Trading Metrics calculated at close of trading on 31-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
7,108.5 |
7,130.0 |
21.5 |
0.3% |
7,090.0 |
High |
7,144.5 |
7,163.5 |
19.0 |
0.3% |
7,144.5 |
Low |
7,092.5 |
7,076.0 |
-16.5 |
-0.2% |
7,053.5 |
Close |
7,134.0 |
7,096.5 |
-37.5 |
-0.5% |
7,134.0 |
Range |
52.0 |
87.5 |
35.5 |
68.3% |
91.0 |
ATR |
70.7 |
71.9 |
1.2 |
1.7% |
0.0 |
Volume |
54,267 |
108,146 |
53,879 |
99.3% |
311,122 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,374.5 |
7,323.0 |
7,144.5 |
|
R3 |
7,287.0 |
7,235.5 |
7,120.5 |
|
R2 |
7,199.5 |
7,199.5 |
7,112.5 |
|
R1 |
7,148.0 |
7,148.0 |
7,104.5 |
7,130.0 |
PP |
7,112.0 |
7,112.0 |
7,112.0 |
7,103.0 |
S1 |
7,060.5 |
7,060.5 |
7,088.5 |
7,042.5 |
S2 |
7,024.5 |
7,024.5 |
7,080.5 |
|
S3 |
6,937.0 |
6,973.0 |
7,072.5 |
|
S4 |
6,849.5 |
6,885.5 |
7,048.5 |
|
|
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 |
7,163.5 |
7,053.5 |
110.0 |
1.6% |
60.0 |
0.8% |
39% |
True |
False |
70,881 |
10 |
7,171.5 |
6,970.5 |
201.0 |
2.8% |
74.0 |
1.0% |
63% |
False |
False |
80,094 |
20 |
7,189.0 |
6,970.5 |
218.5 |
3.1% |
62.5 |
0.9% |
58% |
False |
False |
74,080 |
40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
76.5 |
1.1% |
80% |
False |
False |
85,132 |
60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
74.0 |
1.0% |
80% |
False |
False |
91,862 |
80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
68.0 |
1.0% |
80% |
False |
False |
69,042 |
100 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
61.0 |
0.9% |
80% |
False |
False |
55,242 |
120 |
7,189.0 |
6,511.0 |
678.0 |
9.6% |
54.5 |
0.8% |
86% |
False |
False |
46,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,535.5 |
2.618 |
7,392.5 |
1.618 |
7,305.0 |
1.000 |
7,251.0 |
0.618 |
7,217.5 |
HIGH |
7,163.5 |
0.618 |
7,130.0 |
0.500 |
7,120.0 |
0.382 |
7,109.5 |
LOW |
7,076.0 |
0.618 |
7,022.0 |
1.000 |
6,988.5 |
1.618 |
6,934.5 |
2.618 |
6,847.0 |
4.250 |
6,704.0 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
7,120.0 |
7,120.0 |
PP |
7,112.0 |
7,112.0 |
S1 |
7,104.0 |
7,104.0 |
|