| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
7,072.5 |
7,114.5 |
42.0 |
0.6% |
6,968.0 |
| High |
7,115.5 |
7,174.0 |
58.5 |
0.8% |
7,074.0 |
| Low |
7,052.5 |
7,106.5 |
54.0 |
0.8% |
6,968.0 |
| Close |
7,100.5 |
7,153.0 |
52.5 |
0.7% |
7,063.5 |
| Range |
63.0 |
67.5 |
4.5 |
7.1% |
106.0 |
| ATR |
72.1 |
72.2 |
0.1 |
0.1% |
0.0 |
| Volume |
64,030 |
84,590 |
20,560 |
32.1% |
348,071 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,347.0 |
7,317.5 |
7,190.0 |
|
| R3 |
7,279.5 |
7,250.0 |
7,171.5 |
|
| R2 |
7,212.0 |
7,212.0 |
7,165.5 |
|
| R1 |
7,182.5 |
7,182.5 |
7,159.0 |
7,197.0 |
| PP |
7,144.5 |
7,144.5 |
7,144.5 |
7,152.0 |
| S1 |
7,115.0 |
7,115.0 |
7,147.0 |
7,130.0 |
| S2 |
7,077.0 |
7,077.0 |
7,140.5 |
|
| S3 |
7,009.5 |
7,047.5 |
7,134.5 |
|
| S4 |
6,942.0 |
6,980.0 |
7,116.0 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,353.0 |
7,314.5 |
7,122.0 |
|
| R3 |
7,247.0 |
7,208.5 |
7,092.5 |
|
| R2 |
7,141.0 |
7,141.0 |
7,083.0 |
|
| R1 |
7,102.5 |
7,102.5 |
7,073.0 |
7,122.0 |
| PP |
7,035.0 |
7,035.0 |
7,035.0 |
7,045.0 |
| S1 |
6,996.5 |
6,996.5 |
7,054.0 |
7,016.0 |
| S2 |
6,929.0 |
6,929.0 |
7,044.0 |
|
| S3 |
6,823.0 |
6,890.5 |
7,034.5 |
|
| S4 |
6,717.0 |
6,784.5 |
7,005.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,174.0 |
7,025.5 |
148.5 |
2.1% |
50.0 |
0.7% |
86% |
True |
False |
64,119 |
| 10 |
7,174.0 |
6,922.5 |
251.5 |
3.5% |
58.0 |
0.8% |
92% |
True |
False |
73,386 |
| 20 |
7,174.0 |
6,735.5 |
438.5 |
6.1% |
77.0 |
1.1% |
95% |
True |
False |
88,441 |
| 40 |
7,174.0 |
6,735.5 |
438.5 |
6.1% |
79.0 |
1.1% |
95% |
True |
False |
86,901 |
| 60 |
7,174.0 |
6,735.5 |
438.5 |
6.1% |
68.0 |
1.0% |
95% |
True |
False |
74,947 |
| 80 |
7,174.0 |
6,733.0 |
441.0 |
6.2% |
63.5 |
0.9% |
95% |
True |
False |
56,297 |
| 100 |
7,174.0 |
6,511.0 |
663.0 |
9.3% |
54.5 |
0.8% |
97% |
True |
False |
45,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,461.0 |
|
2.618 |
7,350.5 |
|
1.618 |
7,283.0 |
|
1.000 |
7,241.5 |
|
0.618 |
7,215.5 |
|
HIGH |
7,174.0 |
|
0.618 |
7,148.0 |
|
0.500 |
7,140.0 |
|
0.382 |
7,132.5 |
|
LOW |
7,106.5 |
|
0.618 |
7,065.0 |
|
1.000 |
7,039.0 |
|
1.618 |
6,997.5 |
|
2.618 |
6,930.0 |
|
4.250 |
6,819.5 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,149.0 |
7,135.0 |
| PP |
7,144.5 |
7,117.5 |
| S1 |
7,140.0 |
7,100.0 |
|