| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,209.0 |
2,230.0 |
21.0 |
1.0% |
2,217.0 |
| High |
2,231.1 |
2,251.0 |
19.9 |
0.9% |
2,221.1 |
| Low |
2,207.6 |
2,219.5 |
11.9 |
0.5% |
2,108.7 |
| Close |
2,228.1 |
2,237.3 |
9.2 |
0.4% |
2,165.3 |
| Range |
23.5 |
31.5 |
8.0 |
34.0% |
112.4 |
| ATR |
42.0 |
41.3 |
-0.8 |
-1.8% |
0.0 |
| Volume |
142,604 |
154,027 |
11,423 |
8.0% |
1,097,598 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.4 |
2,315.4 |
2,254.6 |
|
| R3 |
2,298.9 |
2,283.9 |
2,246.0 |
|
| R2 |
2,267.4 |
2,267.4 |
2,243.1 |
|
| R1 |
2,252.4 |
2,252.4 |
2,240.2 |
2,259.9 |
| PP |
2,235.9 |
2,235.9 |
2,235.9 |
2,239.7 |
| S1 |
2,220.9 |
2,220.9 |
2,234.4 |
2,228.4 |
| S2 |
2,204.4 |
2,204.4 |
2,231.5 |
|
| S3 |
2,172.9 |
2,189.4 |
2,228.6 |
|
| S4 |
2,141.4 |
2,157.9 |
2,220.0 |
|
|
| 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 |
2,251.0 |
2,108.7 |
142.3 |
6.4% |
42.6 |
1.9% |
90% |
True |
False |
187,295 |
| 10 |
2,252.7 |
2,108.7 |
144.0 |
6.4% |
39.8 |
1.8% |
89% |
False |
False |
180,061 |
| 20 |
2,263.8 |
2,108.7 |
155.1 |
6.9% |
38.5 |
1.7% |
83% |
False |
False |
164,838 |
| 40 |
2,335.9 |
2,100.1 |
235.8 |
10.5% |
44.5 |
2.0% |
58% |
False |
False |
171,204 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.5 |
1.9% |
56% |
False |
False |
152,773 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
43.6 |
1.9% |
56% |
False |
False |
114,651 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.5 |
1.9% |
56% |
False |
False |
91,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,384.9 |
|
2.618 |
2,333.5 |
|
1.618 |
2,302.0 |
|
1.000 |
2,282.5 |
|
0.618 |
2,270.5 |
|
HIGH |
2,251.0 |
|
0.618 |
2,239.0 |
|
0.500 |
2,235.3 |
|
0.382 |
2,231.5 |
|
LOW |
2,219.5 |
|
0.618 |
2,200.0 |
|
1.000 |
2,188.0 |
|
1.618 |
2,168.5 |
|
2.618 |
2,137.0 |
|
4.250 |
2,085.6 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.6 |
2,227.2 |
| PP |
2,235.9 |
2,217.1 |
| S1 |
2,235.3 |
2,207.0 |
|