| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,201.0 |
2,171.6 |
-29.4 |
-1.3% |
2,245.6 |
| High |
2,202.1 |
2,191.3 |
-10.8 |
-0.5% |
2,252.7 |
| Low |
2,148.1 |
2,143.6 |
-4.5 |
-0.2% |
2,215.9 |
| Close |
2,174.4 |
2,155.0 |
-19.4 |
-0.9% |
2,222.2 |
| Range |
54.0 |
47.7 |
-6.3 |
-11.7% |
36.8 |
| ATR |
40.6 |
41.1 |
0.5 |
1.2% |
0.0 |
| Volume |
249,476 |
202,092 |
-47,384 |
-19.0% |
621,790 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.4 |
2,278.4 |
2,181.2 |
|
| R3 |
2,258.7 |
2,230.7 |
2,168.1 |
|
| R2 |
2,211.0 |
2,211.0 |
2,163.7 |
|
| R1 |
2,183.0 |
2,183.0 |
2,159.4 |
2,173.2 |
| PP |
2,163.3 |
2,163.3 |
2,163.3 |
2,158.4 |
| S1 |
2,135.3 |
2,135.3 |
2,150.6 |
2,125.5 |
| S2 |
2,115.6 |
2,115.6 |
2,146.3 |
|
| S3 |
2,067.9 |
2,087.6 |
2,141.9 |
|
| S4 |
2,020.2 |
2,039.9 |
2,128.8 |
|
|
| 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 |
2,143.6 |
109.1 |
5.1% |
37.1 |
1.7% |
10% |
False |
True |
172,828 |
| 10 |
2,263.8 |
2,143.6 |
120.2 |
5.6% |
34.7 |
1.6% |
9% |
False |
True |
152,226 |
| 20 |
2,263.8 |
2,143.6 |
120.2 |
5.6% |
40.5 |
1.9% |
9% |
False |
True |
161,008 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.4% |
43.0 |
2.0% |
22% |
False |
False |
163,837 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.5% |
42.0 |
1.9% |
22% |
False |
False |
137,195 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.5% |
42.8 |
2.0% |
22% |
False |
False |
102,950 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.5% |
42.9 |
2.0% |
22% |
False |
False |
82,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,394.0 |
|
2.618 |
2,316.2 |
|
1.618 |
2,268.5 |
|
1.000 |
2,239.0 |
|
0.618 |
2,220.8 |
|
HIGH |
2,191.3 |
|
0.618 |
2,173.1 |
|
0.500 |
2,167.5 |
|
0.382 |
2,161.8 |
|
LOW |
2,143.6 |
|
0.618 |
2,114.1 |
|
1.000 |
2,095.9 |
|
1.618 |
2,066.4 |
|
2.618 |
2,018.7 |
|
4.250 |
1,940.9 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,167.5 |
2,182.4 |
| PP |
2,163.3 |
2,173.2 |
| S1 |
2,159.2 |
2,164.1 |
|