| 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 |
15,154.54 |
15,099.23 |
-55.31 |
-0.4% |
15,046.10 |
| High |
15,168.84 |
15,126.36 |
-42.48 |
-0.3% |
15,184.27 |
| Low |
15,010.16 |
14,972.60 |
-37.56 |
-0.3% |
14,864.53 |
| Close |
15,053.58 |
15,027.76 |
-25.82 |
-0.2% |
15,109.36 |
| Range |
158.68 |
153.76 |
-4.92 |
-3.1% |
319.74 |
| ATR |
147.40 |
147.85 |
0.45 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,503.52 |
15,419.40 |
15,112.33 |
|
| R3 |
15,349.76 |
15,265.64 |
15,070.04 |
|
| R2 |
15,196.00 |
15,196.00 |
15,055.95 |
|
| R1 |
15,111.88 |
15,111.88 |
15,041.85 |
15,077.06 |
| PP |
15,042.24 |
15,042.24 |
15,042.24 |
15,024.83 |
| S1 |
14,958.12 |
14,958.12 |
15,013.67 |
14,923.30 |
| S2 |
14,888.48 |
14,888.48 |
14,999.57 |
|
| S3 |
14,734.72 |
14,804.36 |
14,985.48 |
|
| S4 |
14,580.96 |
14,650.60 |
14,943.19 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,011.94 |
15,880.39 |
15,285.22 |
|
| R3 |
15,692.20 |
15,560.65 |
15,197.29 |
|
| R2 |
15,372.46 |
15,372.46 |
15,167.98 |
|
| R1 |
15,240.91 |
15,240.91 |
15,138.67 |
15,306.69 |
| PP |
15,052.72 |
15,052.72 |
15,052.72 |
15,085.61 |
| S1 |
14,921.17 |
14,921.17 |
15,080.05 |
14,986.95 |
| S2 |
14,732.98 |
14,732.98 |
15,050.74 |
|
| S3 |
14,413.24 |
14,601.43 |
15,021.43 |
|
| S4 |
14,093.50 |
14,281.69 |
14,933.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,184.27 |
14,972.60 |
211.67 |
1.4% |
116.92 |
0.8% |
26% |
False |
True |
|
| 10 |
15,184.27 |
14,864.53 |
319.74 |
2.1% |
118.92 |
0.8% |
51% |
False |
False |
|
| 20 |
15,184.27 |
14,455.07 |
729.20 |
4.9% |
146.36 |
1.0% |
79% |
False |
False |
|
| 40 |
15,184.27 |
13,847.32 |
1,336.95 |
8.9% |
141.31 |
0.9% |
88% |
False |
False |
|
| 60 |
15,184.27 |
12,994.35 |
2,189.92 |
14.6% |
140.80 |
0.9% |
93% |
False |
False |
|
| 80 |
15,184.27 |
12,967.18 |
2,217.09 |
14.8% |
155.68 |
1.0% |
93% |
False |
False |
|
| 100 |
15,184.27 |
12,627.93 |
2,556.34 |
17.0% |
156.68 |
1.0% |
94% |
False |
False |
|
| 120 |
15,184.27 |
12,208.39 |
2,975.88 |
19.8% |
182.73 |
1.2% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,779.84 |
|
2.618 |
15,528.90 |
|
1.618 |
15,375.14 |
|
1.000 |
15,280.12 |
|
0.618 |
15,221.38 |
|
HIGH |
15,126.36 |
|
0.618 |
15,067.62 |
|
0.500 |
15,049.48 |
|
0.382 |
15,031.34 |
|
LOW |
14,972.60 |
|
0.618 |
14,877.58 |
|
1.000 |
14,818.84 |
|
1.618 |
14,723.82 |
|
2.618 |
14,570.06 |
|
4.250 |
14,319.12 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,049.48 |
15,070.72 |
| PP |
15,042.24 |
15,056.40 |
| S1 |
15,035.00 |
15,042.08 |
|