| 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 |
7,174.0 |
7,173.0 |
-1.0 |
0.0% |
7,045.5 |
| High |
7,189.0 |
7,173.0 |
-16.0 |
-0.2% |
7,189.0 |
| Low |
7,159.5 |
7,079.5 |
-80.0 |
-1.1% |
7,025.5 |
| Close |
7,184.0 |
7,112.0 |
-72.0 |
-1.0% |
7,184.0 |
| Range |
29.5 |
93.5 |
64.0 |
216.9% |
163.5 |
| ATR |
66.6 |
69.3 |
2.7 |
4.1% |
0.0 |
| Volume |
58,109 |
91,533 |
33,424 |
57.5% |
330,250 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,402.0 |
7,350.5 |
7,163.5 |
|
| R3 |
7,308.5 |
7,257.0 |
7,137.5 |
|
| R2 |
7,215.0 |
7,215.0 |
7,129.0 |
|
| R1 |
7,163.5 |
7,163.5 |
7,120.5 |
7,142.5 |
| PP |
7,121.5 |
7,121.5 |
7,121.5 |
7,111.0 |
| S1 |
7,070.0 |
7,070.0 |
7,103.5 |
7,049.0 |
| S2 |
7,028.0 |
7,028.0 |
7,095.0 |
|
| S3 |
6,934.5 |
6,976.5 |
7,086.5 |
|
| S4 |
6,841.0 |
6,883.0 |
7,060.5 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,623.5 |
7,567.0 |
7,274.0 |
|
| R3 |
7,460.0 |
7,403.5 |
7,229.0 |
|
| R2 |
7,296.5 |
7,296.5 |
7,214.0 |
|
| R1 |
7,240.0 |
7,240.0 |
7,199.0 |
7,268.0 |
| PP |
7,133.0 |
7,133.0 |
7,133.0 |
7,147.0 |
| S1 |
7,076.5 |
7,076.5 |
7,169.0 |
7,105.0 |
| S2 |
6,969.5 |
6,969.5 |
7,154.0 |
|
| S3 |
6,806.0 |
6,913.0 |
7,139.0 |
|
| S4 |
6,642.5 |
6,749.5 |
7,094.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,189.0 |
7,052.5 |
136.5 |
1.9% |
57.5 |
0.8% |
44% |
False |
False |
73,604 |
| 10 |
7,189.0 |
6,991.0 |
198.0 |
2.8% |
51.0 |
0.7% |
61% |
False |
False |
68,067 |
| 20 |
7,189.0 |
6,754.0 |
435.0 |
6.1% |
66.5 |
0.9% |
82% |
False |
False |
80,278 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
74.5 |
1.0% |
83% |
False |
False |
84,104 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
69.5 |
1.0% |
83% |
False |
False |
78,603 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
64.0 |
0.9% |
83% |
False |
False |
59,040 |
| 100 |
7,189.0 |
6,511.0 |
678.0 |
9.5% |
56.0 |
0.8% |
89% |
False |
False |
47,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,570.5 |
|
2.618 |
7,418.0 |
|
1.618 |
7,324.5 |
|
1.000 |
7,266.5 |
|
0.618 |
7,231.0 |
|
HIGH |
7,173.0 |
|
0.618 |
7,137.5 |
|
0.500 |
7,126.0 |
|
0.382 |
7,115.0 |
|
LOW |
7,079.5 |
|
0.618 |
7,021.5 |
|
1.000 |
6,986.0 |
|
1.618 |
6,928.0 |
|
2.618 |
6,834.5 |
|
4.250 |
6,682.0 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,126.0 |
7,134.0 |
| PP |
7,121.5 |
7,127.0 |
| S1 |
7,117.0 |
7,119.5 |
|