| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
7,129.5 |
7,133.5 |
4.0 |
0.1% |
7,045.5 |
| High |
7,153.0 |
7,171.5 |
18.5 |
0.3% |
7,189.0 |
| Low |
7,074.5 |
7,090.0 |
15.5 |
0.2% |
7,025.5 |
| Close |
7,137.5 |
7,128.5 |
-9.0 |
-0.1% |
7,184.0 |
| Range |
78.5 |
81.5 |
3.0 |
3.8% |
163.5 |
| ATR |
70.0 |
70.8 |
0.8 |
1.2% |
0.0 |
| Volume |
92,651 |
67,096 |
-25,555 |
-27.6% |
330,250 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,374.5 |
7,333.0 |
7,173.5 |
|
| R3 |
7,293.0 |
7,251.5 |
7,151.0 |
|
| R2 |
7,211.5 |
7,211.5 |
7,143.5 |
|
| R1 |
7,170.0 |
7,170.0 |
7,136.0 |
7,150.0 |
| PP |
7,130.0 |
7,130.0 |
7,130.0 |
7,120.0 |
| S1 |
7,088.5 |
7,088.5 |
7,121.0 |
7,068.5 |
| S2 |
7,048.5 |
7,048.5 |
7,113.5 |
|
| S3 |
6,967.0 |
7,007.0 |
7,106.0 |
|
| S4 |
6,885.5 |
6,925.5 |
7,083.5 |
|
|
| 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% |
63.5 |
0.9% |
47% |
False |
False |
75,830 |
| 10 |
7,189.0 |
7,025.5 |
163.5 |
2.3% |
57.0 |
0.8% |
63% |
False |
False |
69,974 |
| 20 |
7,189.0 |
6,857.0 |
332.0 |
4.7% |
62.5 |
0.9% |
82% |
False |
False |
74,716 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
76.0 |
1.1% |
87% |
False |
False |
84,423 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
71.0 |
1.0% |
87% |
False |
False |
81,263 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
65.5 |
0.9% |
87% |
False |
False |
61,036 |
| 100 |
7,189.0 |
6,611.0 |
578.0 |
8.1% |
56.5 |
0.8% |
90% |
False |
False |
48,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,518.0 |
|
2.618 |
7,385.0 |
|
1.618 |
7,303.5 |
|
1.000 |
7,253.0 |
|
0.618 |
7,222.0 |
|
HIGH |
7,171.5 |
|
0.618 |
7,140.5 |
|
0.500 |
7,131.0 |
|
0.382 |
7,121.0 |
|
LOW |
7,090.0 |
|
0.618 |
7,039.5 |
|
1.000 |
7,008.5 |
|
1.618 |
6,958.0 |
|
2.618 |
6,876.5 |
|
4.250 |
6,743.5 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,131.0 |
7,127.0 |
| PP |
7,130.0 |
7,125.5 |
| S1 |
7,129.0 |
7,124.0 |
|