| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
15,928.0 |
15,936.0 |
8.0 |
0.1% |
15,718.0 |
| High |
15,957.0 |
15,936.0 |
-21.0 |
-0.1% |
16,024.0 |
| Low |
15,841.0 |
15,800.0 |
-41.0 |
-0.3% |
15,685.0 |
| Close |
15,890.0 |
15,907.0 |
17.0 |
0.1% |
15,969.0 |
| Range |
116.0 |
136.0 |
20.0 |
17.2% |
339.0 |
| ATR |
156.6 |
155.1 |
-1.5 |
-0.9% |
0.0 |
| Volume |
59,897 |
63,710 |
3,813 |
6.4% |
262,175 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,289.0 |
16,234.0 |
15,981.8 |
|
| R3 |
16,153.0 |
16,098.0 |
15,944.4 |
|
| R2 |
16,017.0 |
16,017.0 |
15,931.9 |
|
| R1 |
15,962.0 |
15,962.0 |
15,919.5 |
15,921.5 |
| PP |
15,881.0 |
15,881.0 |
15,881.0 |
15,860.8 |
| S1 |
15,826.0 |
15,826.0 |
15,894.5 |
15,785.5 |
| S2 |
15,745.0 |
15,745.0 |
15,882.1 |
|
| S3 |
15,609.0 |
15,690.0 |
15,869.6 |
|
| S4 |
15,473.0 |
15,554.0 |
15,832.2 |
|
|
| 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 |
15,713.0 |
311.0 |
2.0% |
137.2 |
0.9% |
62% |
False |
False |
59,033 |
| 10 |
16,024.0 |
15,542.0 |
482.0 |
3.0% |
121.2 |
0.8% |
76% |
False |
False |
56,365 |
| 20 |
16,024.0 |
15,182.0 |
842.0 |
5.3% |
142.6 |
0.9% |
86% |
False |
False |
60,402 |
| 40 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
176.2 |
1.1% |
88% |
False |
False |
66,440 |
| 60 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
165.5 |
1.0% |
88% |
False |
False |
49,214 |
| 80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
168.0 |
1.1% |
90% |
False |
False |
36,926 |
| 100 |
16,024.0 |
14,450.0 |
1,574.0 |
9.9% |
157.7 |
1.0% |
93% |
False |
False |
29,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,514.0 |
|
2.618 |
16,292.0 |
|
1.618 |
16,156.0 |
|
1.000 |
16,072.0 |
|
0.618 |
16,020.0 |
|
HIGH |
15,936.0 |
|
0.618 |
15,884.0 |
|
0.500 |
15,868.0 |
|
0.382 |
15,852.0 |
|
LOW |
15,800.0 |
|
0.618 |
15,716.0 |
|
1.000 |
15,664.0 |
|
1.618 |
15,580.0 |
|
2.618 |
15,444.0 |
|
4.250 |
15,222.0 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,894.0 |
15,912.0 |
| PP |
15,881.0 |
15,910.3 |
| S1 |
15,868.0 |
15,908.7 |
|