| 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 |
15,106.00 |
15,119.25 |
13.25 |
0.1% |
15,073.75 |
| High |
15,128.00 |
15,119.75 |
-8.25 |
-0.1% |
15,145.00 |
| Low |
14,908.00 |
14,886.50 |
-21.50 |
-0.1% |
14,929.50 |
| Close |
15,121.75 |
14,985.25 |
-136.50 |
-0.9% |
15,113.75 |
| Range |
220.00 |
233.25 |
13.25 |
6.0% |
215.50 |
| ATR |
164.71 |
169.75 |
5.04 |
3.1% |
0.00 |
| Volume |
1,190 |
1,743 |
553 |
46.5% |
4,009 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,697.00 |
15,574.25 |
15,113.50 |
|
| R3 |
15,463.75 |
15,341.00 |
15,049.50 |
|
| R2 |
15,230.50 |
15,230.50 |
15,028.00 |
|
| R1 |
15,107.75 |
15,107.75 |
15,006.75 |
15,052.50 |
| PP |
14,997.25 |
14,997.25 |
14,997.25 |
14,969.50 |
| S1 |
14,874.50 |
14,874.50 |
14,963.75 |
14,819.25 |
| S2 |
14,764.00 |
14,764.00 |
14,942.50 |
|
| S3 |
14,530.75 |
14,641.25 |
14,921.00 |
|
| S4 |
14,297.50 |
14,408.00 |
14,857.00 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,709.25 |
15,627.00 |
15,232.25 |
|
| R3 |
15,493.75 |
15,411.50 |
15,173.00 |
|
| R2 |
15,278.25 |
15,278.25 |
15,153.25 |
|
| R1 |
15,196.00 |
15,196.00 |
15,133.50 |
15,237.00 |
| PP |
15,062.75 |
15,062.75 |
15,062.75 |
15,083.25 |
| S1 |
14,980.50 |
14,980.50 |
15,094.00 |
15,021.50 |
| S2 |
14,847.25 |
14,847.25 |
15,074.25 |
|
| S3 |
14,631.75 |
14,765.00 |
15,054.50 |
|
| S4 |
14,416.25 |
14,549.50 |
14,995.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,128.00 |
14,886.50 |
241.50 |
1.6% |
167.25 |
1.1% |
41% |
False |
True |
1,148 |
| 10 |
15,160.00 |
14,886.50 |
273.50 |
1.8% |
146.50 |
1.0% |
36% |
False |
True |
897 |
| 20 |
15,160.00 |
14,659.50 |
500.50 |
3.3% |
163.50 |
1.1% |
65% |
False |
False |
961 |
| 40 |
15,160.00 |
14,057.00 |
1,103.00 |
7.4% |
166.75 |
1.1% |
84% |
False |
False |
790 |
| 60 |
15,160.00 |
13,341.00 |
1,819.00 |
12.1% |
167.25 |
1.1% |
90% |
False |
False |
591 |
| 80 |
15,160.00 |
12,897.75 |
2,262.25 |
15.1% |
184.50 |
1.2% |
92% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,111.00 |
|
2.618 |
15,730.50 |
|
1.618 |
15,497.25 |
|
1.000 |
15,353.00 |
|
0.618 |
15,264.00 |
|
HIGH |
15,119.75 |
|
0.618 |
15,030.75 |
|
0.500 |
15,003.00 |
|
0.382 |
14,975.50 |
|
LOW |
14,886.50 |
|
0.618 |
14,742.25 |
|
1.000 |
14,653.25 |
|
1.618 |
14,509.00 |
|
2.618 |
14,275.75 |
|
4.250 |
13,895.25 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,003.00 |
15,007.25 |
| PP |
14,997.25 |
15,000.00 |
| S1 |
14,991.25 |
14,992.50 |
|