| 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 |
7,089.0 |
7,116.0 |
27.0 |
0.4% |
7,173.0 |
| High |
7,133.0 |
7,131.0 |
-2.0 |
0.0% |
7,173.0 |
| Low |
7,084.5 |
7,077.5 |
-7.0 |
-0.1% |
6,970.5 |
| Close |
7,127.0 |
7,111.0 |
-16.0 |
-0.2% |
7,067.0 |
| Range |
48.5 |
53.5 |
5.0 |
10.3% |
202.5 |
| ATR |
73.5 |
72.1 |
-1.4 |
-1.9% |
0.0 |
| Volume |
56,016 |
62,694 |
6,678 |
11.9% |
473,207 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,267.0 |
7,242.5 |
7,140.5 |
|
| R3 |
7,213.5 |
7,189.0 |
7,125.5 |
|
| R2 |
7,160.0 |
7,160.0 |
7,121.0 |
|
| R1 |
7,135.5 |
7,135.5 |
7,116.0 |
7,121.0 |
| PP |
7,106.5 |
7,106.5 |
7,106.5 |
7,099.0 |
| S1 |
7,082.0 |
7,082.0 |
7,106.0 |
7,067.5 |
| S2 |
7,053.0 |
7,053.0 |
7,101.0 |
|
| S3 |
6,999.5 |
7,028.5 |
7,096.5 |
|
| S4 |
6,946.0 |
6,975.0 |
7,081.5 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,677.5 |
7,575.0 |
7,178.5 |
|
| R3 |
7,475.0 |
7,372.5 |
7,122.5 |
|
| R2 |
7,272.5 |
7,272.5 |
7,104.0 |
|
| R1 |
7,170.0 |
7,170.0 |
7,085.5 |
7,120.0 |
| PP |
7,070.0 |
7,070.0 |
7,070.0 |
7,045.0 |
| S1 |
6,967.5 |
6,967.5 |
7,048.5 |
6,917.5 |
| S2 |
6,867.5 |
6,867.5 |
7,030.0 |
|
| S3 |
6,665.0 |
6,765.0 |
7,011.5 |
|
| S4 |
6,462.5 |
6,562.5 |
6,955.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,133.0 |
7,010.5 |
122.5 |
1.7% |
62.5 |
0.9% |
82% |
False |
False |
69,634 |
| 10 |
7,189.0 |
6,970.5 |
218.5 |
3.1% |
72.5 |
1.0% |
64% |
False |
False |
78,817 |
| 20 |
7,189.0 |
6,922.5 |
266.5 |
3.7% |
62.5 |
0.9% |
71% |
False |
False |
75,293 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
76.0 |
1.1% |
83% |
False |
False |
84,091 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
73.0 |
1.0% |
83% |
False |
False |
89,192 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
67.0 |
0.9% |
83% |
False |
False |
67,012 |
| 100 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
60.0 |
0.8% |
83% |
False |
False |
53,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,358.5 |
|
2.618 |
7,271.0 |
|
1.618 |
7,217.5 |
|
1.000 |
7,184.5 |
|
0.618 |
7,164.0 |
|
HIGH |
7,131.0 |
|
0.618 |
7,110.5 |
|
0.500 |
7,104.0 |
|
0.382 |
7,098.0 |
|
LOW |
7,077.5 |
|
0.618 |
7,044.5 |
|
1.000 |
7,024.0 |
|
1.618 |
6,991.0 |
|
2.618 |
6,937.5 |
|
4.250 |
6,850.0 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,109.0 |
7,105.0 |
| PP |
7,106.5 |
7,099.0 |
| S1 |
7,104.0 |
7,093.0 |
|