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 |
15,367.25 |
15,286.00 |
-81.25 |
-0.5% |
15,090.00 |
High |
15,368.25 |
15,443.75 |
75.50 |
0.5% |
15,443.75 |
Low |
15,255.25 |
15,265.50 |
10.25 |
0.1% |
15,086.50 |
Close |
15,274.75 |
15,426.50 |
151.75 |
1.0% |
15,426.50 |
Range |
113.00 |
178.25 |
65.25 |
57.7% |
357.25 |
ATR |
172.81 |
173.20 |
0.39 |
0.2% |
0.00 |
Volume |
564,382 |
441,045 |
-123,337 |
-21.9% |
2,188,822 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,913.25 |
15,848.25 |
15,524.50 |
|
R3 |
15,735.00 |
15,670.00 |
15,475.50 |
|
R2 |
15,556.75 |
15,556.75 |
15,459.25 |
|
R1 |
15,491.75 |
15,491.75 |
15,442.75 |
15,524.25 |
PP |
15,378.50 |
15,378.50 |
15,378.50 |
15,395.00 |
S1 |
15,313.50 |
15,313.50 |
15,410.25 |
15,346.00 |
S2 |
15,200.25 |
15,200.25 |
15,393.75 |
|
S3 |
15,022.00 |
15,135.25 |
15,377.50 |
|
S4 |
14,843.75 |
14,957.00 |
15,328.50 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,390.75 |
16,265.75 |
15,623.00 |
|
R3 |
16,033.50 |
15,908.50 |
15,524.75 |
|
R2 |
15,676.25 |
15,676.25 |
15,492.00 |
|
R1 |
15,551.25 |
15,551.25 |
15,459.25 |
15,613.75 |
PP |
15,319.00 |
15,319.00 |
15,319.00 |
15,350.00 |
S1 |
15,194.00 |
15,194.00 |
15,393.75 |
15,256.50 |
S2 |
14,961.75 |
14,961.75 |
15,361.00 |
|
S3 |
14,604.50 |
14,836.75 |
15,328.25 |
|
S4 |
14,247.25 |
14,479.50 |
15,230.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,443.75 |
15,086.50 |
357.25 |
2.3% |
136.25 |
0.9% |
95% |
True |
False |
437,764 |
10 |
15,443.75 |
14,710.50 |
733.25 |
4.8% |
190.75 |
1.2% |
98% |
True |
False |
527,499 |
20 |
15,443.75 |
14,710.50 |
733.25 |
4.8% |
163.25 |
1.1% |
98% |
True |
False |
475,949 |
40 |
15,443.75 |
14,445.00 |
998.75 |
6.5% |
180.75 |
1.2% |
98% |
True |
False |
490,641 |
60 |
15,443.75 |
13,457.50 |
1,986.25 |
12.9% |
177.25 |
1.1% |
99% |
True |
False |
436,590 |
80 |
15,443.75 |
12,906.00 |
2,537.75 |
16.5% |
193.25 |
1.3% |
99% |
True |
False |
327,756 |
100 |
15,443.75 |
12,906.00 |
2,537.75 |
16.5% |
194.00 |
1.3% |
99% |
True |
False |
262,334 |
120 |
15,443.75 |
12,602.00 |
2,841.75 |
18.4% |
206.75 |
1.3% |
99% |
True |
False |
218,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,201.25 |
2.618 |
15,910.50 |
1.618 |
15,732.25 |
1.000 |
15,622.00 |
0.618 |
15,554.00 |
HIGH |
15,443.75 |
0.618 |
15,375.75 |
0.500 |
15,354.50 |
0.382 |
15,333.50 |
LOW |
15,265.50 |
0.618 |
15,155.25 |
1.000 |
15,087.25 |
1.618 |
14,977.00 |
2.618 |
14,798.75 |
4.250 |
14,508.00 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,402.50 |
15,400.75 |
PP |
15,378.50 |
15,375.25 |
S1 |
15,354.50 |
15,349.50 |
|