| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,148.8 |
2,130.9 |
-17.9 |
-0.8% |
2,217.0 |
| High |
2,158.7 |
2,170.6 |
11.9 |
0.6% |
2,221.1 |
| Low |
2,108.7 |
2,109.8 |
1.1 |
0.1% |
2,108.7 |
| Close |
2,129.1 |
2,165.3 |
36.2 |
1.7% |
2,165.3 |
| Range |
50.0 |
60.8 |
10.8 |
21.6% |
112.4 |
| ATR |
41.7 |
43.1 |
1.4 |
3.3% |
0.0 |
| Volume |
276,696 |
205,377 |
-71,319 |
-25.8% |
1,097,598 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.0 |
2,308.9 |
2,198.7 |
|
| R3 |
2,270.2 |
2,248.1 |
2,182.0 |
|
| R2 |
2,209.4 |
2,209.4 |
2,176.4 |
|
| R1 |
2,187.3 |
2,187.3 |
2,170.9 |
2,198.4 |
| PP |
2,148.6 |
2,148.6 |
2,148.6 |
2,154.1 |
| S1 |
2,126.5 |
2,126.5 |
2,159.7 |
2,137.6 |
| S2 |
2,087.8 |
2,087.8 |
2,154.2 |
|
| S3 |
2,027.0 |
2,065.7 |
2,148.6 |
|
| S4 |
1,966.2 |
2,004.9 |
2,131.9 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.2 |
2,446.2 |
2,227.1 |
|
| R3 |
2,389.8 |
2,333.8 |
2,196.2 |
|
| R2 |
2,277.4 |
2,277.4 |
2,185.9 |
|
| R1 |
2,221.4 |
2,221.4 |
2,175.6 |
2,193.2 |
| PP |
2,165.0 |
2,165.0 |
2,165.0 |
2,151.0 |
| S1 |
2,109.0 |
2,109.0 |
2,155.0 |
2,080.8 |
| S2 |
2,052.6 |
2,052.6 |
2,144.7 |
|
| S3 |
1,940.2 |
1,996.6 |
2,134.4 |
|
| S4 |
1,827.8 |
1,884.2 |
2,103.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,221.1 |
2,108.7 |
112.4 |
5.2% |
49.2 |
2.3% |
50% |
False |
False |
219,519 |
| 10 |
2,252.7 |
2,108.7 |
144.0 |
6.7% |
37.3 |
1.7% |
39% |
False |
False |
171,938 |
| 20 |
2,263.8 |
2,108.7 |
155.1 |
7.2% |
41.5 |
1.9% |
36% |
False |
False |
167,911 |
| 40 |
2,346.7 |
2,100.1 |
246.6 |
11.4% |
44.1 |
2.0% |
26% |
False |
False |
170,052 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.4% |
42.5 |
2.0% |
26% |
False |
False |
145,216 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.4% |
43.6 |
2.0% |
26% |
False |
False |
108,975 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.4% |
42.8 |
2.0% |
26% |
False |
False |
87,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,429.0 |
|
2.618 |
2,329.8 |
|
1.618 |
2,269.0 |
|
1.000 |
2,231.4 |
|
0.618 |
2,208.2 |
|
HIGH |
2,170.6 |
|
0.618 |
2,147.4 |
|
0.500 |
2,140.2 |
|
0.382 |
2,133.0 |
|
LOW |
2,109.8 |
|
0.618 |
2,072.2 |
|
1.000 |
2,049.0 |
|
1.618 |
2,011.4 |
|
2.618 |
1,950.6 |
|
4.250 |
1,851.4 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,156.9 |
2,160.2 |
| PP |
2,148.6 |
2,155.1 |
| S1 |
2,140.2 |
2,150.0 |
|