| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
14,823.50 |
14,925.00 |
101.50 |
0.7% |
15,106.00 |
| High |
14,985.50 |
15,086.50 |
101.00 |
0.7% |
15,128.00 |
| Low |
14,699.00 |
14,841.00 |
142.00 |
1.0% |
14,699.00 |
| Close |
14,915.50 |
15,074.50 |
159.00 |
1.1% |
15,074.50 |
| Range |
286.50 |
245.50 |
-41.00 |
-14.3% |
429.00 |
| ATR |
181.83 |
186.38 |
4.55 |
2.5% |
0.00 |
| Volume |
1,663 |
1,218 |
-445 |
-26.8% |
6,731 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,737.25 |
15,651.25 |
15,209.50 |
|
| R3 |
15,491.75 |
15,405.75 |
15,142.00 |
|
| R2 |
15,246.25 |
15,246.25 |
15,119.50 |
|
| R1 |
15,160.25 |
15,160.25 |
15,097.00 |
15,203.25 |
| PP |
15,000.75 |
15,000.75 |
15,000.75 |
15,022.00 |
| S1 |
14,914.75 |
14,914.75 |
15,052.00 |
14,957.75 |
| S2 |
14,755.25 |
14,755.25 |
15,029.50 |
|
| S3 |
14,509.75 |
14,669.25 |
15,007.00 |
|
| S4 |
14,264.25 |
14,423.75 |
14,939.50 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,254.25 |
16,093.25 |
15,310.50 |
|
| R3 |
15,825.25 |
15,664.25 |
15,192.50 |
|
| R2 |
15,396.25 |
15,396.25 |
15,153.25 |
|
| R1 |
15,235.25 |
15,235.25 |
15,113.75 |
15,101.25 |
| PP |
14,967.25 |
14,967.25 |
14,967.25 |
14,900.00 |
| S1 |
14,806.25 |
14,806.25 |
15,035.25 |
14,672.25 |
| S2 |
14,538.25 |
14,538.25 |
14,995.75 |
|
| S3 |
14,109.25 |
14,377.25 |
14,956.50 |
|
| S4 |
13,680.25 |
13,948.25 |
14,838.50 |
|
|
| 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 |
14,699.00 |
429.00 |
2.8% |
242.25 |
1.6% |
88% |
False |
False |
1,346 |
| 10 |
15,145.00 |
14,699.00 |
446.00 |
3.0% |
189.50 |
1.3% |
84% |
False |
False |
1,074 |
| 20 |
15,160.00 |
14,699.00 |
461.00 |
3.1% |
176.25 |
1.2% |
81% |
False |
False |
1,000 |
| 40 |
15,160.00 |
14,303.50 |
856.50 |
5.7% |
174.75 |
1.2% |
90% |
False |
False |
850 |
| 60 |
15,160.00 |
13,450.00 |
1,710.00 |
11.3% |
171.75 |
1.1% |
95% |
False |
False |
653 |
| 80 |
15,160.00 |
12,897.75 |
2,262.25 |
15.0% |
189.25 |
1.3% |
96% |
False |
False |
498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,130.00 |
|
2.618 |
15,729.25 |
|
1.618 |
15,483.75 |
|
1.000 |
15,332.00 |
|
0.618 |
15,238.25 |
|
HIGH |
15,086.50 |
|
0.618 |
14,992.75 |
|
0.500 |
14,963.75 |
|
0.382 |
14,934.75 |
|
LOW |
14,841.00 |
|
0.618 |
14,689.25 |
|
1.000 |
14,595.50 |
|
1.618 |
14,443.75 |
|
2.618 |
14,198.25 |
|
4.250 |
13,797.50 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,037.50 |
15,014.00 |
| PP |
15,000.75 |
14,953.25 |
| S1 |
14,963.75 |
14,892.75 |
|