| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
7,173.0 |
7,129.5 |
-43.5 |
-0.6% |
7,045.5 |
| High |
7,173.0 |
7,153.0 |
-20.0 |
-0.3% |
7,189.0 |
| Low |
7,079.5 |
7,074.5 |
-5.0 |
-0.1% |
7,025.5 |
| Close |
7,112.0 |
7,137.5 |
25.5 |
0.4% |
7,184.0 |
| Range |
93.5 |
78.5 |
-15.0 |
-16.0% |
163.5 |
| ATR |
69.3 |
70.0 |
0.7 |
0.9% |
0.0 |
| Volume |
91,533 |
92,651 |
1,118 |
1.2% |
330,250 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,357.0 |
7,326.0 |
7,180.5 |
|
| R3 |
7,278.5 |
7,247.5 |
7,159.0 |
|
| R2 |
7,200.0 |
7,200.0 |
7,152.0 |
|
| R1 |
7,169.0 |
7,169.0 |
7,144.5 |
7,184.5 |
| PP |
7,121.5 |
7,121.5 |
7,121.5 |
7,129.5 |
| S1 |
7,090.5 |
7,090.5 |
7,130.5 |
7,106.0 |
| S2 |
7,043.0 |
7,043.0 |
7,123.0 |
|
| S3 |
6,964.5 |
7,012.0 |
7,116.0 |
|
| S4 |
6,886.0 |
6,933.5 |
7,094.5 |
|
|
| 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 |
7,074.5 |
114.5 |
1.6% |
60.5 |
0.8% |
55% |
False |
True |
79,329 |
| 10 |
7,189.0 |
7,025.5 |
163.5 |
2.3% |
52.5 |
0.7% |
69% |
False |
False |
69,336 |
| 20 |
7,189.0 |
6,807.5 |
381.5 |
5.3% |
65.0 |
0.9% |
87% |
False |
False |
76,888 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
75.5 |
1.1% |
89% |
False |
False |
84,686 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
70.5 |
1.0% |
89% |
False |
False |
80,145 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
65.0 |
0.9% |
89% |
False |
False |
60,198 |
| 100 |
7,189.0 |
6,511.0 |
678.0 |
9.5% |
56.0 |
0.8% |
92% |
False |
False |
48,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,486.5 |
|
2.618 |
7,358.5 |
|
1.618 |
7,280.0 |
|
1.000 |
7,231.5 |
|
0.618 |
7,201.5 |
|
HIGH |
7,153.0 |
|
0.618 |
7,123.0 |
|
0.500 |
7,114.0 |
|
0.382 |
7,104.5 |
|
LOW |
7,074.5 |
|
0.618 |
7,026.0 |
|
1.000 |
6,996.0 |
|
1.618 |
6,947.5 |
|
2.618 |
6,869.0 |
|
4.250 |
6,741.0 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,129.5 |
7,135.5 |
| PP |
7,121.5 |
7,133.5 |
| S1 |
7,114.0 |
7,132.0 |
|