| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,164.1 |
2,209.0 |
44.9 |
2.1% |
2,217.0 |
| High |
2,210.0 |
2,231.1 |
21.1 |
1.0% |
2,221.1 |
| Low |
2,163.0 |
2,207.6 |
44.6 |
2.1% |
2,108.7 |
| Close |
2,206.6 |
2,228.1 |
21.5 |
1.0% |
2,165.3 |
| Range |
47.0 |
23.5 |
-23.5 |
-50.0% |
112.4 |
| ATR |
43.4 |
42.0 |
-1.3 |
-3.1% |
0.0 |
| Volume |
157,773 |
142,604 |
-15,169 |
-9.6% |
1,097,598 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.8 |
2,283.9 |
2,241.0 |
|
| R3 |
2,269.3 |
2,260.4 |
2,234.6 |
|
| R2 |
2,245.8 |
2,245.8 |
2,232.4 |
|
| R1 |
2,236.9 |
2,236.9 |
2,230.3 |
2,241.4 |
| PP |
2,222.3 |
2,222.3 |
2,222.3 |
2,224.5 |
| S1 |
2,213.4 |
2,213.4 |
2,225.9 |
2,217.9 |
| S2 |
2,198.8 |
2,198.8 |
2,223.8 |
|
| S3 |
2,175.3 |
2,189.9 |
2,221.6 |
|
| S4 |
2,151.8 |
2,166.4 |
2,215.2 |
|
|
| 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 |
2,231.1 |
2,108.7 |
122.4 |
5.5% |
45.8 |
2.1% |
98% |
True |
False |
196,908 |
| 10 |
2,252.7 |
2,108.7 |
144.0 |
6.5% |
40.1 |
1.8% |
83% |
False |
False |
179,513 |
| 20 |
2,263.8 |
2,108.7 |
155.1 |
7.0% |
39.8 |
1.8% |
77% |
False |
False |
166,245 |
| 40 |
2,335.9 |
2,100.1 |
235.8 |
10.6% |
44.4 |
2.0% |
54% |
False |
False |
170,084 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.6 |
1.9% |
52% |
False |
False |
150,214 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.5 |
2.0% |
52% |
False |
False |
112,727 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.6 |
1.9% |
52% |
False |
False |
90,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,331.0 |
|
2.618 |
2,292.6 |
|
1.618 |
2,269.1 |
|
1.000 |
2,254.6 |
|
0.618 |
2,245.6 |
|
HIGH |
2,231.1 |
|
0.618 |
2,222.1 |
|
0.500 |
2,219.4 |
|
0.382 |
2,216.6 |
|
LOW |
2,207.6 |
|
0.618 |
2,193.1 |
|
1.000 |
2,184.1 |
|
1.618 |
2,169.6 |
|
2.618 |
2,146.1 |
|
4.250 |
2,107.7 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.2 |
2,208.9 |
| PP |
2,222.3 |
2,189.7 |
| S1 |
2,219.4 |
2,170.5 |
|