| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
44,433.80 |
47,586.89 |
3,153.09 |
7.1% |
42,720.96 |
| High |
47,759.13 |
48,101.73 |
342.60 |
0.7% |
47,759.13 |
| Low |
43,909.09 |
45,617.74 |
1,708.65 |
3.9% |
42,443.65 |
| Close |
47,587.22 |
46,074.10 |
-1,513.12 |
-3.2% |
47,587.22 |
| Range |
3,850.04 |
2,483.99 |
-1,366.05 |
-35.5% |
5,315.48 |
| ATR |
2,726.51 |
2,709.19 |
-17.32 |
-0.6% |
0.00 |
| Volume |
27,911 |
25,208 |
-2,703 |
-9.7% |
156,226 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54,049.83 |
52,545.95 |
47,440.29 |
|
| R3 |
51,565.84 |
50,061.96 |
46,757.20 |
|
| R2 |
49,081.85 |
49,081.85 |
46,529.50 |
|
| R1 |
47,577.97 |
47,577.97 |
46,301.80 |
47,087.92 |
| PP |
46,597.86 |
46,597.86 |
46,597.86 |
46,352.83 |
| S1 |
45,093.98 |
45,093.98 |
45,846.40 |
44,603.93 |
| S2 |
44,113.87 |
44,113.87 |
45,618.70 |
|
| S3 |
41,629.88 |
42,609.99 |
45,391.00 |
|
| S4 |
39,145.89 |
40,126.00 |
44,707.91 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61,876.44 |
60,047.31 |
50,510.73 |
|
| R3 |
56,560.96 |
54,731.83 |
49,048.98 |
|
| R2 |
51,245.48 |
51,245.48 |
48,561.72 |
|
| R1 |
49,416.35 |
49,416.35 |
48,074.47 |
50,330.92 |
| PP |
45,930.00 |
45,930.00 |
45,930.00 |
46,387.28 |
| S1 |
44,100.87 |
44,100.87 |
47,099.97 |
45,015.44 |
| S2 |
40,614.52 |
40,614.52 |
46,612.72 |
|
| S3 |
35,299.04 |
38,785.39 |
46,125.46 |
|
| S4 |
29,983.56 |
33,469.91 |
44,663.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48,101.73 |
43,854.32 |
4,247.41 |
9.2% |
2,450.49 |
5.3% |
52% |
True |
False |
27,561 |
| 10 |
48,101.73 |
37,405.08 |
10,696.65 |
23.2% |
2,784.42 |
6.0% |
81% |
True |
False |
45,306 |
| 20 |
48,101.73 |
29,348.60 |
18,753.13 |
40.7% |
2,763.60 |
6.0% |
89% |
True |
False |
59,467 |
| 40 |
48,101.73 |
28,957.79 |
19,143.94 |
41.6% |
2,579.21 |
5.6% |
89% |
True |
False |
59,882 |
| 60 |
48,101.73 |
28,957.79 |
19,143.94 |
41.6% |
2,878.78 |
6.2% |
89% |
True |
False |
68,471 |
| 80 |
59,558.80 |
28,957.79 |
30,601.01 |
66.4% |
3,374.15 |
7.3% |
56% |
False |
False |
71,987 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
77.8% |
3,364.70 |
7.3% |
48% |
False |
False |
66,525 |
| 120 |
64,789.27 |
28,957.79 |
35,831.48 |
77.8% |
3,483.92 |
7.6% |
48% |
False |
False |
66,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58,658.69 |
|
2.618 |
54,604.82 |
|
1.618 |
52,120.83 |
|
1.000 |
50,585.72 |
|
0.618 |
49,636.84 |
|
HIGH |
48,101.73 |
|
0.618 |
47,152.85 |
|
0.500 |
46,859.74 |
|
0.382 |
46,566.62 |
|
LOW |
45,617.74 |
|
0.618 |
44,082.63 |
|
1.000 |
43,133.75 |
|
1.618 |
41,598.64 |
|
2.618 |
39,114.65 |
|
4.250 |
35,060.78 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
46,859.74 |
46,042.08 |
| PP |
46,597.86 |
46,010.05 |
| S1 |
46,335.98 |
45,978.03 |
|