| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
7,133.5 |
7,089.5 |
-44.0 |
-0.6% |
7,045.5 |
| High |
7,171.5 |
7,099.5 |
-72.0 |
-1.0% |
7,189.0 |
| Low |
7,090.0 |
6,970.5 |
-119.5 |
-1.7% |
7,025.5 |
| Close |
7,128.5 |
7,032.0 |
-96.5 |
-1.4% |
7,184.0 |
| Range |
81.5 |
129.0 |
47.5 |
58.3% |
163.5 |
| ATR |
70.8 |
77.0 |
6.2 |
8.8% |
0.0 |
| Volume |
67,096 |
130,612 |
63,516 |
94.7% |
330,250 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,421.0 |
7,355.5 |
7,103.0 |
|
| R3 |
7,292.0 |
7,226.5 |
7,067.5 |
|
| R2 |
7,163.0 |
7,163.0 |
7,055.5 |
|
| R1 |
7,097.5 |
7,097.5 |
7,044.0 |
7,066.0 |
| PP |
7,034.0 |
7,034.0 |
7,034.0 |
7,018.0 |
| S1 |
6,968.5 |
6,968.5 |
7,020.0 |
6,937.0 |
| S2 |
6,905.0 |
6,905.0 |
7,008.5 |
|
| S3 |
6,776.0 |
6,839.5 |
6,996.5 |
|
| S4 |
6,647.0 |
6,710.5 |
6,961.0 |
|
|
| 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 |
6,970.5 |
218.5 |
3.1% |
82.5 |
1.2% |
28% |
False |
True |
88,000 |
| 10 |
7,189.0 |
6,970.5 |
218.5 |
3.1% |
66.0 |
0.9% |
28% |
False |
True |
76,578 |
| 20 |
7,189.0 |
6,857.0 |
332.0 |
4.7% |
65.5 |
0.9% |
53% |
False |
False |
77,032 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
77.5 |
1.1% |
65% |
False |
False |
85,735 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
72.5 |
1.0% |
65% |
False |
False |
83,433 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.5% |
67.0 |
1.0% |
66% |
False |
False |
62,669 |
| 100 |
7,189.0 |
6,611.0 |
578.0 |
8.2% |
57.5 |
0.8% |
73% |
False |
False |
50,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,648.0 |
|
2.618 |
7,437.0 |
|
1.618 |
7,308.0 |
|
1.000 |
7,228.5 |
|
0.618 |
7,179.0 |
|
HIGH |
7,099.5 |
|
0.618 |
7,050.0 |
|
0.500 |
7,035.0 |
|
0.382 |
7,020.0 |
|
LOW |
6,970.5 |
|
0.618 |
6,891.0 |
|
1.000 |
6,841.5 |
|
1.618 |
6,762.0 |
|
2.618 |
6,633.0 |
|
4.250 |
6,422.0 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,035.0 |
7,071.0 |
| PP |
7,034.0 |
7,058.0 |
| S1 |
7,033.0 |
7,045.0 |
|