| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
15,045.00 |
15,008.50 |
-36.50 |
-0.2% |
14,972.75 |
| High |
15,119.00 |
15,090.50 |
-28.50 |
-0.2% |
15,172.50 |
| Low |
14,963.00 |
14,941.25 |
-21.75 |
-0.1% |
14,849.00 |
| Close |
15,019.50 |
15,078.50 |
59.00 |
0.4% |
15,095.50 |
| Range |
156.00 |
149.25 |
-6.75 |
-4.3% |
323.50 |
| ATR |
172.05 |
170.42 |
-1.63 |
-0.9% |
0.00 |
| Volume |
479,700 |
384,239 |
-95,461 |
-19.9% |
2,178,850 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,484.50 |
15,430.75 |
15,160.50 |
|
| R3 |
15,335.25 |
15,281.50 |
15,119.50 |
|
| R2 |
15,186.00 |
15,186.00 |
15,105.75 |
|
| R1 |
15,132.25 |
15,132.25 |
15,092.25 |
15,159.00 |
| PP |
15,036.75 |
15,036.75 |
15,036.75 |
15,050.25 |
| S1 |
14,983.00 |
14,983.00 |
15,064.75 |
15,010.00 |
| S2 |
14,887.50 |
14,887.50 |
15,051.25 |
|
| S3 |
14,738.25 |
14,833.75 |
15,037.50 |
|
| S4 |
14,589.00 |
14,684.50 |
14,996.50 |
|
|
| 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 |
15,169.75 |
14,941.25 |
228.50 |
1.5% |
146.50 |
1.0% |
60% |
False |
True |
425,139 |
| 10 |
15,172.50 |
14,811.25 |
361.25 |
2.4% |
144.00 |
1.0% |
74% |
False |
False |
438,510 |
| 20 |
15,172.50 |
14,445.00 |
727.50 |
4.8% |
175.50 |
1.2% |
87% |
False |
False |
475,294 |
| 40 |
15,172.50 |
13,841.75 |
1,330.75 |
8.8% |
175.50 |
1.2% |
93% |
False |
False |
471,442 |
| 60 |
15,172.50 |
12,944.50 |
2,228.00 |
14.8% |
178.50 |
1.2% |
96% |
False |
False |
342,810 |
| 80 |
15,172.50 |
12,906.00 |
2,266.50 |
15.0% |
196.50 |
1.3% |
96% |
False |
False |
257,357 |
| 100 |
15,172.50 |
12,602.00 |
2,570.50 |
17.0% |
199.75 |
1.3% |
96% |
False |
False |
205,990 |
| 120 |
15,172.50 |
12,195.25 |
2,977.25 |
19.7% |
229.50 |
1.5% |
97% |
False |
False |
171,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,724.75 |
|
2.618 |
15,481.25 |
|
1.618 |
15,332.00 |
|
1.000 |
15,239.75 |
|
0.618 |
15,182.75 |
|
HIGH |
15,090.50 |
|
0.618 |
15,033.50 |
|
0.500 |
15,016.00 |
|
0.382 |
14,998.25 |
|
LOW |
14,941.25 |
|
0.618 |
14,849.00 |
|
1.000 |
14,792.00 |
|
1.618 |
14,699.75 |
|
2.618 |
14,550.50 |
|
4.250 |
14,307.00 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,057.50 |
15,068.75 |
| PP |
15,036.75 |
15,059.00 |
| S1 |
15,016.00 |
15,049.25 |
|