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 |
3,209.7240 |
3,120.0090 |
-89.7150 |
-2.8% |
3,259.3120 |
High |
3,249.3840 |
3,273.6840 |
24.3000 |
0.7% |
3,376.5260 |
Low |
3,057.5100 |
3,061.9700 |
4.4600 |
0.1% |
3,057.5100 |
Close |
3,119.9010 |
3,265.0730 |
145.1720 |
4.7% |
3,265.0730 |
Range |
191.8740 |
211.7140 |
19.8400 |
10.3% |
319.0160 |
ATR |
208.1067 |
208.3644 |
0.2577 |
0.1% |
0.0000 |
Volume |
731,741 |
702,737 |
-29,004 |
-4.0% |
3,667,522 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,835.3843 |
3,761.9427 |
3,381.5157 |
|
R3 |
3,623.6703 |
3,550.2287 |
3,323.2944 |
|
R2 |
3,411.9563 |
3,411.9563 |
3,303.8872 |
|
R1 |
3,338.5147 |
3,338.5147 |
3,284.4801 |
3,375.2355 |
PP |
3,200.2423 |
3,200.2423 |
3,200.2423 |
3,218.6028 |
S1 |
3,126.8007 |
3,126.8007 |
3,245.6659 |
3,163.5215 |
S2 |
2,988.5283 |
2,988.5283 |
3,226.2588 |
|
S3 |
2,776.8143 |
2,915.0867 |
3,206.8517 |
|
S4 |
2,565.1003 |
2,703.3727 |
3,148.6303 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,190.0843 |
4,046.5947 |
3,440.5318 |
|
R3 |
3,871.0683 |
3,727.5787 |
3,352.8024 |
|
R2 |
3,552.0523 |
3,552.0523 |
3,323.5593 |
|
R1 |
3,408.5627 |
3,408.5627 |
3,294.3161 |
3,480.3075 |
PP |
3,233.0363 |
3,233.0363 |
3,233.0363 |
3,268.9088 |
S1 |
3,089.5467 |
3,089.5467 |
3,235.8299 |
3,161.2915 |
S2 |
2,914.0203 |
2,914.0203 |
3,206.5867 |
|
S3 |
2,595.0043 |
2,770.5307 |
3,177.3436 |
|
S4 |
2,275.9883 |
2,451.5147 |
3,089.6142 |
|
|
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 |
9.8% |
204.1820 |
6.3% |
65% |
False |
False |
733,504 |
10 |
3,376.5260 |
2,952.9730 |
423.5530 |
13.0% |
203.4539 |
6.2% |
74% |
False |
False |
817,070 |
20 |
3,376.5260 |
2,419.9240 |
956.6020 |
29.3% |
223.7159 |
6.9% |
88% |
False |
False |
1,101,900 |
40 |
3,376.5260 |
1,721.5890 |
1,654.9370 |
50.7% |
189.2573 |
5.8% |
93% |
False |
False |
1,147,314 |
60 |
3,376.5260 |
1,709.6900 |
1,666.8360 |
51.1% |
205.5103 |
6.3% |
93% |
False |
False |
1,225,624 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
81.5% |
285.4994 |
8.7% |
58% |
False |
False |
1,261,703 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
81.5% |
277.2681 |
8.5% |
58% |
False |
False |
1,186,597 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
86.4% |
251.7147 |
7.7% |
61% |
False |
False |
1,094,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,173.4685 |
2.618 |
3,827.9513 |
1.618 |
3,616.2373 |
1.000 |
3,485.3980 |
0.618 |
3,404.5233 |
HIGH |
3,273.6840 |
0.618 |
3,192.8093 |
0.500 |
3,167.8270 |
0.382 |
3,142.8447 |
LOW |
3,061.9700 |
0.618 |
2,931.1307 |
1.000 |
2,850.2560 |
1.618 |
2,719.4167 |
2.618 |
2,507.7027 |
4.250 |
2,162.1855 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,232.6577 |
3,231.9143 |
PP |
3,200.2423 |
3,198.7557 |
S1 |
3,167.8270 |
3,165.5970 |
|