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 |
4,171.5 |
4,155.0 |
-16.5 |
-0.4% |
4,156.0 |
High |
4,174.0 |
4,196.5 |
22.5 |
0.5% |
4,196.5 |
Low |
4,138.5 |
4,151.0 |
12.5 |
0.3% |
4,138.5 |
Close |
4,168.0 |
4,186.0 |
18.0 |
0.4% |
4,186.0 |
Range |
35.5 |
45.5 |
10.0 |
28.2% |
58.0 |
ATR |
43.3 |
43.4 |
0.2 |
0.4% |
0.0 |
Volume |
656,245 |
458,377 |
-197,868 |
-30.2% |
2,460,401 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.3 |
4,295.7 |
4,211.0 |
|
R3 |
4,268.8 |
4,250.2 |
4,198.5 |
|
R2 |
4,223.3 |
4,223.3 |
4,194.3 |
|
R1 |
4,204.7 |
4,204.7 |
4,190.2 |
4,214.0 |
PP |
4,177.8 |
4,177.8 |
4,177.8 |
4,182.5 |
S1 |
4,159.2 |
4,159.2 |
4,181.8 |
4,168.5 |
S2 |
4,132.3 |
4,132.3 |
4,177.7 |
|
S3 |
4,086.8 |
4,113.7 |
4,173.5 |
|
S4 |
4,041.3 |
4,068.2 |
4,161.0 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,347.7 |
4,324.8 |
4,217.9 |
|
R3 |
4,289.7 |
4,266.8 |
4,202.0 |
|
R2 |
4,231.7 |
4,231.7 |
4,196.6 |
|
R1 |
4,208.8 |
4,208.8 |
4,191.3 |
4,220.3 |
PP |
4,173.7 |
4,173.7 |
4,173.7 |
4,179.4 |
S1 |
4,150.8 |
4,150.8 |
4,180.7 |
4,162.3 |
S2 |
4,115.7 |
4,115.7 |
4,175.4 |
|
S3 |
4,057.7 |
4,092.8 |
4,170.1 |
|
S4 |
3,999.7 |
4,034.8 |
4,154.1 |
|
|
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 |
4,138.5 |
58.0 |
1.4% |
32.9 |
0.8% |
82% |
True |
False |
492,080 |
10 |
4,216.0 |
4,078.0 |
138.0 |
3.3% |
42.1 |
1.0% |
78% |
False |
False |
601,735 |
20 |
4,238.5 |
4,078.0 |
160.5 |
3.8% |
36.0 |
0.9% |
67% |
False |
False |
520,045 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
46.8 |
1.1% |
85% |
False |
False |
608,474 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
45.8 |
1.1% |
85% |
False |
False |
621,135 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
45.9 |
1.1% |
87% |
False |
False |
468,877 |
100 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
43.2 |
1.0% |
87% |
False |
False |
375,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,389.9 |
2.618 |
4,315.6 |
1.618 |
4,270.1 |
1.000 |
4,242.0 |
0.618 |
4,224.6 |
HIGH |
4,196.5 |
0.618 |
4,179.1 |
0.500 |
4,173.8 |
0.382 |
4,168.4 |
LOW |
4,151.0 |
0.618 |
4,122.9 |
1.000 |
4,105.5 |
1.618 |
4,077.4 |
2.618 |
4,031.9 |
4.250 |
3,957.6 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,181.9 |
4,179.8 |
PP |
4,177.8 |
4,173.7 |
S1 |
4,173.8 |
4,167.5 |
|