Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,128.75 |
15,045.00 |
-83.75 |
-0.6% |
14,972.75 |
High |
15,157.25 |
15,119.00 |
-38.25 |
-0.3% |
15,172.50 |
Low |
14,994.50 |
14,963.00 |
-31.50 |
-0.2% |
14,849.00 |
Close |
15,044.50 |
15,019.50 |
-25.00 |
-0.2% |
15,095.50 |
Range |
162.75 |
156.00 |
-6.75 |
-4.1% |
323.50 |
ATR |
173.28 |
172.05 |
-1.23 |
-0.7% |
0.00 |
Volume |
475,298 |
479,700 |
4,402 |
0.9% |
2,178,850 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,501.75 |
15,416.75 |
15,105.25 |
|
R3 |
15,345.75 |
15,260.75 |
15,062.50 |
|
R2 |
15,189.75 |
15,189.75 |
15,048.00 |
|
R1 |
15,104.75 |
15,104.75 |
15,033.75 |
15,069.25 |
PP |
15,033.75 |
15,033.75 |
15,033.75 |
15,016.00 |
S1 |
14,948.75 |
14,948.75 |
15,005.25 |
14,913.25 |
S2 |
14,877.75 |
14,877.75 |
14,991.00 |
|
S3 |
14,721.75 |
14,792.75 |
14,976.50 |
|
S4 |
14,565.75 |
14,636.75 |
14,933.75 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,009.50 |
15,876.00 |
15,273.50 |
|
R3 |
15,686.00 |
15,552.50 |
15,184.50 |
|
R2 |
15,362.50 |
15,362.50 |
15,154.75 |
|
R1 |
15,229.00 |
15,229.00 |
15,125.25 |
15,295.75 |
PP |
15,039.00 |
15,039.00 |
15,039.00 |
15,072.50 |
S1 |
14,905.50 |
14,905.50 |
15,065.75 |
14,972.25 |
S2 |
14,715.50 |
14,715.50 |
15,036.25 |
|
S3 |
14,392.00 |
14,582.00 |
15,006.50 |
|
S4 |
14,068.50 |
14,258.50 |
14,917.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,172.50 |
14,963.00 |
209.50 |
1.4% |
137.25 |
0.9% |
27% |
False |
True |
416,602 |
10 |
15,172.50 |
14,811.25 |
361.25 |
2.4% |
147.00 |
1.0% |
58% |
False |
False |
441,345 |
20 |
15,172.50 |
14,445.00 |
727.50 |
4.8% |
180.75 |
1.2% |
79% |
False |
False |
487,821 |
40 |
15,172.50 |
13,830.25 |
1,342.25 |
8.9% |
178.25 |
1.2% |
89% |
False |
False |
475,994 |
60 |
15,172.50 |
12,944.50 |
2,228.00 |
14.8% |
180.25 |
1.2% |
93% |
False |
False |
336,420 |
80 |
15,172.50 |
12,906.00 |
2,266.50 |
15.1% |
197.25 |
1.3% |
93% |
False |
False |
252,566 |
100 |
15,172.50 |
12,602.00 |
2,570.50 |
17.1% |
202.00 |
1.3% |
94% |
False |
False |
202,153 |
120 |
15,172.50 |
12,195.25 |
2,977.25 |
19.8% |
231.50 |
1.5% |
95% |
False |
False |
168,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,782.00 |
2.618 |
15,527.50 |
1.618 |
15,371.50 |
1.000 |
15,275.00 |
0.618 |
15,215.50 |
HIGH |
15,119.00 |
0.618 |
15,059.50 |
0.500 |
15,041.00 |
0.382 |
15,022.50 |
LOW |
14,963.00 |
0.618 |
14,866.50 |
1.000 |
14,807.00 |
1.618 |
14,710.50 |
2.618 |
14,554.50 |
4.250 |
14,300.00 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,041.00 |
15,060.00 |
PP |
15,033.75 |
15,046.50 |
S1 |
15,026.75 |
15,033.00 |
|