| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
35,551.56 |
35,490.83 |
-60.73 |
-0.2% |
35,229.67 |
| High |
35,610.57 |
35,631.19 |
20.62 |
0.1% |
35,610.57 |
| Low |
35,474.78 |
35,231.87 |
-242.91 |
-0.7% |
35,041.24 |
| Close |
35,515.38 |
35,625.40 |
110.02 |
0.3% |
35,515.38 |
| Range |
135.79 |
399.32 |
263.53 |
194.1% |
569.33 |
| ATR |
273.03 |
282.05 |
9.02 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,694.11 |
36,559.08 |
35,845.03 |
|
| R3 |
36,294.79 |
36,159.76 |
35,735.21 |
|
| R2 |
35,895.47 |
35,895.47 |
35,698.61 |
|
| R1 |
35,760.44 |
35,760.44 |
35,662.00 |
35,827.96 |
| PP |
35,496.15 |
35,496.15 |
35,496.15 |
35,529.91 |
| S1 |
35,361.12 |
35,361.12 |
35,588.80 |
35,428.64 |
| S2 |
35,096.83 |
35,096.83 |
35,552.19 |
|
| S3 |
34,697.51 |
34,961.80 |
35,515.59 |
|
| S4 |
34,298.19 |
34,562.48 |
35,405.77 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,097.05 |
36,875.55 |
35,828.51 |
|
| R3 |
36,527.72 |
36,306.22 |
35,671.95 |
|
| R2 |
35,958.39 |
35,958.39 |
35,619.76 |
|
| R1 |
35,736.89 |
35,736.89 |
35,567.57 |
35,847.64 |
| PP |
35,389.06 |
35,389.06 |
35,389.06 |
35,444.44 |
| S1 |
35,167.56 |
35,167.56 |
35,463.19 |
35,278.31 |
| S2 |
34,819.73 |
34,819.73 |
35,411.00 |
|
| S3 |
34,250.40 |
34,598.23 |
35,358.81 |
|
| S4 |
33,681.07 |
34,028.90 |
35,202.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
35,631.19 |
35,091.91 |
539.28 |
1.5% |
216.74 |
0.6% |
99% |
True |
False |
|
| 10 |
35,631.19 |
34,715.21 |
915.98 |
2.6% |
235.33 |
0.7% |
99% |
True |
False |
|
| 20 |
35,631.19 |
33,981.79 |
1,649.40 |
4.6% |
257.09 |
0.7% |
100% |
True |
False |
|
| 40 |
35,631.19 |
33,312.07 |
2,319.12 |
6.5% |
287.07 |
0.8% |
100% |
True |
False |
|
| 60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.6% |
276.94 |
0.8% |
100% |
True |
False |
|
| 80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.6% |
296.19 |
0.8% |
100% |
True |
False |
|
| 100 |
35,631.19 |
32,074.60 |
3,556.59 |
10.0% |
291.76 |
0.8% |
100% |
True |
False |
|
| 120 |
35,631.19 |
30,547.53 |
5,083.66 |
14.3% |
315.48 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,328.30 |
|
2.618 |
36,676.61 |
|
1.618 |
36,277.29 |
|
1.000 |
36,030.51 |
|
0.618 |
35,877.97 |
|
HIGH |
35,631.19 |
|
0.618 |
35,478.65 |
|
0.500 |
35,431.53 |
|
0.382 |
35,384.41 |
|
LOW |
35,231.87 |
|
0.618 |
34,985.09 |
|
1.000 |
34,832.55 |
|
1.618 |
34,585.77 |
|
2.618 |
34,186.45 |
|
4.250 |
33,534.76 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
35,560.78 |
35,560.78 |
| PP |
35,496.15 |
35,496.15 |
| S1 |
35,431.53 |
35,431.53 |
|