Trading Metrics calculated at close of trading on 26-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,216.1830 |
3,209.7240 |
-6.4590 |
-0.2% |
3,282.0750 |
High |
3,248.3970 |
3,249.3840 |
0.9870 |
0.0% |
3,335.1810 |
Low |
3,083.1990 |
3,057.5100 |
-25.6890 |
-0.8% |
2,952.9730 |
Close |
3,209.7190 |
3,119.9010 |
-89.8180 |
-2.8% |
3,259.5200 |
Range |
165.1980 |
191.8740 |
26.6760 |
16.1% |
382.2080 |
ATR |
209.3554 |
208.1067 |
-1.2487 |
-0.6% |
0.0000 |
Volume |
684,274 |
731,741 |
47,467 |
6.9% |
4,503,185 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,717.8870 |
3,610.7680 |
3,225.4317 |
|
R3 |
3,526.0130 |
3,418.8940 |
3,172.6664 |
|
R2 |
3,334.1390 |
3,334.1390 |
3,155.0779 |
|
R1 |
3,227.0200 |
3,227.0200 |
3,137.4895 |
3,184.6425 |
PP |
3,142.2650 |
3,142.2650 |
3,142.2650 |
3,121.0763 |
S1 |
3,035.1460 |
3,035.1460 |
3,102.3126 |
2,992.7685 |
S2 |
2,950.3910 |
2,950.3910 |
3,084.7241 |
|
S3 |
2,758.5170 |
2,843.2720 |
3,067.1357 |
|
S4 |
2,566.6430 |
2,651.3980 |
3,014.3703 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,329.1820 |
4,176.5590 |
3,469.7344 |
|
R3 |
3,946.9740 |
3,794.3510 |
3,364.6272 |
|
R2 |
3,564.7660 |
3,564.7660 |
3,329.5915 |
|
R1 |
3,412.1430 |
3,412.1430 |
3,294.5557 |
3,297.3505 |
PP |
3,182.5580 |
3,182.5580 |
3,182.5580 |
3,125.1618 |
S1 |
3,029.9350 |
3,029.9350 |
3,224.4843 |
2,915.1425 |
S2 |
2,800.3500 |
2,800.3500 |
3,189.4485 |
|
S3 |
2,418.1420 |
2,647.7270 |
3,154.4128 |
|
S4 |
2,035.9340 |
2,265.5190 |
3,049.3056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,376.5260 |
3,057.5100 |
319.0160 |
10.2% |
192.4302 |
6.2% |
20% |
False |
True |
730,829 |
10 |
3,376.5260 |
2,952.9730 |
423.5530 |
13.6% |
212.3780 |
6.8% |
39% |
False |
False |
875,612 |
20 |
3,376.5260 |
2,304.5840 |
1,071.9420 |
34.4% |
220.2481 |
7.1% |
76% |
False |
False |
1,114,861 |
40 |
3,376.5260 |
1,721.5890 |
1,654.9370 |
53.0% |
189.0251 |
6.1% |
84% |
False |
False |
1,168,169 |
60 |
3,376.5260 |
1,709.6900 |
1,666.8360 |
53.4% |
205.6819 |
6.6% |
85% |
False |
False |
1,227,616 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
85.3% |
286.1995 |
9.2% |
53% |
False |
False |
1,264,645 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
85.3% |
277.0436 |
8.9% |
53% |
False |
False |
1,186,952 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
90.4% |
250.6608 |
8.0% |
56% |
False |
False |
1,094,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,064.8485 |
2.618 |
3,751.7101 |
1.618 |
3,559.8361 |
1.000 |
3,441.2580 |
0.618 |
3,367.9621 |
HIGH |
3,249.3840 |
0.618 |
3,176.0881 |
0.500 |
3,153.4470 |
0.382 |
3,130.8059 |
LOW |
3,057.5100 |
0.618 |
2,938.9319 |
1.000 |
2,865.6360 |
1.618 |
2,747.0579 |
2.618 |
2,555.1839 |
4.250 |
2,242.0455 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,153.4470 |
3,208.3090 |
PP |
3,142.2650 |
3,178.8397 |
S1 |
3,131.0830 |
3,149.3703 |
|