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 |
7,116.0 |
7,108.5 |
-7.5 |
-0.1% |
7,090.0 |
High |
7,131.0 |
7,144.5 |
13.5 |
0.2% |
7,144.5 |
Low |
7,077.5 |
7,092.5 |
15.0 |
0.2% |
7,053.5 |
Close |
7,111.0 |
7,134.0 |
23.0 |
0.3% |
7,134.0 |
Range |
53.5 |
52.0 |
-1.5 |
-2.8% |
91.0 |
ATR |
72.1 |
70.7 |
-1.4 |
-2.0% |
0.0 |
Volume |
62,694 |
54,267 |
-8,427 |
-13.4% |
311,122 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,279.5 |
7,259.0 |
7,162.5 |
|
R3 |
7,227.5 |
7,207.0 |
7,148.5 |
|
R2 |
7,175.5 |
7,175.5 |
7,143.5 |
|
R1 |
7,155.0 |
7,155.0 |
7,139.0 |
7,165.0 |
PP |
7,123.5 |
7,123.5 |
7,123.5 |
7,129.0 |
S1 |
7,103.0 |
7,103.0 |
7,129.0 |
7,113.0 |
S2 |
7,071.5 |
7,071.5 |
7,124.5 |
|
S3 |
7,019.5 |
7,051.0 |
7,119.5 |
|
S4 |
6,967.5 |
6,999.0 |
7,105.5 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,383.5 |
7,350.0 |
7,184.0 |
|
R3 |
7,292.5 |
7,259.0 |
7,159.0 |
|
R2 |
7,201.5 |
7,201.5 |
7,150.5 |
|
R1 |
7,168.0 |
7,168.0 |
7,142.5 |
7,185.0 |
PP |
7,110.5 |
7,110.5 |
7,110.5 |
7,119.0 |
S1 |
7,077.0 |
7,077.0 |
7,125.5 |
7,094.0 |
S2 |
7,019.5 |
7,019.5 |
7,117.5 |
|
S3 |
6,928.5 |
6,986.0 |
7,109.0 |
|
S4 |
6,837.5 |
6,895.0 |
7,084.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,144.5 |
7,053.5 |
91.0 |
1.3% |
56.0 |
0.8% |
88% |
True |
False |
62,224 |
10 |
7,173.0 |
6,970.5 |
202.5 |
2.8% |
74.5 |
1.0% |
81% |
False |
False |
78,432 |
20 |
7,189.0 |
6,968.0 |
221.0 |
3.1% |
62.0 |
0.9% |
75% |
False |
False |
73,132 |
40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
76.0 |
1.1% |
88% |
False |
False |
83,570 |
60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
73.5 |
1.0% |
88% |
False |
False |
90,094 |
80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
67.5 |
0.9% |
88% |
False |
False |
67,690 |
100 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
60.5 |
0.8% |
88% |
False |
False |
54,171 |
120 |
7,189.0 |
6,511.0 |
678.0 |
9.5% |
54.5 |
0.8% |
92% |
False |
False |
45,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,365.5 |
2.618 |
7,280.5 |
1.618 |
7,228.5 |
1.000 |
7,196.5 |
0.618 |
7,176.5 |
HIGH |
7,144.5 |
0.618 |
7,124.5 |
0.500 |
7,118.5 |
0.382 |
7,112.5 |
LOW |
7,092.5 |
0.618 |
7,060.5 |
1.000 |
7,040.5 |
1.618 |
7,008.5 |
2.618 |
6,956.5 |
4.250 |
6,871.5 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
7,129.0 |
7,126.5 |
PP |
7,123.5 |
7,118.5 |
S1 |
7,118.5 |
7,111.0 |
|