Trading Metrics calculated at close of trading on 23-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,788.0 |
15,830.0 |
42.0 |
0.3% |
15,928.0 |
High |
15,824.0 |
15,935.0 |
111.0 |
0.7% |
15,970.0 |
Low |
15,646.0 |
15,790.0 |
144.0 |
0.9% |
15,615.0 |
Close |
15,786.0 |
15,861.0 |
75.0 |
0.5% |
15,786.0 |
Range |
178.0 |
145.0 |
-33.0 |
-18.5% |
355.0 |
ATR |
166.1 |
164.9 |
-1.2 |
-0.7% |
0.0 |
Volume |
67,777 |
60,318 |
-7,459 |
-11.0% |
352,779 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,297.0 |
16,224.0 |
15,940.8 |
|
R3 |
16,152.0 |
16,079.0 |
15,900.9 |
|
R2 |
16,007.0 |
16,007.0 |
15,887.6 |
|
R1 |
15,934.0 |
15,934.0 |
15,874.3 |
15,970.5 |
PP |
15,862.0 |
15,862.0 |
15,862.0 |
15,880.3 |
S1 |
15,789.0 |
15,789.0 |
15,847.7 |
15,825.5 |
S2 |
15,717.0 |
15,717.0 |
15,834.4 |
|
S3 |
15,572.0 |
15,644.0 |
15,821.1 |
|
S4 |
15,427.0 |
15,499.0 |
15,781.3 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,855.3 |
16,675.7 |
15,981.3 |
|
R3 |
16,500.3 |
16,320.7 |
15,883.6 |
|
R2 |
16,145.3 |
16,145.3 |
15,851.1 |
|
R1 |
15,965.7 |
15,965.7 |
15,818.5 |
15,878.0 |
PP |
15,790.3 |
15,790.3 |
15,790.3 |
15,746.5 |
S1 |
15,610.7 |
15,610.7 |
15,753.5 |
15,523.0 |
S2 |
15,435.3 |
15,435.3 |
15,720.9 |
|
S3 |
15,080.3 |
15,255.7 |
15,688.4 |
|
S4 |
14,725.3 |
14,900.7 |
15,590.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,970.0 |
15,615.0 |
355.0 |
2.2% |
168.8 |
1.1% |
69% |
False |
False |
70,640 |
10 |
16,024.0 |
15,615.0 |
409.0 |
2.6% |
147.6 |
0.9% |
60% |
False |
False |
62,820 |
20 |
16,024.0 |
15,407.0 |
617.0 |
3.9% |
144.0 |
0.9% |
74% |
False |
False |
62,105 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
178.7 |
1.1% |
84% |
False |
False |
68,825 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
169.5 |
1.1% |
84% |
False |
False |
54,017 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
171.6 |
1.1% |
87% |
False |
False |
40,543 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
158.7 |
1.0% |
87% |
False |
False |
32,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,551.3 |
2.618 |
16,314.6 |
1.618 |
16,169.6 |
1.000 |
16,080.0 |
0.618 |
16,024.6 |
HIGH |
15,935.0 |
0.618 |
15,879.6 |
0.500 |
15,862.5 |
0.382 |
15,845.4 |
LOW |
15,790.0 |
0.618 |
15,700.4 |
1.000 |
15,645.0 |
1.618 |
15,555.4 |
2.618 |
15,410.4 |
4.250 |
15,173.8 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,862.5 |
15,832.3 |
PP |
15,862.0 |
15,803.7 |
S1 |
15,861.5 |
15,775.0 |
|