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 |
7,114.5 |
7,171.5 |
57.0 |
0.8% |
6,968.0 |
High |
7,174.0 |
7,181.0 |
7.0 |
0.1% |
7,074.0 |
Low |
7,106.5 |
7,147.0 |
40.5 |
0.6% |
6,968.0 |
Close |
7,153.0 |
7,159.0 |
6.0 |
0.1% |
7,063.5 |
Range |
67.5 |
34.0 |
-33.5 |
-49.6% |
106.0 |
ATR |
72.2 |
69.4 |
-2.7 |
-3.8% |
0.0 |
Volume |
84,590 |
69,762 |
-14,828 |
-17.5% |
348,071 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,264.5 |
7,245.5 |
7,177.5 |
|
R3 |
7,230.5 |
7,211.5 |
7,168.5 |
|
R2 |
7,196.5 |
7,196.5 |
7,165.0 |
|
R1 |
7,177.5 |
7,177.5 |
7,162.0 |
7,170.0 |
PP |
7,162.5 |
7,162.5 |
7,162.5 |
7,158.5 |
S1 |
7,143.5 |
7,143.5 |
7,156.0 |
7,136.0 |
S2 |
7,128.5 |
7,128.5 |
7,153.0 |
|
S3 |
7,094.5 |
7,109.5 |
7,149.5 |
|
S4 |
7,060.5 |
7,075.5 |
7,140.5 |
|
|
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 |
7,181.0 |
7,025.5 |
155.5 |
2.2% |
50.0 |
0.7% |
86% |
True |
False |
65,156 |
10 |
7,181.0 |
6,922.5 |
258.5 |
3.6% |
52.0 |
0.7% |
91% |
True |
False |
71,769 |
20 |
7,181.0 |
6,735.5 |
445.5 |
6.2% |
73.0 |
1.0% |
95% |
True |
False |
86,224 |
40 |
7,181.0 |
6,735.5 |
445.5 |
6.2% |
79.0 |
1.1% |
95% |
True |
False |
86,334 |
60 |
7,181.0 |
6,735.5 |
445.5 |
6.2% |
67.5 |
0.9% |
95% |
True |
False |
76,109 |
80 |
7,181.0 |
6,733.0 |
448.0 |
6.3% |
63.0 |
0.9% |
95% |
True |
False |
57,169 |
100 |
7,181.0 |
6,511.0 |
670.0 |
9.4% |
54.5 |
0.8% |
97% |
True |
False |
45,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,325.5 |
2.618 |
7,270.0 |
1.618 |
7,236.0 |
1.000 |
7,215.0 |
0.618 |
7,202.0 |
HIGH |
7,181.0 |
0.618 |
7,168.0 |
0.500 |
7,164.0 |
0.382 |
7,160.0 |
LOW |
7,147.0 |
0.618 |
7,126.0 |
1.000 |
7,113.0 |
1.618 |
7,092.0 |
2.618 |
7,058.0 |
4.250 |
7,002.5 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
7,164.0 |
7,145.0 |
PP |
7,162.5 |
7,131.0 |
S1 |
7,160.5 |
7,117.0 |
|