Trading Metrics calculated at close of trading on 12-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,775.0 |
15,850.0 |
75.0 |
0.5% |
15,592.0 |
High |
15,880.0 |
15,967.0 |
87.0 |
0.5% |
15,795.0 |
Low |
15,713.0 |
15,804.0 |
91.0 |
0.6% |
15,481.0 |
Close |
15,812.0 |
15,937.0 |
125.0 |
0.8% |
15,753.0 |
Range |
167.0 |
163.0 |
-4.0 |
-2.4% |
314.0 |
ATR |
163.0 |
163.0 |
0.0 |
0.0% |
0.0 |
Volume |
61,536 |
59,612 |
-1,924 |
-3.1% |
312,847 |
|
Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,391.7 |
16,327.3 |
16,026.7 |
|
R3 |
16,228.7 |
16,164.3 |
15,981.8 |
|
R2 |
16,065.7 |
16,065.7 |
15,966.9 |
|
R1 |
16,001.3 |
16,001.3 |
15,951.9 |
16,033.5 |
PP |
15,902.7 |
15,902.7 |
15,902.7 |
15,918.8 |
S1 |
15,838.3 |
15,838.3 |
15,922.1 |
15,870.5 |
S2 |
15,739.7 |
15,739.7 |
15,907.1 |
|
S3 |
15,576.7 |
15,675.3 |
15,892.2 |
|
S4 |
15,413.7 |
15,512.3 |
15,847.4 |
|
|
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 |
15,967.0 |
15,685.0 |
282.0 |
1.8% |
119.6 |
0.8% |
89% |
True |
False |
52,518 |
10 |
15,967.0 |
15,426.0 |
541.0 |
3.4% |
134.2 |
0.8% |
94% |
True |
False |
59,431 |
20 |
15,967.0 |
15,032.0 |
935.0 |
5.9% |
168.9 |
1.1% |
97% |
True |
False |
67,301 |
40 |
15,967.0 |
15,032.0 |
935.0 |
5.9% |
188.1 |
1.2% |
97% |
True |
False |
66,908 |
60 |
15,967.0 |
14,930.0 |
1,037.0 |
6.5% |
171.4 |
1.1% |
97% |
True |
False |
46,318 |
80 |
15,967.0 |
14,795.0 |
1,172.0 |
7.4% |
168.9 |
1.1% |
97% |
True |
False |
34,752 |
100 |
15,967.0 |
14,450.0 |
1,517.0 |
9.5% |
156.1 |
1.0% |
98% |
True |
False |
27,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,659.8 |
2.618 |
16,393.7 |
1.618 |
16,230.7 |
1.000 |
16,130.0 |
0.618 |
16,067.7 |
HIGH |
15,967.0 |
0.618 |
15,904.7 |
0.500 |
15,885.5 |
0.382 |
15,866.3 |
LOW |
15,804.0 |
0.618 |
15,703.3 |
1.000 |
15,641.0 |
1.618 |
15,540.3 |
2.618 |
15,377.3 |
4.250 |
15,111.3 |
|
|
Fisher Pivots for day following 12-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,919.8 |
15,904.0 |
PP |
15,902.7 |
15,871.0 |
S1 |
15,885.5 |
15,838.0 |
|