Trading Metrics calculated at close of trading on 30-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,120.0090 |
3,265.3490 |
145.3400 |
4.7% |
3,259.3120 |
High |
3,273.6840 |
3,346.8590 |
73.1750 |
2.2% |
3,376.5260 |
Low |
3,061.9700 |
3,147.9110 |
85.9410 |
2.8% |
3,057.5100 |
Close |
3,265.0730 |
3,340.1790 |
75.1060 |
2.3% |
3,265.0730 |
Range |
211.7140 |
198.9480 |
-12.7660 |
-6.0% |
319.0160 |
ATR |
208.3644 |
207.6918 |
-0.6726 |
-0.3% |
0.0000 |
Volume |
702,737 |
541,404 |
-161,333 |
-23.0% |
3,667,522 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,875.1603 |
3,806.6177 |
3,449.6004 |
|
R3 |
3,676.2123 |
3,607.6697 |
3,394.8897 |
|
R2 |
3,477.2643 |
3,477.2643 |
3,376.6528 |
|
R1 |
3,408.7217 |
3,408.7217 |
3,358.4159 |
3,442.9930 |
PP |
3,278.3163 |
3,278.3163 |
3,278.3163 |
3,295.4520 |
S1 |
3,209.7737 |
3,209.7737 |
3,321.9421 |
3,244.0450 |
S2 |
3,079.3683 |
3,079.3683 |
3,303.7052 |
|
S3 |
2,880.4203 |
3,010.8257 |
3,285.4683 |
|
S4 |
2,681.4723 |
2,811.8777 |
3,230.7576 |
|
|
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 |
3,359.1080 |
3,057.5100 |
301.5980 |
9.0% |
195.1422 |
5.8% |
94% |
False |
False |
725,787 |
10 |
3,376.5260 |
2,952.9730 |
423.5530 |
12.7% |
201.4308 |
6.0% |
91% |
False |
False |
753,132 |
20 |
3,376.5260 |
2,448.9630 |
927.5630 |
27.8% |
219.9005 |
6.6% |
96% |
False |
False |
1,057,581 |
40 |
3,376.5260 |
1,721.5890 |
1,654.9370 |
49.5% |
191.2796 |
5.7% |
98% |
False |
False |
1,129,482 |
60 |
3,376.5260 |
1,709.6900 |
1,666.8360 |
49.9% |
203.6252 |
6.1% |
98% |
False |
False |
1,220,070 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
79.7% |
285.2396 |
8.5% |
61% |
False |
False |
1,257,295 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
79.7% |
277.9934 |
8.3% |
61% |
False |
False |
1,186,990 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
84.4% |
252.3949 |
7.6% |
63% |
False |
False |
1,092,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,192.3880 |
2.618 |
3,867.7049 |
1.618 |
3,668.7569 |
1.000 |
3,545.8070 |
0.618 |
3,469.8089 |
HIGH |
3,346.8590 |
0.618 |
3,270.8609 |
0.500 |
3,247.3850 |
0.382 |
3,223.9091 |
LOW |
3,147.9110 |
0.618 |
3,024.9611 |
1.000 |
2,948.9630 |
1.618 |
2,826.0131 |
2.618 |
2,627.0651 |
4.250 |
2,302.3820 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,309.2477 |
3,294.1808 |
PP |
3,278.3163 |
3,248.1827 |
S1 |
3,247.3850 |
3,202.1845 |
|