Trading Metrics calculated at close of trading on 30-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,155.0 |
4,194.5 |
39.5 |
1.0% |
4,156.0 |
High |
4,196.5 |
4,201.0 |
4.5 |
0.1% |
4,196.5 |
Low |
4,151.0 |
4,180.5 |
29.5 |
0.7% |
4,138.5 |
Close |
4,186.0 |
4,198.0 |
12.0 |
0.3% |
4,186.0 |
Range |
45.5 |
20.5 |
-25.0 |
-54.9% |
58.0 |
ATR |
43.4 |
41.8 |
-1.6 |
-3.8% |
0.0 |
Volume |
458,377 |
369,164 |
-89,213 |
-19.5% |
2,460,401 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,254.7 |
4,246.8 |
4,209.3 |
|
R3 |
4,234.2 |
4,226.3 |
4,203.6 |
|
R2 |
4,213.7 |
4,213.7 |
4,201.8 |
|
R1 |
4,205.8 |
4,205.8 |
4,199.9 |
4,209.8 |
PP |
4,193.2 |
4,193.2 |
4,193.2 |
4,195.1 |
S1 |
4,185.3 |
4,185.3 |
4,196.1 |
4,189.3 |
S2 |
4,172.7 |
4,172.7 |
4,194.2 |
|
S3 |
4,152.2 |
4,164.8 |
4,192.4 |
|
S4 |
4,131.7 |
4,144.3 |
4,186.7 |
|
|
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 |
4,201.0 |
4,138.5 |
62.5 |
1.5% |
31.1 |
0.7% |
95% |
True |
False |
462,861 |
10 |
4,209.0 |
4,078.0 |
131.0 |
3.1% |
41.0 |
1.0% |
92% |
False |
False |
576,196 |
20 |
4,238.5 |
4,078.0 |
160.5 |
3.8% |
35.0 |
0.8% |
75% |
False |
False |
512,757 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
46.7 |
1.1% |
88% |
False |
False |
605,969 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
45.7 |
1.1% |
88% |
False |
False |
626,983 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.7% |
45.6 |
1.1% |
90% |
False |
False |
473,488 |
100 |
4,238.5 |
3,830.0 |
408.5 |
9.7% |
43.3 |
1.0% |
90% |
False |
False |
378,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,288.1 |
2.618 |
4,254.7 |
1.618 |
4,234.2 |
1.000 |
4,221.5 |
0.618 |
4,213.7 |
HIGH |
4,201.0 |
0.618 |
4,193.2 |
0.500 |
4,190.8 |
0.382 |
4,188.3 |
LOW |
4,180.5 |
0.618 |
4,167.8 |
1.000 |
4,160.0 |
1.618 |
4,147.3 |
2.618 |
4,126.8 |
4.250 |
4,093.4 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,195.6 |
4,188.6 |
PP |
4,193.2 |
4,179.2 |
S1 |
4,190.8 |
4,169.8 |
|