| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
4,177.0 |
4,171.5 |
-5.5 |
-0.1% |
4,215.5 |
| High |
4,185.5 |
4,174.0 |
-11.5 |
-0.3% |
4,216.0 |
| Low |
4,168.5 |
4,138.5 |
-30.0 |
-0.7% |
4,078.0 |
| Close |
4,177.0 |
4,168.0 |
-9.0 |
-0.2% |
4,141.0 |
| Range |
17.0 |
35.5 |
18.5 |
108.8% |
138.0 |
| ATR |
43.6 |
43.3 |
-0.4 |
-0.8% |
0.0 |
| Volume |
355,002 |
656,245 |
301,243 |
84.9% |
3,556,953 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,266.7 |
4,252.8 |
4,187.5 |
|
| R3 |
4,231.2 |
4,217.3 |
4,177.8 |
|
| R2 |
4,195.7 |
4,195.7 |
4,174.5 |
|
| R1 |
4,181.8 |
4,181.8 |
4,171.3 |
4,171.0 |
| PP |
4,160.2 |
4,160.2 |
4,160.2 |
4,154.8 |
| S1 |
4,146.3 |
4,146.3 |
4,164.7 |
4,135.5 |
| S2 |
4,124.7 |
4,124.7 |
4,161.5 |
|
| S3 |
4,089.2 |
4,110.8 |
4,158.2 |
|
| S4 |
4,053.7 |
4,075.3 |
4,148.5 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,559.0 |
4,488.0 |
4,216.9 |
|
| R3 |
4,421.0 |
4,350.0 |
4,179.0 |
|
| R2 |
4,283.0 |
4,283.0 |
4,166.3 |
|
| R1 |
4,212.0 |
4,212.0 |
4,153.7 |
4,178.5 |
| PP |
4,145.0 |
4,145.0 |
4,145.0 |
4,128.3 |
| S1 |
4,074.0 |
4,074.0 |
4,128.4 |
4,040.5 |
| S2 |
4,007.0 |
4,007.0 |
4,115.7 |
|
| S3 |
3,869.0 |
3,936.0 |
4,103.1 |
|
| S4 |
3,731.0 |
3,798.0 |
4,065.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,196.5 |
4,101.5 |
95.0 |
2.3% |
34.2 |
0.8% |
70% |
False |
False |
534,189 |
| 10 |
4,238.5 |
4,078.0 |
160.5 |
3.9% |
39.5 |
0.9% |
56% |
False |
False |
595,888 |
| 20 |
4,238.5 |
4,072.0 |
166.5 |
4.0% |
35.6 |
0.9% |
58% |
False |
False |
533,536 |
| 40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
47.3 |
1.1% |
79% |
False |
False |
616,829 |
| 60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
45.8 |
1.1% |
79% |
False |
False |
614,177 |
| 80 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
46.0 |
1.1% |
83% |
False |
False |
463,151 |
| 100 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
42.9 |
1.0% |
83% |
False |
False |
370,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,324.9 |
|
2.618 |
4,266.9 |
|
1.618 |
4,231.4 |
|
1.000 |
4,209.5 |
|
0.618 |
4,195.9 |
|
HIGH |
4,174.0 |
|
0.618 |
4,160.4 |
|
0.500 |
4,156.3 |
|
0.382 |
4,152.1 |
|
LOW |
4,138.5 |
|
0.618 |
4,116.6 |
|
1.000 |
4,103.0 |
|
1.618 |
4,081.1 |
|
2.618 |
4,045.6 |
|
4.250 |
3,987.6 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,164.1 |
4,167.8 |
| PP |
4,160.2 |
4,167.7 |
| S1 |
4,156.3 |
4,167.5 |
|