| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
35,490.83 |
35,500.01 |
9.18 |
0.0% |
35,229.67 |
| High |
35,631.19 |
35,500.01 |
-131.18 |
-0.4% |
35,610.57 |
| Low |
35,231.87 |
35,120.31 |
-111.56 |
-0.3% |
35,041.24 |
| Close |
35,625.40 |
35,343.28 |
-282.12 |
-0.8% |
35,515.38 |
| Range |
399.32 |
379.70 |
-19.62 |
-4.9% |
569.33 |
| ATR |
282.05 |
297.98 |
15.93 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
36,460.30 |
36,281.49 |
35,552.12 |
|
| R3 |
36,080.60 |
35,901.79 |
35,447.70 |
|
| R2 |
35,700.90 |
35,700.90 |
35,412.89 |
|
| R1 |
35,522.09 |
35,522.09 |
35,378.09 |
35,421.65 |
| PP |
35,321.20 |
35,321.20 |
35,321.20 |
35,270.98 |
| S1 |
35,142.39 |
35,142.39 |
35,308.47 |
35,041.95 |
| S2 |
34,941.50 |
34,941.50 |
35,273.67 |
|
| S3 |
34,561.80 |
34,762.69 |
35,238.86 |
|
| S4 |
34,182.10 |
34,382.99 |
35,134.45 |
|
|
| 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 |
35,120.31 |
510.88 |
1.4% |
254.03 |
0.7% |
44% |
False |
True |
|
| 10 |
35,631.19 |
34,790.62 |
840.57 |
2.4% |
232.73 |
0.7% |
66% |
False |
False |
|
| 20 |
35,631.19 |
34,556.96 |
1,074.23 |
3.0% |
244.07 |
0.7% |
73% |
False |
False |
|
| 40 |
35,631.19 |
33,741.76 |
1,889.43 |
5.3% |
281.66 |
0.8% |
85% |
False |
False |
|
| 60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
278.38 |
0.8% |
88% |
False |
False |
|
| 80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
295.39 |
0.8% |
88% |
False |
False |
|
| 100 |
35,631.19 |
32,681.07 |
2,950.12 |
8.3% |
289.57 |
0.8% |
90% |
False |
False |
|
| 120 |
35,631.19 |
30,547.53 |
5,083.66 |
14.4% |
312.95 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
37,113.74 |
|
2.618 |
36,494.06 |
|
1.618 |
36,114.36 |
|
1.000 |
35,879.71 |
|
0.618 |
35,734.66 |
|
HIGH |
35,500.01 |
|
0.618 |
35,354.96 |
|
0.500 |
35,310.16 |
|
0.382 |
35,265.36 |
|
LOW |
35,120.31 |
|
0.618 |
34,885.66 |
|
1.000 |
34,740.61 |
|
1.618 |
34,505.96 |
|
2.618 |
34,126.26 |
|
4.250 |
33,506.59 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
35,332.24 |
35,375.75 |
| PP |
35,321.20 |
35,364.93 |
| S1 |
35,310.16 |
35,354.10 |
|