Trading Metrics calculated at close of trading on 16-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,079.75 |
15,119.25 |
39.50 |
0.3% |
15,090.25 |
High |
15,141.75 |
15,139.00 |
-2.75 |
0.0% |
15,157.25 |
Low |
15,055.25 |
14,917.25 |
-138.00 |
-0.9% |
14,941.25 |
Close |
15,125.75 |
15,134.00 |
8.25 |
0.1% |
15,125.75 |
Range |
86.50 |
221.75 |
135.25 |
156.4% |
216.00 |
ATR |
164.42 |
168.52 |
4.09 |
2.5% |
0.00 |
Volume |
364,520 |
590,789 |
226,269 |
62.1% |
2,065,145 |
|
Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,728.75 |
15,653.00 |
15,256.00 |
|
R3 |
15,507.00 |
15,431.25 |
15,195.00 |
|
R2 |
15,285.25 |
15,285.25 |
15,174.75 |
|
R1 |
15,209.50 |
15,209.50 |
15,154.25 |
15,247.50 |
PP |
15,063.50 |
15,063.50 |
15,063.50 |
15,082.25 |
S1 |
14,987.75 |
14,987.75 |
15,113.75 |
15,025.50 |
S2 |
14,841.75 |
14,841.75 |
15,093.25 |
|
S3 |
14,620.00 |
14,766.00 |
15,073.00 |
|
S4 |
14,398.25 |
14,544.25 |
15,012.00 |
|
|
Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,722.75 |
15,640.25 |
15,244.50 |
|
R3 |
15,506.75 |
15,424.25 |
15,185.25 |
|
R2 |
15,290.75 |
15,290.75 |
15,165.25 |
|
R1 |
15,208.25 |
15,208.25 |
15,145.50 |
15,249.50 |
PP |
15,074.75 |
15,074.75 |
15,074.75 |
15,095.50 |
S1 |
14,992.25 |
14,992.25 |
15,106.00 |
15,033.50 |
S2 |
14,858.75 |
14,858.75 |
15,086.25 |
|
S3 |
14,642.75 |
14,776.25 |
15,066.25 |
|
S4 |
14,426.75 |
14,560.25 |
15,007.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,157.25 |
14,917.25 |
240.00 |
1.6% |
155.25 |
1.0% |
90% |
False |
True |
458,909 |
10 |
15,172.50 |
14,849.00 |
323.50 |
2.1% |
145.50 |
1.0% |
88% |
False |
False |
438,864 |
20 |
15,172.50 |
14,516.75 |
655.75 |
4.3% |
168.25 |
1.1% |
94% |
False |
False |
460,094 |
40 |
15,172.50 |
13,958.50 |
1,214.00 |
8.0% |
169.25 |
1.1% |
97% |
False |
False |
464,502 |
60 |
15,172.50 |
13,348.75 |
1,823.75 |
12.1% |
172.75 |
1.1% |
98% |
False |
False |
358,684 |
80 |
15,172.50 |
12,906.00 |
2,266.50 |
15.0% |
194.75 |
1.3% |
98% |
False |
False |
269,285 |
100 |
15,172.50 |
12,602.00 |
2,570.50 |
17.0% |
197.50 |
1.3% |
99% |
False |
False |
215,535 |
120 |
15,172.50 |
12,195.25 |
2,977.25 |
19.7% |
224.50 |
1.5% |
99% |
False |
False |
179,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,081.50 |
2.618 |
15,719.50 |
1.618 |
15,497.75 |
1.000 |
15,360.75 |
0.618 |
15,276.00 |
HIGH |
15,139.00 |
0.618 |
15,054.25 |
0.500 |
15,028.00 |
0.382 |
15,002.00 |
LOW |
14,917.25 |
0.618 |
14,780.25 |
1.000 |
14,695.50 |
1.618 |
14,558.50 |
2.618 |
14,336.75 |
4.250 |
13,974.75 |
|
|
Fisher Pivots for day following 16-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,098.75 |
15,099.25 |
PP |
15,063.50 |
15,064.25 |
S1 |
15,028.00 |
15,029.50 |
|