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 |
15,362.25 |
15,367.25 |
5.00 |
0.0% |
15,119.25 |
High |
15,397.00 |
15,368.25 |
-28.75 |
-0.2% |
15,139.00 |
Low |
15,333.00 |
15,255.25 |
-77.75 |
-0.5% |
14,710.50 |
Close |
15,364.25 |
15,274.75 |
-89.50 |
-0.6% |
15,086.75 |
Range |
64.00 |
113.00 |
49.00 |
76.6% |
428.50 |
ATR |
177.41 |
172.81 |
-4.60 |
-2.6% |
0.00 |
Volume |
405,227 |
564,382 |
159,155 |
39.3% |
3,086,176 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,638.50 |
15,569.50 |
15,337.00 |
|
R3 |
15,525.50 |
15,456.50 |
15,305.75 |
|
R2 |
15,412.50 |
15,412.50 |
15,295.50 |
|
R1 |
15,343.50 |
15,343.50 |
15,285.00 |
15,321.50 |
PP |
15,299.50 |
15,299.50 |
15,299.50 |
15,288.50 |
S1 |
15,230.50 |
15,230.50 |
15,264.50 |
15,208.50 |
S2 |
15,186.50 |
15,186.50 |
15,254.00 |
|
S3 |
15,073.50 |
15,117.50 |
15,243.75 |
|
S4 |
14,960.50 |
15,004.50 |
15,212.50 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,264.25 |
16,104.00 |
15,322.50 |
|
R3 |
15,835.75 |
15,675.50 |
15,204.50 |
|
R2 |
15,407.25 |
15,407.25 |
15,165.25 |
|
R1 |
15,247.00 |
15,247.00 |
15,126.00 |
15,113.00 |
PP |
14,978.75 |
14,978.75 |
14,978.75 |
14,911.75 |
S1 |
14,818.50 |
14,818.50 |
15,047.50 |
14,684.50 |
S2 |
14,550.25 |
14,550.25 |
15,008.25 |
|
S3 |
14,121.75 |
14,390.00 |
14,969.00 |
|
S4 |
13,693.25 |
13,961.50 |
14,851.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,397.00 |
14,851.00 |
546.00 |
3.6% |
150.25 |
1.0% |
78% |
False |
False |
450,447 |
10 |
15,397.00 |
14,710.50 |
686.50 |
4.5% |
181.50 |
1.2% |
82% |
False |
False |
519,847 |
20 |
15,397.00 |
14,710.50 |
686.50 |
4.5% |
162.75 |
1.1% |
82% |
False |
False |
479,178 |
40 |
15,397.00 |
14,445.00 |
952.00 |
6.2% |
179.50 |
1.2% |
87% |
False |
False |
490,525 |
60 |
15,397.00 |
13,451.25 |
1,945.75 |
12.7% |
178.25 |
1.2% |
94% |
False |
False |
429,278 |
80 |
15,397.00 |
12,906.00 |
2,491.00 |
16.3% |
193.50 |
1.3% |
95% |
False |
False |
322,251 |
100 |
15,397.00 |
12,906.00 |
2,491.00 |
16.3% |
193.50 |
1.3% |
95% |
False |
False |
257,930 |
120 |
15,397.00 |
12,317.00 |
3,080.00 |
20.2% |
209.50 |
1.4% |
96% |
False |
False |
215,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,848.50 |
2.618 |
15,664.00 |
1.618 |
15,551.00 |
1.000 |
15,481.25 |
0.618 |
15,438.00 |
HIGH |
15,368.25 |
0.618 |
15,325.00 |
0.500 |
15,311.75 |
0.382 |
15,298.50 |
LOW |
15,255.25 |
0.618 |
15,185.50 |
1.000 |
15,142.25 |
1.618 |
15,072.50 |
2.618 |
14,959.50 |
4.250 |
14,775.00 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,311.75 |
15,326.00 |
PP |
15,299.50 |
15,309.00 |
S1 |
15,287.00 |
15,292.00 |
|