| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,171.6 |
2,148.8 |
-22.8 |
-1.0% |
2,245.6 |
| High |
2,191.3 |
2,158.7 |
-32.6 |
-1.5% |
2,252.7 |
| Low |
2,143.6 |
2,108.7 |
-34.9 |
-1.6% |
2,215.9 |
| Close |
2,155.0 |
2,129.1 |
-25.9 |
-1.2% |
2,222.2 |
| Range |
47.7 |
50.0 |
2.3 |
4.8% |
36.8 |
| ATR |
41.1 |
41.7 |
0.6 |
1.5% |
0.0 |
| Volume |
202,092 |
276,696 |
74,604 |
36.9% |
621,790 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.2 |
2,255.6 |
2,156.6 |
|
| R3 |
2,232.2 |
2,205.6 |
2,142.9 |
|
| R2 |
2,182.2 |
2,182.2 |
2,138.3 |
|
| R1 |
2,155.6 |
2,155.6 |
2,133.7 |
2,143.9 |
| PP |
2,132.2 |
2,132.2 |
2,132.2 |
2,126.3 |
| S1 |
2,105.6 |
2,105.6 |
2,124.5 |
2,093.9 |
| S2 |
2,082.2 |
2,082.2 |
2,119.9 |
|
| S3 |
2,032.2 |
2,055.6 |
2,115.4 |
|
| S4 |
1,982.2 |
2,005.6 |
2,101.6 |
|
|
| 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 |
2,244.8 |
2,108.7 |
136.1 |
6.4% |
42.3 |
2.0% |
15% |
False |
True |
201,680 |
| 10 |
2,263.8 |
2,108.7 |
155.1 |
7.3% |
34.9 |
1.6% |
13% |
False |
True |
165,661 |
| 20 |
2,263.8 |
2,108.7 |
155.1 |
7.3% |
40.2 |
1.9% |
13% |
False |
True |
165,450 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.6% |
43.5 |
2.0% |
12% |
False |
False |
167,683 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.6% |
42.0 |
2.0% |
12% |
False |
False |
141,802 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.6% |
43.2 |
2.0% |
12% |
False |
False |
106,408 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.6% |
42.7 |
2.0% |
12% |
False |
False |
85,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,371.2 |
|
2.618 |
2,289.6 |
|
1.618 |
2,239.6 |
|
1.000 |
2,208.7 |
|
0.618 |
2,189.6 |
|
HIGH |
2,158.7 |
|
0.618 |
2,139.6 |
|
0.500 |
2,133.7 |
|
0.382 |
2,127.8 |
|
LOW |
2,108.7 |
|
0.618 |
2,077.8 |
|
1.000 |
2,058.7 |
|
1.618 |
2,027.8 |
|
2.618 |
1,977.8 |
|
4.250 |
1,896.2 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.7 |
2,155.4 |
| PP |
2,132.2 |
2,146.6 |
| S1 |
2,130.6 |
2,137.9 |
|