Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,090.00 |
15,327.00 |
237.00 |
1.6% |
15,119.25 |
High |
15,337.50 |
15,384.00 |
46.50 |
0.3% |
15,139.00 |
Low |
15,086.50 |
15,309.50 |
223.00 |
1.5% |
14,710.50 |
Close |
15,304.50 |
15,355.50 |
51.00 |
0.3% |
15,086.75 |
Range |
251.00 |
74.50 |
-176.50 |
-70.3% |
428.50 |
ATR |
194.33 |
186.13 |
-8.20 |
-4.2% |
0.00 |
Volume |
412,591 |
365,577 |
-47,014 |
-11.4% |
3,086,176 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,573.25 |
15,538.75 |
15,396.50 |
|
R3 |
15,498.75 |
15,464.25 |
15,376.00 |
|
R2 |
15,424.25 |
15,424.25 |
15,369.25 |
|
R1 |
15,389.75 |
15,389.75 |
15,362.25 |
15,407.00 |
PP |
15,349.75 |
15,349.75 |
15,349.75 |
15,358.25 |
S1 |
15,315.25 |
15,315.25 |
15,348.75 |
15,332.50 |
S2 |
15,275.25 |
15,275.25 |
15,341.75 |
|
S3 |
15,200.75 |
15,240.75 |
15,335.00 |
|
S4 |
15,126.25 |
15,166.25 |
15,314.50 |
|
|
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 |
15,384.00 |
14,710.50 |
673.50 |
4.4% |
218.75 |
1.4% |
96% |
True |
False |
517,131 |
10 |
15,384.00 |
14,710.50 |
673.50 |
4.4% |
194.50 |
1.3% |
96% |
True |
False |
509,280 |
20 |
15,384.00 |
14,710.50 |
673.50 |
4.4% |
173.25 |
1.1% |
96% |
True |
False |
480,187 |
40 |
15,384.00 |
14,445.00 |
939.00 |
6.1% |
180.00 |
1.2% |
97% |
True |
False |
484,901 |
60 |
15,384.00 |
13,451.25 |
1,932.75 |
12.6% |
180.00 |
1.2% |
99% |
True |
False |
413,156 |
80 |
15,384.00 |
12,906.00 |
2,478.00 |
16.1% |
198.50 |
1.3% |
99% |
True |
False |
310,166 |
100 |
15,384.00 |
12,906.00 |
2,478.00 |
16.1% |
196.00 |
1.3% |
99% |
True |
False |
248,243 |
120 |
15,384.00 |
12,195.25 |
3,188.75 |
20.8% |
215.50 |
1.4% |
99% |
True |
False |
206,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,700.50 |
2.618 |
15,579.00 |
1.618 |
15,504.50 |
1.000 |
15,458.50 |
0.618 |
15,430.00 |
HIGH |
15,384.00 |
0.618 |
15,355.50 |
0.500 |
15,346.75 |
0.382 |
15,338.00 |
LOW |
15,309.50 |
0.618 |
15,263.50 |
1.000 |
15,235.00 |
1.618 |
15,189.00 |
2.618 |
15,114.50 |
4.250 |
14,993.00 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,352.50 |
15,276.25 |
PP |
15,349.75 |
15,196.75 |
S1 |
15,346.75 |
15,117.50 |
|