| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,242.9 |
2,217.0 |
-25.9 |
-1.2% |
2,245.6 |
| High |
2,244.8 |
2,221.1 |
-23.7 |
-1.1% |
2,252.7 |
| Low |
2,218.3 |
2,187.8 |
-30.5 |
-1.4% |
2,215.9 |
| Close |
2,222.2 |
2,201.4 |
-20.8 |
-0.9% |
2,222.2 |
| Range |
26.5 |
33.3 |
6.8 |
25.7% |
36.8 |
| ATR |
40.0 |
39.6 |
-0.4 |
-1.0% |
0.0 |
| Volume |
116,183 |
163,957 |
47,774 |
41.1% |
621,790 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.3 |
2,285.7 |
2,219.7 |
|
| R3 |
2,270.0 |
2,252.4 |
2,210.6 |
|
| R2 |
2,236.7 |
2,236.7 |
2,207.5 |
|
| R1 |
2,219.1 |
2,219.1 |
2,204.5 |
2,211.3 |
| PP |
2,203.4 |
2,203.4 |
2,203.4 |
2,199.5 |
| S1 |
2,185.8 |
2,185.8 |
2,198.3 |
2,178.0 |
| S2 |
2,170.1 |
2,170.1 |
2,195.3 |
|
| S3 |
2,136.8 |
2,152.5 |
2,192.2 |
|
| S4 |
2,103.5 |
2,119.2 |
2,183.1 |
|
|
| 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 |
2,187.8 |
64.9 |
2.9% |
27.6 |
1.3% |
21% |
False |
True |
135,801 |
| 10 |
2,263.8 |
2,181.7 |
82.1 |
3.7% |
32.8 |
1.5% |
24% |
False |
False |
140,056 |
| 20 |
2,263.8 |
2,122.0 |
141.8 |
6.4% |
41.9 |
1.9% |
56% |
False |
False |
160,435 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.2% |
43.4 |
2.0% |
41% |
False |
False |
159,913 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
41.4 |
1.9% |
41% |
False |
False |
129,678 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
42.4 |
1.9% |
41% |
False |
False |
97,306 |
| 100 |
2,346.9 |
2,088.9 |
258.0 |
11.7% |
43.3 |
2.0% |
44% |
False |
False |
77,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,362.6 |
|
2.618 |
2,308.3 |
|
1.618 |
2,275.0 |
|
1.000 |
2,254.4 |
|
0.618 |
2,241.7 |
|
HIGH |
2,221.1 |
|
0.618 |
2,208.4 |
|
0.500 |
2,204.5 |
|
0.382 |
2,200.5 |
|
LOW |
2,187.8 |
|
0.618 |
2,167.2 |
|
1.000 |
2,154.5 |
|
1.618 |
2,133.9 |
|
2.618 |
2,100.6 |
|
4.250 |
2,046.3 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.5 |
2,220.3 |
| PP |
2,203.4 |
2,214.0 |
| S1 |
2,202.4 |
2,207.7 |
|