| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
7,090.0 |
7,100.0 |
10.0 |
0.1% |
7,173.0 |
| High |
7,131.0 |
7,111.5 |
-19.5 |
-0.3% |
7,173.0 |
| Low |
7,064.0 |
7,053.5 |
-10.5 |
-0.1% |
6,970.5 |
| Close |
7,092.0 |
7,092.0 |
0.0 |
0.0% |
7,067.0 |
| Range |
67.0 |
58.0 |
-9.0 |
-13.4% |
202.5 |
| ATR |
76.8 |
75.5 |
-1.3 |
-1.7% |
0.0 |
| Volume |
64,859 |
73,286 |
8,427 |
13.0% |
473,207 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,259.5 |
7,234.0 |
7,124.0 |
|
| R3 |
7,201.5 |
7,176.0 |
7,108.0 |
|
| R2 |
7,143.5 |
7,143.5 |
7,102.5 |
|
| R1 |
7,118.0 |
7,118.0 |
7,097.5 |
7,102.0 |
| PP |
7,085.5 |
7,085.5 |
7,085.5 |
7,077.5 |
| S1 |
7,060.0 |
7,060.0 |
7,086.5 |
7,044.0 |
| S2 |
7,027.5 |
7,027.5 |
7,081.5 |
|
| S3 |
6,969.5 |
7,002.0 |
7,076.0 |
|
| S4 |
6,911.5 |
6,944.0 |
7,060.0 |
|
|
| 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 |
7,171.5 |
6,970.5 |
201.0 |
2.8% |
84.0 |
1.2% |
60% |
False |
False |
85,433 |
| 10 |
7,189.0 |
6,970.5 |
218.5 |
3.1% |
72.5 |
1.0% |
56% |
False |
False |
82,381 |
| 20 |
7,189.0 |
6,903.5 |
285.5 |
4.0% |
64.5 |
0.9% |
66% |
False |
False |
77,329 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
78.5 |
1.1% |
79% |
False |
False |
86,714 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
73.5 |
1.0% |
79% |
False |
False |
87,218 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
68.5 |
1.0% |
79% |
False |
False |
65,535 |
| 100 |
7,189.0 |
6,628.0 |
561.0 |
7.9% |
59.5 |
0.8% |
83% |
False |
False |
52,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,358.0 |
|
2.618 |
7,263.5 |
|
1.618 |
7,205.5 |
|
1.000 |
7,169.5 |
|
0.618 |
7,147.5 |
|
HIGH |
7,111.5 |
|
0.618 |
7,089.5 |
|
0.500 |
7,082.5 |
|
0.382 |
7,075.5 |
|
LOW |
7,053.5 |
|
0.618 |
7,017.5 |
|
1.000 |
6,995.5 |
|
1.618 |
6,959.5 |
|
2.618 |
6,901.5 |
|
4.250 |
6,807.0 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,089.0 |
7,085.0 |
| PP |
7,085.5 |
7,078.0 |
| S1 |
7,082.5 |
7,071.0 |
|