Trading Metrics calculated at close of trading on 19-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
14,970.25 |
14,840.00 |
-130.25 |
-0.9% |
15,090.25 |
High |
15,037.25 |
14,999.00 |
-38.25 |
-0.3% |
15,157.25 |
Low |
14,806.50 |
14,710.50 |
-96.00 |
-0.6% |
14,941.25 |
Close |
14,849.25 |
14,928.00 |
78.75 |
0.5% |
15,125.75 |
Range |
230.75 |
288.50 |
57.75 |
25.0% |
216.00 |
ATR |
177.51 |
185.43 |
7.93 |
4.5% |
0.00 |
Volume |
568,846 |
734,184 |
165,338 |
29.1% |
2,065,145 |
|
Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,744.75 |
15,624.75 |
15,086.75 |
|
R3 |
15,456.25 |
15,336.25 |
15,007.25 |
|
R2 |
15,167.75 |
15,167.75 |
14,981.00 |
|
R1 |
15,047.75 |
15,047.75 |
14,954.50 |
15,107.75 |
PP |
14,879.25 |
14,879.25 |
14,879.25 |
14,909.00 |
S1 |
14,759.25 |
14,759.25 |
14,901.50 |
14,819.25 |
S2 |
14,590.75 |
14,590.75 |
14,875.00 |
|
S3 |
14,302.25 |
14,470.75 |
14,848.75 |
|
S4 |
14,013.75 |
14,182.25 |
14,769.25 |
|
|
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 |
15,141.75 |
14,710.50 |
431.25 |
2.9% |
212.75 |
1.4% |
50% |
False |
True |
589,247 |
10 |
15,169.75 |
14,710.50 |
459.25 |
3.1% |
179.75 |
1.2% |
47% |
False |
True |
507,193 |
20 |
15,172.50 |
14,710.50 |
462.00 |
3.1% |
176.50 |
1.2% |
47% |
False |
True |
491,684 |
40 |
15,172.50 |
14,270.00 |
902.50 |
6.0% |
176.25 |
1.2% |
73% |
False |
False |
481,997 |
60 |
15,172.50 |
13,451.25 |
1,721.25 |
11.5% |
175.00 |
1.2% |
86% |
False |
False |
391,814 |
80 |
15,172.50 |
12,906.00 |
2,266.50 |
15.2% |
197.25 |
1.3% |
89% |
False |
False |
294,157 |
100 |
15,172.50 |
12,769.00 |
2,403.50 |
16.1% |
197.50 |
1.3% |
90% |
False |
False |
235,429 |
120 |
15,172.50 |
12,195.25 |
2,977.25 |
19.9% |
220.75 |
1.5% |
92% |
False |
False |
196,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,225.00 |
2.618 |
15,754.25 |
1.618 |
15,465.75 |
1.000 |
15,287.50 |
0.618 |
15,177.25 |
HIGH |
14,999.00 |
0.618 |
14,888.75 |
0.500 |
14,854.75 |
0.382 |
14,820.75 |
LOW |
14,710.50 |
0.618 |
14,532.25 |
1.000 |
14,422.00 |
1.618 |
14,243.75 |
2.618 |
13,955.25 |
4.250 |
13,484.50 |
|
|
Fisher Pivots for day following 19-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
14,903.50 |
14,926.00 |
PP |
14,879.25 |
14,924.00 |
S1 |
14,854.75 |
14,922.00 |
|