| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
14,840.00 |
14,943.25 |
103.25 |
0.7% |
15,119.25 |
| High |
14,999.00 |
15,100.00 |
101.00 |
0.7% |
15,139.00 |
| Low |
14,710.50 |
14,851.00 |
140.50 |
1.0% |
14,710.50 |
| Close |
14,928.00 |
15,086.75 |
158.75 |
1.1% |
15,086.75 |
| Range |
288.50 |
249.00 |
-39.50 |
-13.7% |
428.50 |
| ATR |
185.43 |
189.97 |
4.54 |
2.4% |
0.00 |
| Volume |
734,184 |
504,460 |
-229,724 |
-31.3% |
3,086,176 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,759.50 |
15,672.25 |
15,223.75 |
|
| R3 |
15,510.50 |
15,423.25 |
15,155.25 |
|
| R2 |
15,261.50 |
15,261.50 |
15,132.50 |
|
| R1 |
15,174.25 |
15,174.25 |
15,109.50 |
15,218.00 |
| PP |
15,012.50 |
15,012.50 |
15,012.50 |
15,034.50 |
| S1 |
14,925.25 |
14,925.25 |
15,064.00 |
14,969.00 |
| S2 |
14,763.50 |
14,763.50 |
15,041.00 |
|
| S3 |
14,514.50 |
14,676.25 |
15,018.25 |
|
| S4 |
14,265.50 |
14,427.25 |
14,949.75 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,264.25 |
16,104.00 |
15,322.50 |
|
| R3 |
15,835.75 |
15,675.50 |
15,204.50 |
|
| R2 |
15,407.25 |
15,407.25 |
15,165.25 |
|
| R1 |
15,247.00 |
15,247.00 |
15,126.00 |
15,113.00 |
| PP |
14,978.75 |
14,978.75 |
14,978.75 |
14,911.75 |
| S1 |
14,818.50 |
14,818.50 |
15,047.50 |
14,684.50 |
| S2 |
14,550.25 |
14,550.25 |
15,008.25 |
|
| S3 |
14,121.75 |
14,390.00 |
14,969.00 |
|
| S4 |
13,693.25 |
13,961.50 |
14,851.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,139.00 |
14,710.50 |
428.50 |
2.8% |
245.25 |
1.6% |
88% |
False |
False |
617,235 |
| 10 |
15,157.25 |
14,710.50 |
446.75 |
3.0% |
192.25 |
1.3% |
84% |
False |
False |
515,132 |
| 20 |
15,172.50 |
14,710.50 |
462.00 |
3.1% |
179.75 |
1.2% |
81% |
False |
False |
494,444 |
| 40 |
15,172.50 |
14,313.25 |
859.25 |
5.7% |
178.50 |
1.2% |
90% |
False |
False |
484,362 |
| 60 |
15,172.50 |
13,451.25 |
1,721.25 |
11.4% |
178.00 |
1.2% |
95% |
False |
False |
400,209 |
| 80 |
15,172.50 |
12,906.00 |
2,266.50 |
15.0% |
199.00 |
1.3% |
96% |
False |
False |
300,454 |
| 100 |
15,172.50 |
12,848.25 |
2,324.25 |
15.4% |
198.00 |
1.3% |
96% |
False |
False |
240,470 |
| 120 |
15,172.50 |
12,195.25 |
2,977.25 |
19.7% |
220.75 |
1.5% |
97% |
False |
False |
200,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,158.25 |
|
2.618 |
15,752.00 |
|
1.618 |
15,503.00 |
|
1.000 |
15,349.00 |
|
0.618 |
15,254.00 |
|
HIGH |
15,100.00 |
|
0.618 |
15,005.00 |
|
0.500 |
14,975.50 |
|
0.382 |
14,946.00 |
|
LOW |
14,851.00 |
|
0.618 |
14,697.00 |
|
1.000 |
14,602.00 |
|
1.618 |
14,448.00 |
|
2.618 |
14,199.00 |
|
4.250 |
13,792.75 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,049.75 |
15,026.25 |
| PP |
15,012.50 |
14,965.75 |
| S1 |
14,975.50 |
14,905.25 |
|