Trading Metrics calculated at close of trading on 31-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,194.5 |
4,189.5 |
-5.0 |
-0.1% |
4,156.0 |
High |
4,201.0 |
4,220.0 |
19.0 |
0.5% |
4,196.5 |
Low |
4,180.5 |
4,172.0 |
-8.5 |
-0.2% |
4,138.5 |
Close |
4,198.0 |
4,181.5 |
-16.5 |
-0.4% |
4,186.0 |
Range |
20.5 |
48.0 |
27.5 |
134.1% |
58.0 |
ATR |
41.8 |
42.2 |
0.4 |
1.1% |
0.0 |
Volume |
369,164 |
982,839 |
613,675 |
166.2% |
2,460,401 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.2 |
4,306.3 |
4,207.9 |
|
R3 |
4,287.2 |
4,258.3 |
4,194.7 |
|
R2 |
4,239.2 |
4,239.2 |
4,190.3 |
|
R1 |
4,210.3 |
4,210.3 |
4,185.9 |
4,200.8 |
PP |
4,191.2 |
4,191.2 |
4,191.2 |
4,186.4 |
S1 |
4,162.3 |
4,162.3 |
4,177.1 |
4,152.8 |
S2 |
4,143.2 |
4,143.2 |
4,172.7 |
|
S3 |
4,095.2 |
4,114.3 |
4,168.3 |
|
S4 |
4,047.2 |
4,066.3 |
4,155.1 |
|
|
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 |
4,220.0 |
4,138.5 |
81.5 |
1.9% |
33.3 |
0.8% |
53% |
True |
False |
564,325 |
10 |
4,220.0 |
4,078.0 |
142.0 |
3.4% |
41.7 |
1.0% |
73% |
True |
False |
607,340 |
20 |
4,238.5 |
4,078.0 |
160.5 |
3.8% |
36.0 |
0.9% |
64% |
False |
False |
536,764 |
40 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
46.4 |
1.1% |
83% |
False |
False |
615,125 |
60 |
4,238.5 |
3,895.0 |
343.5 |
8.2% |
45.8 |
1.1% |
83% |
False |
False |
642,883 |
80 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
45.8 |
1.1% |
86% |
False |
False |
485,772 |
100 |
4,238.5 |
3,830.0 |
408.5 |
9.8% |
43.6 |
1.0% |
86% |
False |
False |
388,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,424.0 |
2.618 |
4,345.7 |
1.618 |
4,297.7 |
1.000 |
4,268.0 |
0.618 |
4,249.7 |
HIGH |
4,220.0 |
0.618 |
4,201.7 |
0.500 |
4,196.0 |
0.382 |
4,190.3 |
LOW |
4,172.0 |
0.618 |
4,142.3 |
1.000 |
4,124.0 |
1.618 |
4,094.3 |
2.618 |
4,046.3 |
4.250 |
3,968.0 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,196.0 |
4,185.5 |
PP |
4,191.2 |
4,184.2 |
S1 |
4,186.3 |
4,182.8 |
|