Trading Metrics calculated at close of trading on 31-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
3,265.3490 |
3,340.2610 |
74.9120 |
2.3% |
3,259.3120 |
High |
3,346.8590 |
3,465.5820 |
118.7230 |
3.5% |
3,376.5260 |
Low |
3,147.9110 |
3,191.6750 |
43.7640 |
1.4% |
3,057.5100 |
Close |
3,340.1790 |
3,391.1730 |
50.9940 |
1.5% |
3,265.0730 |
Range |
198.9480 |
273.9070 |
74.9590 |
37.7% |
319.0160 |
ATR |
207.6918 |
212.4214 |
4.7297 |
2.3% |
0.0000 |
Volume |
541,404 |
956,983 |
415,579 |
76.8% |
3,667,522 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,171.1977 |
4,055.0923 |
3,541.8219 |
|
R3 |
3,897.2907 |
3,781.1853 |
3,466.4974 |
|
R2 |
3,623.3837 |
3,623.3837 |
3,441.3893 |
|
R1 |
3,507.2783 |
3,507.2783 |
3,416.2811 |
3,565.3310 |
PP |
3,349.4767 |
3,349.4767 |
3,349.4767 |
3,378.5030 |
S1 |
3,233.3713 |
3,233.3713 |
3,366.0649 |
3,291.4240 |
S2 |
3,075.5697 |
3,075.5697 |
3,340.9567 |
|
S3 |
2,801.6627 |
2,959.4643 |
3,315.8486 |
|
S4 |
2,527.7557 |
2,685.5573 |
3,240.5242 |
|
|
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 |
3,465.5820 |
3,057.5100 |
408.0720 |
12.0% |
208.3282 |
6.1% |
82% |
True |
False |
723,427 |
10 |
3,465.5820 |
2,952.9730 |
512.6090 |
15.1% |
201.8570 |
6.0% |
85% |
True |
False |
729,552 |
20 |
3,465.5820 |
2,461.2590 |
1,004.3230 |
29.6% |
224.1674 |
6.6% |
93% |
True |
False |
1,034,750 |
40 |
3,465.5820 |
1,721.5890 |
1,743.9930 |
51.4% |
194.3346 |
5.7% |
96% |
True |
False |
1,137,650 |
60 |
3,465.5820 |
1,709.6900 |
1,755.8920 |
51.8% |
203.4087 |
6.0% |
96% |
True |
False |
1,217,001 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
78.5% |
285.8445 |
8.4% |
63% |
False |
False |
1,260,423 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
78.5% |
280.1768 |
8.3% |
63% |
False |
False |
1,191,935 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
83.2% |
253.7218 |
7.5% |
65% |
False |
False |
1,094,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,629.6868 |
2.618 |
4,182.6705 |
1.618 |
3,908.7635 |
1.000 |
3,739.4890 |
0.618 |
3,634.8565 |
HIGH |
3,465.5820 |
0.618 |
3,360.9495 |
0.500 |
3,328.6285 |
0.382 |
3,296.3075 |
LOW |
3,191.6750 |
0.618 |
3,022.4005 |
1.000 |
2,917.7680 |
1.618 |
2,748.4935 |
2.618 |
2,474.5865 |
4.250 |
2,027.5703 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
3,370.3248 |
3,348.7073 |
PP |
3,349.4767 |
3,306.2417 |
S1 |
3,328.6285 |
3,263.7760 |
|