| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,130.9 |
2,164.1 |
33.2 |
1.6% |
2,217.0 |
| High |
2,170.6 |
2,210.0 |
39.4 |
1.8% |
2,221.1 |
| Low |
2,109.8 |
2,163.0 |
53.2 |
2.5% |
2,108.7 |
| Close |
2,165.3 |
2,206.6 |
41.3 |
1.9% |
2,165.3 |
| Range |
60.8 |
47.0 |
-13.8 |
-22.7% |
112.4 |
| ATR |
43.1 |
43.4 |
0.3 |
0.6% |
0.0 |
| Volume |
205,377 |
157,773 |
-47,604 |
-23.2% |
1,097,598 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,334.2 |
2,317.4 |
2,232.5 |
|
| R3 |
2,287.2 |
2,270.4 |
2,219.5 |
|
| R2 |
2,240.2 |
2,240.2 |
2,215.2 |
|
| R1 |
2,223.4 |
2,223.4 |
2,210.9 |
2,231.8 |
| PP |
2,193.2 |
2,193.2 |
2,193.2 |
2,197.4 |
| S1 |
2,176.4 |
2,176.4 |
2,202.3 |
2,184.8 |
| S2 |
2,146.2 |
2,146.2 |
2,198.0 |
|
| S3 |
2,099.2 |
2,129.4 |
2,193.7 |
|
| S4 |
2,052.2 |
2,082.4 |
2,180.8 |
|
|
| 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 |
2,210.0 |
2,108.7 |
101.3 |
4.6% |
51.9 |
2.4% |
97% |
True |
False |
218,282 |
| 10 |
2,252.7 |
2,108.7 |
144.0 |
6.5% |
39.8 |
1.8% |
68% |
False |
False |
177,041 |
| 20 |
2,263.8 |
2,108.7 |
155.1 |
7.0% |
41.1 |
1.9% |
63% |
False |
False |
168,399 |
| 40 |
2,338.6 |
2,100.1 |
238.5 |
10.8% |
44.8 |
2.0% |
45% |
False |
False |
169,966 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
42.6 |
1.9% |
43% |
False |
False |
147,843 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
43.6 |
2.0% |
43% |
False |
False |
110,945 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.2% |
42.8 |
1.9% |
43% |
False |
False |
88,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.8 |
|
2.618 |
2,333.0 |
|
1.618 |
2,286.0 |
|
1.000 |
2,257.0 |
|
0.618 |
2,239.0 |
|
HIGH |
2,210.0 |
|
0.618 |
2,192.0 |
|
0.500 |
2,186.5 |
|
0.382 |
2,181.0 |
|
LOW |
2,163.0 |
|
0.618 |
2,134.0 |
|
1.000 |
2,116.0 |
|
1.618 |
2,087.0 |
|
2.618 |
2,040.0 |
|
4.250 |
1,963.3 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,199.9 |
2,190.9 |
| PP |
2,193.2 |
2,175.1 |
| S1 |
2,186.5 |
2,159.4 |
|