| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
7,089.5 |
7,053.5 |
-36.0 |
-0.5% |
7,173.0 |
| High |
7,099.5 |
7,095.0 |
-4.5 |
-0.1% |
7,173.0 |
| Low |
6,970.5 |
7,010.5 |
40.0 |
0.6% |
6,970.5 |
| Close |
7,032.0 |
7,067.0 |
35.0 |
0.5% |
7,067.0 |
| Range |
129.0 |
84.5 |
-44.5 |
-34.5% |
202.5 |
| ATR |
77.0 |
77.6 |
0.5 |
0.7% |
0.0 |
| Volume |
130,612 |
91,315 |
-39,297 |
-30.1% |
473,207 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,311.0 |
7,273.5 |
7,113.5 |
|
| R3 |
7,226.5 |
7,189.0 |
7,090.0 |
|
| R2 |
7,142.0 |
7,142.0 |
7,082.5 |
|
| R1 |
7,104.5 |
7,104.5 |
7,074.5 |
7,123.0 |
| PP |
7,057.5 |
7,057.5 |
7,057.5 |
7,067.0 |
| S1 |
7,020.0 |
7,020.0 |
7,059.5 |
7,039.0 |
| S2 |
6,973.0 |
6,973.0 |
7,051.5 |
|
| S3 |
6,888.5 |
6,935.5 |
7,044.0 |
|
| S4 |
6,804.0 |
6,851.0 |
7,020.5 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,677.5 |
7,575.0 |
7,178.5 |
|
| R3 |
7,475.0 |
7,372.5 |
7,122.5 |
|
| R2 |
7,272.5 |
7,272.5 |
7,104.0 |
|
| R1 |
7,170.0 |
7,170.0 |
7,085.5 |
7,120.0 |
| PP |
7,070.0 |
7,070.0 |
7,070.0 |
7,045.0 |
| S1 |
6,967.5 |
6,967.5 |
7,048.5 |
6,917.5 |
| S2 |
6,867.5 |
6,867.5 |
7,030.0 |
|
| S3 |
6,665.0 |
6,765.0 |
7,011.5 |
|
| S4 |
6,462.5 |
6,562.5 |
6,955.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,173.0 |
6,970.5 |
202.5 |
2.9% |
93.5 |
1.3% |
48% |
False |
False |
94,641 |
| 10 |
7,189.0 |
6,970.5 |
218.5 |
3.1% |
71.5 |
1.0% |
44% |
False |
False |
80,345 |
| 20 |
7,189.0 |
6,857.0 |
332.0 |
4.7% |
66.5 |
0.9% |
63% |
False |
False |
78,278 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
79.0 |
1.1% |
73% |
False |
False |
86,655 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
74.0 |
1.0% |
73% |
False |
False |
84,921 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.5% |
68.0 |
1.0% |
73% |
False |
False |
63,810 |
| 100 |
7,189.0 |
6,611.0 |
578.0 |
8.2% |
58.5 |
0.8% |
79% |
False |
False |
51,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,454.0 |
|
2.618 |
7,316.0 |
|
1.618 |
7,231.5 |
|
1.000 |
7,179.5 |
|
0.618 |
7,147.0 |
|
HIGH |
7,095.0 |
|
0.618 |
7,062.5 |
|
0.500 |
7,053.0 |
|
0.382 |
7,043.0 |
|
LOW |
7,010.5 |
|
0.618 |
6,958.5 |
|
1.000 |
6,926.0 |
|
1.618 |
6,874.0 |
|
2.618 |
6,789.5 |
|
4.250 |
6,651.5 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,062.0 |
7,071.0 |
| PP |
7,057.5 |
7,069.5 |
| S1 |
7,053.0 |
7,068.5 |
|