Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,744.0 |
15,775.0 |
31.0 |
0.2% |
15,592.0 |
High |
15,791.0 |
15,880.0 |
89.0 |
0.6% |
15,795.0 |
Low |
15,709.0 |
15,713.0 |
4.0 |
0.0% |
15,481.0 |
Close |
15,767.0 |
15,812.0 |
45.0 |
0.3% |
15,753.0 |
Range |
82.0 |
167.0 |
85.0 |
103.7% |
314.0 |
ATR |
162.7 |
163.0 |
0.3 |
0.2% |
0.0 |
Volume |
43,546 |
61,536 |
17,990 |
41.3% |
312,847 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,302.7 |
16,224.3 |
15,903.9 |
|
R3 |
16,135.7 |
16,057.3 |
15,857.9 |
|
R2 |
15,968.7 |
15,968.7 |
15,842.6 |
|
R1 |
15,890.3 |
15,890.3 |
15,827.3 |
15,929.5 |
PP |
15,801.7 |
15,801.7 |
15,801.7 |
15,821.3 |
S1 |
15,723.3 |
15,723.3 |
15,796.7 |
15,762.5 |
S2 |
15,634.7 |
15,634.7 |
15,781.4 |
|
S3 |
15,467.7 |
15,556.3 |
15,766.1 |
|
S4 |
15,300.7 |
15,389.3 |
15,720.2 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,618.3 |
16,499.7 |
15,925.7 |
|
R3 |
16,304.3 |
16,185.7 |
15,839.4 |
|
R2 |
15,990.3 |
15,990.3 |
15,810.6 |
|
R1 |
15,871.7 |
15,871.7 |
15,781.8 |
15,931.0 |
PP |
15,676.3 |
15,676.3 |
15,676.3 |
15,706.0 |
S1 |
15,557.7 |
15,557.7 |
15,724.2 |
15,617.0 |
S2 |
15,362.3 |
15,362.3 |
15,695.4 |
|
S3 |
15,048.3 |
15,243.7 |
15,666.7 |
|
S4 |
14,734.3 |
14,929.7 |
15,580.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,880.0 |
15,648.0 |
232.0 |
1.5% |
106.6 |
0.7% |
71% |
True |
False |
51,430 |
10 |
15,880.0 |
15,426.0 |
454.0 |
2.9% |
133.3 |
0.8% |
85% |
True |
False |
58,794 |
20 |
15,880.0 |
15,032.0 |
848.0 |
5.4% |
170.4 |
1.1% |
92% |
True |
False |
68,663 |
40 |
15,880.0 |
15,032.0 |
848.0 |
5.4% |
186.4 |
1.2% |
92% |
True |
False |
66,267 |
60 |
15,880.0 |
14,930.0 |
950.0 |
6.0% |
171.3 |
1.1% |
93% |
True |
False |
45,325 |
80 |
15,880.0 |
14,795.0 |
1,085.0 |
6.9% |
169.9 |
1.1% |
94% |
True |
False |
34,007 |
100 |
15,880.0 |
14,450.0 |
1,430.0 |
9.0% |
155.4 |
1.0% |
95% |
True |
False |
27,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,589.8 |
2.618 |
16,317.2 |
1.618 |
16,150.2 |
1.000 |
16,047.0 |
0.618 |
15,983.2 |
HIGH |
15,880.0 |
0.618 |
15,816.2 |
0.500 |
15,796.5 |
0.382 |
15,776.8 |
LOW |
15,713.0 |
0.618 |
15,609.8 |
1.000 |
15,546.0 |
1.618 |
15,442.8 |
2.618 |
15,275.8 |
4.250 |
15,003.3 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,806.8 |
15,802.2 |
PP |
15,801.7 |
15,792.3 |
S1 |
15,796.5 |
15,782.5 |
|