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 |
14,943.25 |
15,090.00 |
146.75 |
1.0% |
15,119.25 |
High |
15,100.00 |
15,337.50 |
237.50 |
1.6% |
15,139.00 |
Low |
14,851.00 |
15,086.50 |
235.50 |
1.6% |
14,710.50 |
Close |
15,086.75 |
15,304.50 |
217.75 |
1.4% |
15,086.75 |
Range |
249.00 |
251.00 |
2.00 |
0.8% |
428.50 |
ATR |
189.97 |
194.33 |
4.36 |
2.3% |
0.00 |
Volume |
504,460 |
412,591 |
-91,869 |
-18.2% |
3,086,176 |
|
Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,995.75 |
15,901.25 |
15,442.50 |
|
R3 |
15,744.75 |
15,650.25 |
15,373.50 |
|
R2 |
15,493.75 |
15,493.75 |
15,350.50 |
|
R1 |
15,399.25 |
15,399.25 |
15,327.50 |
15,446.50 |
PP |
15,242.75 |
15,242.75 |
15,242.75 |
15,266.50 |
S1 |
15,148.25 |
15,148.25 |
15,281.50 |
15,195.50 |
S2 |
14,991.75 |
14,991.75 |
15,258.50 |
|
S3 |
14,740.75 |
14,897.25 |
15,235.50 |
|
S4 |
14,489.75 |
14,646.25 |
15,166.50 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,264.25 |
16,104.00 |
15,322.50 |
|
R3 |
15,835.75 |
15,675.50 |
15,204.50 |
|
R2 |
15,407.25 |
15,407.25 |
15,165.25 |
|
R1 |
15,247.00 |
15,247.00 |
15,126.00 |
15,113.00 |
PP |
14,978.75 |
14,978.75 |
14,978.75 |
14,911.75 |
S1 |
14,818.50 |
14,818.50 |
15,047.50 |
14,684.50 |
S2 |
14,550.25 |
14,550.25 |
15,008.25 |
|
S3 |
14,121.75 |
14,390.00 |
14,969.00 |
|
S4 |
13,693.25 |
13,961.50 |
14,851.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,337.50 |
14,710.50 |
627.00 |
4.1% |
251.25 |
1.6% |
95% |
True |
False |
581,595 |
10 |
15,337.50 |
14,710.50 |
627.00 |
4.1% |
203.25 |
1.3% |
95% |
True |
False |
520,252 |
20 |
15,337.50 |
14,710.50 |
627.00 |
4.1% |
187.50 |
1.2% |
95% |
True |
False |
495,498 |
40 |
15,337.50 |
14,333.25 |
1,004.25 |
6.6% |
182.75 |
1.2% |
97% |
True |
False |
485,183 |
60 |
15,337.50 |
13,451.25 |
1,886.25 |
12.3% |
180.50 |
1.2% |
98% |
True |
False |
407,073 |
80 |
15,337.50 |
12,906.00 |
2,431.50 |
15.9% |
199.25 |
1.3% |
99% |
True |
False |
305,602 |
100 |
15,337.50 |
12,906.00 |
2,431.50 |
15.9% |
197.75 |
1.3% |
99% |
True |
False |
244,591 |
120 |
15,337.50 |
12,195.25 |
3,142.25 |
20.5% |
218.75 |
1.4% |
99% |
True |
False |
203,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,404.25 |
2.618 |
15,994.50 |
1.618 |
15,743.50 |
1.000 |
15,588.50 |
0.618 |
15,492.50 |
HIGH |
15,337.50 |
0.618 |
15,241.50 |
0.500 |
15,212.00 |
0.382 |
15,182.50 |
LOW |
15,086.50 |
0.618 |
14,931.50 |
1.000 |
14,835.50 |
1.618 |
14,680.50 |
2.618 |
14,429.50 |
4.250 |
14,019.75 |
|
|
Fisher Pivots for day following 23-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,273.75 |
15,211.00 |
PP |
15,242.75 |
15,117.50 |
S1 |
15,212.00 |
15,024.00 |
|