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 |
14,925.00 |
15,076.50 |
151.50 |
1.0% |
15,106.00 |
High |
15,086.50 |
15,323.50 |
237.00 |
1.6% |
15,128.00 |
Low |
14,841.00 |
15,076.50 |
235.50 |
1.6% |
14,699.00 |
Close |
15,074.50 |
15,292.50 |
218.00 |
1.4% |
15,074.50 |
Range |
245.50 |
247.00 |
1.50 |
0.6% |
429.00 |
ATR |
186.38 |
190.85 |
4.47 |
2.4% |
0.00 |
Volume |
1,218 |
917 |
-301 |
-24.7% |
6,731 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,971.75 |
15,879.25 |
15,428.25 |
|
R3 |
15,724.75 |
15,632.25 |
15,360.50 |
|
R2 |
15,477.75 |
15,477.75 |
15,337.75 |
|
R1 |
15,385.25 |
15,385.25 |
15,315.25 |
15,431.50 |
PP |
15,230.75 |
15,230.75 |
15,230.75 |
15,254.00 |
S1 |
15,138.25 |
15,138.25 |
15,269.75 |
15,184.50 |
S2 |
14,983.75 |
14,983.75 |
15,247.25 |
|
S3 |
14,736.75 |
14,891.25 |
15,224.50 |
|
S4 |
14,489.75 |
14,644.25 |
15,156.75 |
|
|
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 |
15,323.50 |
14,699.00 |
624.50 |
4.1% |
247.75 |
1.6% |
95% |
True |
False |
1,291 |
10 |
15,323.50 |
14,699.00 |
624.50 |
4.1% |
200.00 |
1.3% |
95% |
True |
False |
1,097 |
20 |
15,323.50 |
14,699.00 |
624.50 |
4.1% |
184.00 |
1.2% |
95% |
True |
False |
994 |
40 |
15,323.50 |
14,322.00 |
1,001.50 |
6.5% |
179.00 |
1.2% |
97% |
True |
False |
866 |
60 |
15,323.50 |
13,450.00 |
1,873.50 |
12.3% |
174.50 |
1.1% |
98% |
True |
False |
668 |
80 |
15,323.50 |
12,897.75 |
2,425.75 |
15.9% |
189.75 |
1.2% |
99% |
True |
False |
509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,373.25 |
2.618 |
15,970.25 |
1.618 |
15,723.25 |
1.000 |
15,570.50 |
0.618 |
15,476.25 |
HIGH |
15,323.50 |
0.618 |
15,229.25 |
0.500 |
15,200.00 |
0.382 |
15,170.75 |
LOW |
15,076.50 |
0.618 |
14,923.75 |
1.000 |
14,829.50 |
1.618 |
14,676.75 |
2.618 |
14,429.75 |
4.250 |
14,026.75 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,261.75 |
15,198.75 |
PP |
15,230.75 |
15,105.00 |
S1 |
15,200.00 |
15,011.25 |
|