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 |
1,790.12 |
1,791.48 |
1.36 |
0.1% |
1,780.60 |
High |
1,796.37 |
1,818.55 |
22.18 |
1.2% |
1,818.55 |
Low |
1,781.85 |
1,788.43 |
6.58 |
0.4% |
1,777.00 |
Close |
1,791.56 |
1,817.38 |
25.82 |
1.4% |
1,817.38 |
Range |
14.52 |
30.12 |
15.60 |
107.4% |
41.55 |
ATR |
19.23 |
20.01 |
0.78 |
4.0% |
0.00 |
Volume |
6,589 |
6,633 |
44 |
0.7% |
32,884 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.48 |
1,888.05 |
1,833.95 |
|
R3 |
1,868.36 |
1,857.93 |
1,825.66 |
|
R2 |
1,838.24 |
1,838.24 |
1,822.90 |
|
R1 |
1,827.81 |
1,827.81 |
1,820.14 |
1,833.03 |
PP |
1,808.12 |
1,808.12 |
1,808.12 |
1,810.73 |
S1 |
1,797.69 |
1,797.69 |
1,814.62 |
1,802.91 |
S2 |
1,778.00 |
1,778.00 |
1,811.86 |
|
S3 |
1,747.88 |
1,767.57 |
1,809.10 |
|
S4 |
1,717.76 |
1,737.45 |
1,800.81 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.96 |
1,914.72 |
1,840.23 |
|
R3 |
1,887.41 |
1,873.17 |
1,828.81 |
|
R2 |
1,845.86 |
1,845.86 |
1,825.00 |
|
R1 |
1,831.62 |
1,831.62 |
1,821.19 |
1,838.74 |
PP |
1,804.31 |
1,804.31 |
1,804.31 |
1,807.87 |
S1 |
1,790.07 |
1,790.07 |
1,813.57 |
1,797.19 |
S2 |
1,762.76 |
1,762.76 |
1,809.76 |
|
S3 |
1,721.21 |
1,748.52 |
1,805.95 |
|
S4 |
1,679.66 |
1,706.97 |
1,794.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,818.55 |
1,777.00 |
41.55 |
2.3% |
19.76 |
1.1% |
97% |
True |
False |
6,576 |
10 |
1,818.55 |
1,771.17 |
47.38 |
2.6% |
16.90 |
0.9% |
98% |
True |
False |
6,510 |
20 |
1,830.87 |
1,693.69 |
137.18 |
7.5% |
21.40 |
1.2% |
90% |
False |
False |
6,603 |
40 |
1,832.87 |
1,693.69 |
139.18 |
7.7% |
19.45 |
1.1% |
89% |
False |
False |
6,471 |
60 |
1,902.67 |
1,693.69 |
208.98 |
11.5% |
20.90 |
1.1% |
59% |
False |
False |
6,419 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.2% |
21.71 |
1.2% |
56% |
False |
False |
6,406 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.2% |
21.40 |
1.2% |
56% |
False |
False |
6,457 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
21.23 |
1.2% |
59% |
False |
False |
6,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,946.56 |
2.618 |
1,897.40 |
1.618 |
1,867.28 |
1.000 |
1,848.67 |
0.618 |
1,837.16 |
HIGH |
1,818.55 |
0.618 |
1,807.04 |
0.500 |
1,803.49 |
0.382 |
1,799.94 |
LOW |
1,788.43 |
0.618 |
1,769.82 |
1.000 |
1,758.31 |
1.618 |
1,739.70 |
2.618 |
1,709.58 |
4.250 |
1,660.42 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,812.75 |
1,811.65 |
PP |
1,808.12 |
1,805.93 |
S1 |
1,803.49 |
1,800.20 |
|