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 |
1,787.4 |
1,803.4 |
16.0 |
0.9% |
1,776.8 |
High |
1,792.2 |
1,816.6 |
24.4 |
1.4% |
1,816.6 |
Low |
1,781.0 |
1,803.1 |
22.1 |
1.2% |
1,776.8 |
Close |
1,792.2 |
1,816.6 |
24.4 |
1.4% |
1,816.6 |
Range |
11.2 |
13.5 |
2.3 |
20.5% |
39.8 |
ATR |
19.6 |
19.9 |
0.3 |
1.8% |
0.0 |
Volume |
61 |
10 |
-51 |
-83.6% |
937 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.6 |
1,848.1 |
1,824.0 |
|
R3 |
1,839.1 |
1,834.6 |
1,820.3 |
|
R2 |
1,825.6 |
1,825.6 |
1,819.1 |
|
R1 |
1,821.1 |
1,821.1 |
1,817.8 |
1,823.4 |
PP |
1,812.1 |
1,812.1 |
1,812.1 |
1,813.2 |
S1 |
1,807.6 |
1,807.6 |
1,815.4 |
1,809.9 |
S2 |
1,798.6 |
1,798.6 |
1,814.1 |
|
S3 |
1,785.1 |
1,794.1 |
1,812.9 |
|
S4 |
1,771.6 |
1,780.6 |
1,809.2 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,922.7 |
1,909.5 |
1,838.5 |
|
R3 |
1,882.9 |
1,869.7 |
1,827.5 |
|
R2 |
1,843.1 |
1,843.1 |
1,823.9 |
|
R1 |
1,829.9 |
1,829.9 |
1,820.2 |
1,836.5 |
PP |
1,803.3 |
1,803.3 |
1,803.3 |
1,806.7 |
S1 |
1,790.1 |
1,790.1 |
1,813.0 |
1,796.7 |
S2 |
1,763.5 |
1,763.5 |
1,809.3 |
|
S3 |
1,723.7 |
1,750.3 |
1,805.7 |
|
S4 |
1,683.9 |
1,710.5 |
1,794.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.6 |
1,776.8 |
39.8 |
2.2% |
13.3 |
0.7% |
100% |
True |
False |
187 |
10 |
1,816.6 |
1,771.9 |
44.7 |
2.5% |
13.2 |
0.7% |
100% |
True |
False |
209 |
20 |
1,831.3 |
1,692.6 |
138.7 |
7.6% |
18.4 |
1.0% |
89% |
False |
False |
789 |
40 |
1,835.0 |
1,692.6 |
142.4 |
7.8% |
19.5 |
1.1% |
87% |
False |
False |
97,061 |
60 |
1,906.9 |
1,692.6 |
214.3 |
11.8% |
22.1 |
1.2% |
58% |
False |
False |
132,375 |
80 |
1,919.2 |
1,692.6 |
226.6 |
12.5% |
22.8 |
1.3% |
55% |
False |
False |
125,674 |
100 |
1,919.2 |
1,692.6 |
226.6 |
12.5% |
22.7 |
1.3% |
55% |
False |
False |
101,752 |
120 |
1,919.2 |
1,679.4 |
239.8 |
13.2% |
22.5 |
1.2% |
57% |
False |
False |
85,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.0 |
2.618 |
1,851.9 |
1.618 |
1,838.4 |
1.000 |
1,830.1 |
0.618 |
1,824.9 |
HIGH |
1,816.6 |
0.618 |
1,811.4 |
0.500 |
1,809.9 |
0.382 |
1,808.3 |
LOW |
1,803.1 |
0.618 |
1,794.8 |
1.000 |
1,789.6 |
1.618 |
1,781.3 |
2.618 |
1,767.8 |
4.250 |
1,745.7 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,814.4 |
1,810.7 |
PP |
1,812.1 |
1,804.7 |
S1 |
1,809.9 |
1,798.8 |
|