Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
35,135.17 |
35,300.89 |
165.72 |
0.5% |
34,968.56 |
High |
35,285.16 |
35,501.16 |
216.00 |
0.6% |
35,244.11 |
Low |
35,091.91 |
35,300.89 |
208.98 |
0.6% |
34,715.21 |
Close |
35,264.67 |
35,484.97 |
220.30 |
0.6% |
35,208.51 |
Range |
193.25 |
200.27 |
7.02 |
3.6% |
528.90 |
ATR |
297.85 |
293.47 |
-4.38 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,029.82 |
35,957.66 |
35,595.12 |
|
R3 |
35,829.55 |
35,757.39 |
35,540.04 |
|
R2 |
35,629.28 |
35,629.28 |
35,521.69 |
|
R1 |
35,557.12 |
35,557.12 |
35,503.33 |
35,593.20 |
PP |
35,429.01 |
35,429.01 |
35,429.01 |
35,447.05 |
S1 |
35,356.85 |
35,356.85 |
35,466.61 |
35,392.93 |
S2 |
35,228.74 |
35,228.74 |
35,448.25 |
|
S3 |
35,028.47 |
35,156.58 |
35,429.90 |
|
S4 |
34,828.20 |
34,956.31 |
35,374.82 |
|
|
Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,642.64 |
36,454.48 |
35,499.41 |
|
R3 |
36,113.74 |
35,925.58 |
35,353.96 |
|
R2 |
35,584.84 |
35,584.84 |
35,305.48 |
|
R1 |
35,396.68 |
35,396.68 |
35,256.99 |
35,490.76 |
PP |
35,055.94 |
35,055.94 |
35,055.94 |
35,102.99 |
S1 |
34,867.78 |
34,867.78 |
35,160.03 |
34,961.86 |
S2 |
34,527.04 |
34,527.04 |
35,111.55 |
|
S3 |
33,998.14 |
34,338.88 |
35,063.06 |
|
S4 |
33,469.24 |
33,809.98 |
34,917.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,501.16 |
34,815.61 |
685.55 |
1.9% |
200.11 |
0.6% |
98% |
True |
False |
|
10 |
35,501.16 |
34,715.21 |
785.95 |
2.2% |
246.77 |
0.7% |
98% |
True |
False |
|
20 |
35,501.16 |
33,741.76 |
1,759.40 |
5.0% |
295.40 |
0.8% |
99% |
True |
False |
|
40 |
35,501.16 |
33,271.93 |
2,229.23 |
6.3% |
300.33 |
0.8% |
99% |
True |
False |
|
60 |
35,501.16 |
33,271.93 |
2,229.23 |
6.3% |
285.40 |
0.8% |
99% |
True |
False |
|
80 |
35,501.16 |
33,271.93 |
2,229.23 |
6.3% |
301.85 |
0.9% |
99% |
True |
False |
|
100 |
35,501.16 |
32,074.60 |
3,426.56 |
9.7% |
295.51 |
0.8% |
100% |
True |
False |
|
120 |
35,501.16 |
30,547.53 |
4,953.63 |
14.0% |
321.74 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,352.31 |
2.618 |
36,025.47 |
1.618 |
35,825.20 |
1.000 |
35,701.43 |
0.618 |
35,624.93 |
HIGH |
35,501.16 |
0.618 |
35,424.66 |
0.500 |
35,401.03 |
0.382 |
35,377.39 |
LOW |
35,300.89 |
0.618 |
35,177.12 |
1.000 |
35,100.62 |
1.618 |
34,976.85 |
2.618 |
34,776.58 |
4.250 |
34,449.74 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
35,456.99 |
35,413.71 |
PP |
35,429.01 |
35,342.46 |
S1 |
35,401.03 |
35,271.20 |
|