| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
15,850.0 |
15,942.0 |
92.0 |
0.6% |
15,718.0 |
| High |
15,967.0 |
16,024.0 |
57.0 |
0.4% |
16,024.0 |
| Low |
15,804.0 |
15,920.0 |
116.0 |
0.7% |
15,685.0 |
| Close |
15,937.0 |
15,969.0 |
32.0 |
0.2% |
15,969.0 |
| Range |
163.0 |
104.0 |
-59.0 |
-36.2% |
339.0 |
| ATR |
163.0 |
158.8 |
-4.2 |
-2.6% |
0.0 |
| Volume |
59,612 |
50,413 |
-9,199 |
-15.4% |
262,175 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,283.0 |
16,230.0 |
16,026.2 |
|
| R3 |
16,179.0 |
16,126.0 |
15,997.6 |
|
| R2 |
16,075.0 |
16,075.0 |
15,988.1 |
|
| R1 |
16,022.0 |
16,022.0 |
15,978.5 |
16,048.5 |
| PP |
15,971.0 |
15,971.0 |
15,971.0 |
15,984.3 |
| S1 |
15,918.0 |
15,918.0 |
15,959.5 |
15,944.5 |
| S2 |
15,867.0 |
15,867.0 |
15,949.9 |
|
| S3 |
15,763.0 |
15,814.0 |
15,940.4 |
|
| S4 |
15,659.0 |
15,710.0 |
15,911.8 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,909.7 |
16,778.3 |
16,155.5 |
|
| R3 |
16,570.7 |
16,439.3 |
16,062.2 |
|
| R2 |
16,231.7 |
16,231.7 |
16,031.2 |
|
| R1 |
16,100.3 |
16,100.3 |
16,000.1 |
16,166.0 |
| PP |
15,892.7 |
15,892.7 |
15,892.7 |
15,925.5 |
| S1 |
15,761.3 |
15,761.3 |
15,937.9 |
15,827.0 |
| S2 |
15,553.7 |
15,553.7 |
15,906.9 |
|
| S3 |
15,214.7 |
15,422.3 |
15,875.8 |
|
| S4 |
14,875.7 |
15,083.3 |
15,782.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,024.0 |
15,685.0 |
339.0 |
2.1% |
123.8 |
0.8% |
84% |
True |
False |
52,435 |
| 10 |
16,024.0 |
15,481.0 |
543.0 |
3.4% |
127.1 |
0.8% |
90% |
True |
False |
57,502 |
| 20 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
162.8 |
1.0% |
94% |
True |
False |
65,640 |
| 40 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
187.1 |
1.2% |
94% |
True |
False |
67,162 |
| 60 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
167.5 |
1.0% |
94% |
True |
False |
47,156 |
| 80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
167.9 |
1.1% |
96% |
True |
False |
35,381 |
| 100 |
16,024.0 |
14,450.0 |
1,574.0 |
9.9% |
157.0 |
1.0% |
97% |
True |
False |
28,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,466.0 |
|
2.618 |
16,296.3 |
|
1.618 |
16,192.3 |
|
1.000 |
16,128.0 |
|
0.618 |
16,088.3 |
|
HIGH |
16,024.0 |
|
0.618 |
15,984.3 |
|
0.500 |
15,972.0 |
|
0.382 |
15,959.7 |
|
LOW |
15,920.0 |
|
0.618 |
15,855.7 |
|
1.000 |
15,816.0 |
|
1.618 |
15,751.7 |
|
2.618 |
15,647.7 |
|
4.250 |
15,478.0 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,972.0 |
15,935.5 |
| PP |
15,971.0 |
15,902.0 |
| S1 |
15,970.0 |
15,868.5 |
|