| Trading Metrics calculated at close of trading on 18-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
15,936.0 |
15,881.0 |
-55.0 |
-0.3% |
15,718.0 |
| High |
15,936.0 |
15,970.0 |
34.0 |
0.2% |
16,024.0 |
| Low |
15,800.0 |
15,863.0 |
63.0 |
0.4% |
15,685.0 |
| Close |
15,907.0 |
15,956.0 |
49.0 |
0.3% |
15,969.0 |
| Range |
136.0 |
107.0 |
-29.0 |
-21.3% |
339.0 |
| ATR |
155.1 |
151.7 |
-3.4 |
-2.2% |
0.0 |
| Volume |
63,710 |
55,505 |
-8,205 |
-12.9% |
262,175 |
|
| Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,250.7 |
16,210.3 |
16,014.9 |
|
| R3 |
16,143.7 |
16,103.3 |
15,985.4 |
|
| R2 |
16,036.7 |
16,036.7 |
15,975.6 |
|
| R1 |
15,996.3 |
15,996.3 |
15,965.8 |
16,016.5 |
| PP |
15,929.7 |
15,929.7 |
15,929.7 |
15,939.8 |
| S1 |
15,889.3 |
15,889.3 |
15,946.2 |
15,909.5 |
| S2 |
15,822.7 |
15,822.7 |
15,936.4 |
|
| S3 |
15,715.7 |
15,782.3 |
15,926.6 |
|
| S4 |
15,608.7 |
15,675.3 |
15,897.2 |
|
|
| 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 |
15,800.0 |
224.0 |
1.4% |
125.2 |
0.8% |
70% |
False |
False |
57,827 |
| 10 |
16,024.0 |
15,648.0 |
376.0 |
2.4% |
115.9 |
0.7% |
82% |
False |
False |
54,629 |
| 20 |
16,024.0 |
15,407.0 |
617.0 |
3.9% |
134.5 |
0.8% |
89% |
False |
False |
58,999 |
| 40 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
175.2 |
1.1% |
93% |
False |
False |
66,602 |
| 60 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
165.4 |
1.0% |
93% |
False |
False |
50,138 |
| 80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
168.6 |
1.1% |
94% |
False |
False |
37,619 |
| 100 |
16,024.0 |
14,690.0 |
1,334.0 |
8.4% |
156.4 |
1.0% |
95% |
False |
False |
30,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,424.8 |
|
2.618 |
16,250.1 |
|
1.618 |
16,143.1 |
|
1.000 |
16,077.0 |
|
0.618 |
16,036.1 |
|
HIGH |
15,970.0 |
|
0.618 |
15,929.1 |
|
0.500 |
15,916.5 |
|
0.382 |
15,903.9 |
|
LOW |
15,863.0 |
|
0.618 |
15,796.9 |
|
1.000 |
15,756.0 |
|
1.618 |
15,689.9 |
|
2.618 |
15,582.9 |
|
4.250 |
15,408.3 |
|
|
| Fisher Pivots for day following 18-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,942.8 |
15,932.3 |
| PP |
15,929.7 |
15,908.7 |
| S1 |
15,916.5 |
15,885.0 |
|