Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
45,638.53 |
46,336.30 |
697.77 |
1.5% |
40,790.33 |
High |
46,749.17 |
46,387.12 |
-362.05 |
-0.8% |
43,235.75 |
Low |
45,280.20 |
43,854.32 |
-1,425.88 |
-3.1% |
37,405.08 |
Close |
46,336.30 |
44,432.92 |
-1,903.38 |
-4.1% |
42,720.96 |
Range |
1,468.97 |
2,532.80 |
1,063.83 |
72.4% |
5,830.67 |
ATR |
2,648.34 |
2,640.08 |
-8.25 |
-0.3% |
0.00 |
Volume |
23,435 |
29,675 |
6,240 |
26.6% |
346,831 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,489.85 |
50,994.19 |
45,825.96 |
|
R3 |
49,957.05 |
48,461.39 |
45,129.44 |
|
R2 |
47,424.25 |
47,424.25 |
44,897.27 |
|
R1 |
45,928.59 |
45,928.59 |
44,665.09 |
45,410.02 |
PP |
44,891.45 |
44,891.45 |
44,891.45 |
44,632.17 |
S1 |
43,395.79 |
43,395.79 |
44,200.75 |
42,877.22 |
S2 |
42,358.65 |
42,358.65 |
43,968.57 |
|
S3 |
39,825.85 |
40,862.99 |
43,736.40 |
|
S4 |
37,293.05 |
38,330.19 |
43,039.88 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58,612.61 |
56,497.45 |
45,927.83 |
|
R3 |
52,781.94 |
50,666.78 |
44,324.39 |
|
R2 |
46,951.27 |
46,951.27 |
43,789.92 |
|
R1 |
44,836.11 |
44,836.11 |
43,255.44 |
45,893.69 |
PP |
41,120.60 |
41,120.60 |
41,120.60 |
41,649.39 |
S1 |
39,005.44 |
39,005.44 |
42,186.48 |
40,063.02 |
S2 |
35,289.93 |
35,289.93 |
41,652.00 |
|
S3 |
29,459.26 |
33,174.77 |
41,117.53 |
|
S4 |
23,628.59 |
27,344.10 |
39,514.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46,749.17 |
39,932.38 |
6,816.79 |
15.3% |
2,647.07 |
6.0% |
66% |
False |
False |
33,537 |
10 |
46,749.17 |
37,405.08 |
9,344.09 |
21.0% |
2,807.22 |
6.3% |
75% |
False |
False |
54,753 |
20 |
46,749.17 |
29,348.60 |
17,400.57 |
39.2% |
2,599.47 |
5.9% |
87% |
False |
False |
59,523 |
40 |
46,749.17 |
28,957.79 |
17,791.38 |
40.0% |
2,547.09 |
5.7% |
87% |
False |
False |
62,028 |
60 |
46,749.17 |
28,957.79 |
17,791.38 |
40.0% |
3,114.26 |
7.0% |
87% |
False |
False |
74,938 |
80 |
59,558.80 |
28,957.79 |
30,601.01 |
68.9% |
3,382.23 |
7.6% |
51% |
False |
False |
72,767 |
100 |
64,789.27 |
28,957.79 |
35,831.48 |
80.6% |
3,368.02 |
7.6% |
43% |
False |
False |
67,111 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
80.6% |
3,549.26 |
8.0% |
43% |
False |
False |
68,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57,151.52 |
2.618 |
53,017.99 |
1.618 |
50,485.19 |
1.000 |
48,919.92 |
0.618 |
47,952.39 |
HIGH |
46,387.12 |
0.618 |
45,419.59 |
0.500 |
45,120.72 |
0.382 |
44,821.85 |
LOW |
43,854.32 |
0.618 |
42,289.05 |
1.000 |
41,321.52 |
1.618 |
39,756.25 |
2.618 |
37,223.45 |
4.250 |
33,089.92 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
45,120.72 |
45,301.75 |
PP |
44,891.45 |
45,012.14 |
S1 |
44,662.19 |
44,722.53 |
|