 |
| S1 |
2,225.3 |
2,226.2 |
|