| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
44,551.33 |
46,587.12 |
2,035.79 |
4.6% |
47,586.89 |
| High |
46,831.16 |
49,003.32 |
2,172.16 |
4.6% |
49,003.32 |
| Low |
44,003.34 |
46,371.96 |
2,368.62 |
5.4% |
44,003.34 |
| Close |
46,585.41 |
48,663.12 |
2,077.71 |
4.5% |
48,663.12 |
| Range |
2,827.82 |
2,631.36 |
-196.46 |
-6.9% |
4,999.98 |
| ATR |
2,635.54 |
2,635.24 |
-0.30 |
0.0% |
0.00 |
| Volume |
25,197 |
59,713 |
34,516 |
137.0% |
163,159 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55,906.88 |
54,916.36 |
50,110.37 |
|
| R3 |
53,275.52 |
52,285.00 |
49,386.74 |
|
| R2 |
50,644.16 |
50,644.16 |
49,145.54 |
|
| R1 |
49,653.64 |
49,653.64 |
48,904.33 |
50,148.90 |
| PP |
48,012.80 |
48,012.80 |
48,012.80 |
48,260.43 |
| S1 |
47,022.28 |
47,022.28 |
48,421.91 |
47,517.54 |
| S2 |
45,381.44 |
45,381.44 |
48,180.70 |
|
| S3 |
42,750.08 |
44,390.92 |
47,939.50 |
|
| S4 |
40,118.72 |
41,759.56 |
47,215.87 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62,223.20 |
60,443.14 |
51,413.11 |
|
| R3 |
57,223.22 |
55,443.16 |
50,038.11 |
|
| R2 |
52,223.24 |
52,223.24 |
49,579.78 |
|
| R1 |
50,443.18 |
50,443.18 |
49,121.45 |
51,333.21 |
| PP |
47,223.26 |
47,223.26 |
47,223.26 |
47,668.28 |
| S1 |
45,443.20 |
45,443.20 |
48,204.79 |
46,333.23 |
| S2 |
42,223.28 |
42,223.28 |
47,746.46 |
|
| S3 |
37,223.30 |
40,443.22 |
47,288.13 |
|
| S4 |
32,223.32 |
35,443.24 |
45,913.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
49,003.32 |
44,003.34 |
4,999.98 |
10.3% |
2,422.58 |
5.0% |
93% |
True |
False |
32,631 |
| 10 |
49,003.32 |
42,443.65 |
6,559.67 |
13.5% |
2,589.49 |
5.3% |
95% |
True |
False |
31,938 |
| 20 |
49,003.32 |
32,470.43 |
16,532.89 |
34.0% |
2,923.61 |
6.0% |
98% |
True |
False |
54,958 |
| 40 |
49,003.32 |
29,348.60 |
19,654.72 |
40.4% |
2,453.18 |
5.0% |
98% |
True |
False |
52,359 |
| 60 |
49,003.32 |
28,957.79 |
20,045.53 |
41.2% |
2,675.33 |
5.5% |
98% |
True |
False |
64,463 |
| 80 |
59,558.80 |
28,957.79 |
30,601.01 |
62.9% |
3,284.17 |
6.7% |
64% |
False |
False |
70,297 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
73.6% |
3,327.24 |
6.8% |
55% |
False |
False |
65,754 |
| 120 |
64,789.27 |
28,957.79 |
35,831.48 |
73.6% |
3,414.46 |
7.0% |
55% |
False |
False |
64,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60,186.60 |
|
2.618 |
55,892.22 |
|
1.618 |
53,260.86 |
|
1.000 |
51,634.68 |
|
0.618 |
50,629.50 |
|
HIGH |
49,003.32 |
|
0.618 |
47,998.14 |
|
0.500 |
47,687.64 |
|
0.382 |
47,377.14 |
|
LOW |
46,371.96 |
|
0.618 |
44,745.78 |
|
1.000 |
43,740.60 |
|
1.618 |
42,114.42 |
|
2.618 |
39,483.06 |
|
4.250 |
35,188.68 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
48,337.96 |
47,943.19 |
| PP |
48,012.80 |
47,223.26 |
| S1 |
47,687.64 |
46,503.33 |
|