| 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 |
14,979.92 |
15,142.34 |
162.42 |
1.1% |
15,092.43 |
| High |
15,103.94 |
15,341.47 |
237.53 |
1.6% |
15,142.03 |
| Low |
14,969.69 |
15,141.15 |
171.46 |
1.1% |
14,774.08 |
| Close |
15,092.57 |
15,312.82 |
220.25 |
1.5% |
15,092.57 |
| Range |
134.25 |
200.32 |
66.07 |
49.2% |
367.95 |
| ATR |
161.67 |
167.90 |
6.23 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,866.11 |
15,789.78 |
15,423.00 |
|
| R3 |
15,665.79 |
15,589.46 |
15,367.91 |
|
| R2 |
15,465.47 |
15,465.47 |
15,349.55 |
|
| R1 |
15,389.14 |
15,389.14 |
15,331.18 |
15,427.31 |
| PP |
15,265.15 |
15,265.15 |
15,265.15 |
15,284.23 |
| S1 |
15,188.82 |
15,188.82 |
15,294.46 |
15,226.99 |
| S2 |
15,064.83 |
15,064.83 |
15,276.09 |
|
| S3 |
14,864.51 |
14,988.50 |
15,257.73 |
|
| S4 |
14,664.19 |
14,788.18 |
15,202.64 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,106.74 |
15,967.61 |
15,294.94 |
|
| R3 |
15,738.79 |
15,599.66 |
15,193.76 |
|
| R2 |
15,370.84 |
15,370.84 |
15,160.03 |
|
| R1 |
15,231.71 |
15,231.71 |
15,126.30 |
15,301.28 |
| PP |
15,002.89 |
15,002.89 |
15,002.89 |
15,037.68 |
| S1 |
14,863.76 |
14,863.76 |
15,058.84 |
14,933.33 |
| S2 |
14,634.94 |
14,634.94 |
15,025.11 |
|
| S3 |
14,266.99 |
14,495.81 |
14,991.38 |
|
| S4 |
13,899.04 |
14,127.86 |
14,890.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,341.47 |
14,774.08 |
567.39 |
3.7% |
182.11 |
1.2% |
95% |
True |
False |
|
| 10 |
15,341.47 |
14,774.08 |
567.39 |
3.7% |
164.67 |
1.1% |
95% |
True |
False |
|
| 20 |
15,341.47 |
14,774.08 |
567.39 |
3.7% |
150.15 |
1.0% |
95% |
True |
False |
|
| 40 |
15,341.47 |
14,411.43 |
930.04 |
6.1% |
144.47 |
0.9% |
97% |
True |
False |
|
| 60 |
15,341.47 |
13,469.85 |
1,871.62 |
12.2% |
141.65 |
0.9% |
98% |
True |
False |
|
| 80 |
15,341.47 |
12,967.18 |
2,374.29 |
15.5% |
154.54 |
1.0% |
99% |
True |
False |
|
| 100 |
15,341.47 |
12,967.18 |
2,374.29 |
15.5% |
153.39 |
1.0% |
99% |
True |
False |
|
| 120 |
15,341.47 |
12,208.39 |
3,133.08 |
20.5% |
170.81 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,192.83 |
|
2.618 |
15,865.91 |
|
1.618 |
15,665.59 |
|
1.000 |
15,541.79 |
|
0.618 |
15,465.27 |
|
HIGH |
15,341.47 |
|
0.618 |
15,264.95 |
|
0.500 |
15,241.31 |
|
0.382 |
15,217.67 |
|
LOW |
15,141.15 |
|
0.618 |
15,017.35 |
|
1.000 |
14,940.83 |
|
1.618 |
14,817.03 |
|
2.618 |
14,616.71 |
|
4.250 |
14,289.79 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,288.98 |
15,227.81 |
| PP |
15,265.15 |
15,142.79 |
| S1 |
15,241.31 |
15,057.78 |
|