| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
48,724.49 |
47,043.54 |
-1,680.95 |
-3.4% |
48,663.12 |
| High |
49,352.64 |
49,154.28 |
-198.36 |
-0.4% |
50,474.22 |
| Low |
46,432.25 |
46,400.17 |
-32.08 |
-0.1% |
46,400.17 |
| Close |
47,038.11 |
48,932.30 |
1,894.19 |
4.0% |
48,932.30 |
| Range |
2,920.39 |
2,754.11 |
-166.28 |
-5.7% |
4,074.05 |
| ATR |
2,553.42 |
2,567.76 |
14.33 |
0.6% |
0.00 |
| Volume |
26,167 |
21,886 |
-4,281 |
-16.4% |
116,898 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56,424.58 |
55,432.55 |
50,447.06 |
|
| R3 |
53,670.47 |
52,678.44 |
49,689.68 |
|
| R2 |
50,916.36 |
50,916.36 |
49,437.22 |
|
| R1 |
49,924.33 |
49,924.33 |
49,184.76 |
50,420.35 |
| PP |
48,162.25 |
48,162.25 |
48,162.25 |
48,410.26 |
| S1 |
47,170.22 |
47,170.22 |
48,679.84 |
47,666.24 |
| S2 |
45,408.14 |
45,408.14 |
48,427.38 |
|
| S3 |
42,654.03 |
44,416.11 |
48,174.92 |
|
| S4 |
39,899.92 |
41,662.00 |
47,417.54 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60,824.38 |
58,952.39 |
51,173.03 |
|
| R3 |
56,750.33 |
54,878.34 |
50,052.66 |
|
| R2 |
52,676.28 |
52,676.28 |
49,679.21 |
|
| R1 |
50,804.29 |
50,804.29 |
49,305.75 |
51,740.29 |
| PP |
48,602.23 |
48,602.23 |
48,602.23 |
49,070.23 |
| S1 |
46,730.24 |
46,730.24 |
48,558.85 |
47,666.24 |
| S2 |
44,528.18 |
44,528.18 |
48,185.39 |
|
| S3 |
40,454.13 |
42,656.19 |
47,811.94 |
|
| S4 |
36,380.08 |
38,582.14 |
46,691.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50,474.22 |
46,400.17 |
4,074.05 |
8.3% |
2,388.34 |
4.9% |
62% |
False |
True |
23,379 |
| 10 |
50,474.22 |
44,003.34 |
6,470.88 |
13.2% |
2,405.46 |
4.9% |
76% |
False |
False |
28,005 |
| 20 |
50,474.22 |
37,405.08 |
13,069.14 |
26.7% |
2,662.42 |
5.4% |
88% |
False |
False |
39,155 |
| 40 |
50,474.22 |
29,348.60 |
21,125.62 |
43.2% |
2,353.67 |
4.8% |
93% |
False |
False |
45,768 |
| 60 |
50,474.22 |
28,957.79 |
21,516.43 |
44.0% |
2,647.58 |
5.4% |
93% |
False |
False |
60,945 |
| 80 |
59,558.80 |
28,957.79 |
30,601.01 |
62.5% |
3,197.07 |
6.5% |
65% |
False |
False |
68,550 |
| 100 |
64,789.27 |
28,957.79 |
35,831.48 |
73.2% |
3,323.05 |
6.8% |
56% |
False |
False |
65,454 |
| 120 |
64,789.27 |
28,957.79 |
35,831.48 |
73.2% |
3,342.30 |
6.8% |
56% |
False |
False |
63,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
60,859.25 |
|
2.618 |
56,364.54 |
|
1.618 |
53,610.43 |
|
1.000 |
51,908.39 |
|
0.618 |
50,856.32 |
|
HIGH |
49,154.28 |
|
0.618 |
48,102.21 |
|
0.500 |
47,777.23 |
|
0.382 |
47,452.24 |
|
LOW |
46,400.17 |
|
0.618 |
44,698.13 |
|
1.000 |
43,646.06 |
|
1.618 |
41,944.02 |
|
2.618 |
39,189.91 |
|
4.250 |
34,695.20 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
48,547.28 |
48,580.34 |
| PP |
48,162.25 |
48,228.37 |
| S1 |
47,777.23 |
47,876.41 |
|