Trading Metrics calculated at close of trading on 24-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
15,830.0 |
15,863.0 |
33.0 |
0.2% |
15,928.0 |
High |
15,935.0 |
15,922.0 |
-13.0 |
-0.1% |
15,970.0 |
Low |
15,790.0 |
15,847.0 |
57.0 |
0.4% |
15,615.0 |
Close |
15,861.0 |
15,900.0 |
39.0 |
0.2% |
15,786.0 |
Range |
145.0 |
75.0 |
-70.0 |
-48.3% |
355.0 |
ATR |
164.9 |
158.5 |
-6.4 |
-3.9% |
0.0 |
Volume |
60,318 |
47,115 |
-13,203 |
-21.9% |
352,779 |
|
Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,114.7 |
16,082.3 |
15,941.3 |
|
R3 |
16,039.7 |
16,007.3 |
15,920.6 |
|
R2 |
15,964.7 |
15,964.7 |
15,913.8 |
|
R1 |
15,932.3 |
15,932.3 |
15,906.9 |
15,948.5 |
PP |
15,889.7 |
15,889.7 |
15,889.7 |
15,897.8 |
S1 |
15,857.3 |
15,857.3 |
15,893.1 |
15,873.5 |
S2 |
15,814.7 |
15,814.7 |
15,886.3 |
|
S3 |
15,739.7 |
15,782.3 |
15,879.4 |
|
S4 |
15,664.7 |
15,707.3 |
15,858.8 |
|
|
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% |
156.6 |
1.0% |
80% |
False |
False |
67,321 |
10 |
16,024.0 |
15,615.0 |
409.0 |
2.6% |
146.9 |
0.9% |
70% |
False |
False |
63,177 |
20 |
16,024.0 |
15,426.0 |
598.0 |
3.8% |
136.9 |
0.9% |
79% |
False |
False |
60,773 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
177.3 |
1.1% |
88% |
False |
False |
68,702 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
169.0 |
1.1% |
88% |
False |
False |
54,794 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
171.4 |
1.1% |
90% |
False |
False |
41,132 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
159.3 |
1.0% |
90% |
False |
False |
32,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,240.8 |
2.618 |
16,118.4 |
1.618 |
16,043.4 |
1.000 |
15,997.0 |
0.618 |
15,968.4 |
HIGH |
15,922.0 |
0.618 |
15,893.4 |
0.500 |
15,884.5 |
0.382 |
15,875.7 |
LOW |
15,847.0 |
0.618 |
15,800.7 |
1.000 |
15,772.0 |
1.618 |
15,725.7 |
2.618 |
15,650.7 |
4.250 |
15,528.3 |
|
|
Fisher Pivots for day following 24-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,894.8 |
15,863.5 |
PP |
15,889.7 |
15,827.0 |
S1 |
15,884.5 |
15,790.5 |
|