| 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 |
2,280.0 |
2,268.6 |
-11.4 |
-0.5% |
2,164.1 |
| High |
2,287.5 |
2,278.1 |
-9.4 |
-0.4% |
2,282.1 |
| Low |
2,261.5 |
2,254.9 |
-6.6 |
-0.3% |
2,163.0 |
| Close |
2,266.6 |
2,271.2 |
4.6 |
0.2% |
2,275.3 |
| Range |
26.0 |
23.2 |
-2.8 |
-10.8% |
119.1 |
| ATR |
42.0 |
40.7 |
-1.3 |
-3.2% |
0.0 |
| Volume |
153,822 |
169,547 |
15,725 |
10.2% |
839,712 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,337.7 |
2,327.6 |
2,284.0 |
|
| R3 |
2,314.5 |
2,304.4 |
2,277.6 |
|
| R2 |
2,291.3 |
2,291.3 |
2,275.5 |
|
| R1 |
2,281.2 |
2,281.2 |
2,273.3 |
2,286.3 |
| PP |
2,268.1 |
2,268.1 |
2,268.1 |
2,270.6 |
| S1 |
2,258.0 |
2,258.0 |
2,269.1 |
2,263.1 |
| S2 |
2,244.9 |
2,244.9 |
2,266.9 |
|
| S3 |
2,221.7 |
2,234.8 |
2,264.8 |
|
| S4 |
2,198.5 |
2,211.6 |
2,258.4 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.4 |
2,555.5 |
2,340.8 |
|
| R3 |
2,478.3 |
2,436.4 |
2,308.1 |
|
| R2 |
2,359.2 |
2,359.2 |
2,297.1 |
|
| R1 |
2,317.3 |
2,317.3 |
2,286.2 |
2,338.3 |
| PP |
2,240.1 |
2,240.1 |
2,240.1 |
2,250.6 |
| S1 |
2,198.2 |
2,198.2 |
2,264.4 |
2,219.2 |
| S2 |
2,121.0 |
2,121.0 |
2,253.5 |
|
| S3 |
2,001.9 |
2,079.1 |
2,242.5 |
|
| S4 |
1,882.8 |
1,960.0 |
2,209.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,287.5 |
2,206.4 |
81.1 |
3.6% |
38.1 |
1.7% |
80% |
False |
False |
172,540 |
| 10 |
2,287.5 |
2,108.7 |
178.8 |
7.9% |
41.9 |
1.8% |
91% |
False |
False |
184,724 |
| 20 |
2,287.5 |
2,108.7 |
178.8 |
7.9% |
37.7 |
1.7% |
91% |
False |
False |
166,204 |
| 40 |
2,287.5 |
2,100.1 |
187.4 |
8.3% |
44.6 |
2.0% |
91% |
False |
False |
174,984 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
10.9% |
42.7 |
1.9% |
69% |
False |
False |
164,532 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
10.9% |
43.4 |
1.9% |
69% |
False |
False |
123,503 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
10.9% |
42.6 |
1.9% |
69% |
False |
False |
98,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,376.7 |
|
2.618 |
2,338.8 |
|
1.618 |
2,315.6 |
|
1.000 |
2,301.3 |
|
0.618 |
2,292.4 |
|
HIGH |
2,278.1 |
|
0.618 |
2,269.2 |
|
0.500 |
2,266.5 |
|
0.382 |
2,263.8 |
|
LOW |
2,254.9 |
|
0.618 |
2,240.6 |
|
1.000 |
2,231.7 |
|
1.618 |
2,217.4 |
|
2.618 |
2,194.2 |
|
4.250 |
2,156.3 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.6 |
2,263.1 |
| PP |
2,268.1 |
2,255.0 |
| S1 |
2,266.5 |
2,247.0 |
|