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 |
15,432.75 |
15,605.50 |
172.75 |
1.1% |
15,090.00 |
High |
15,617.75 |
15,677.25 |
59.50 |
0.4% |
15,443.75 |
Low |
15,420.00 |
15,517.75 |
97.75 |
0.6% |
15,086.50 |
Close |
15,597.50 |
15,582.50 |
-15.00 |
-0.1% |
15,426.50 |
Range |
197.75 |
159.50 |
-38.25 |
-19.3% |
357.25 |
ATR |
174.95 |
173.85 |
-1.10 |
-0.6% |
0.00 |
Volume |
417,563 |
521,129 |
103,566 |
24.8% |
2,188,822 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,071.00 |
15,986.25 |
15,670.25 |
|
R3 |
15,911.50 |
15,826.75 |
15,626.25 |
|
R2 |
15,752.00 |
15,752.00 |
15,611.75 |
|
R1 |
15,667.25 |
15,667.25 |
15,597.00 |
15,630.00 |
PP |
15,592.50 |
15,592.50 |
15,592.50 |
15,573.75 |
S1 |
15,507.75 |
15,507.75 |
15,568.00 |
15,470.50 |
S2 |
15,433.00 |
15,433.00 |
15,553.25 |
|
S3 |
15,273.50 |
15,348.25 |
15,538.75 |
|
S4 |
15,114.00 |
15,188.75 |
15,494.75 |
|
|
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 |
15,677.25 |
15,255.25 |
422.00 |
2.7% |
142.50 |
0.9% |
78% |
True |
False |
469,869 |
10 |
15,677.25 |
14,710.50 |
966.75 |
6.2% |
180.50 |
1.2% |
90% |
True |
False |
493,500 |
20 |
15,677.25 |
14,710.50 |
966.75 |
6.2% |
165.00 |
1.1% |
90% |
True |
False |
474,558 |
40 |
15,677.25 |
14,445.00 |
1,232.25 |
7.9% |
180.00 |
1.2% |
92% |
True |
False |
490,362 |
60 |
15,677.25 |
13,716.25 |
1,961.00 |
12.6% |
175.75 |
1.1% |
95% |
True |
False |
452,124 |
80 |
15,677.25 |
12,906.00 |
2,771.25 |
17.8% |
192.00 |
1.2% |
97% |
True |
False |
339,462 |
100 |
15,677.25 |
12,906.00 |
2,771.25 |
17.8% |
194.25 |
1.2% |
97% |
True |
False |
271,712 |
120 |
15,677.25 |
12,602.00 |
3,075.25 |
19.7% |
204.25 |
1.3% |
97% |
True |
False |
226,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,355.00 |
2.618 |
16,094.75 |
1.618 |
15,935.25 |
1.000 |
15,836.75 |
0.618 |
15,775.75 |
HIGH |
15,677.25 |
0.618 |
15,616.25 |
0.500 |
15,597.50 |
0.382 |
15,578.75 |
LOW |
15,517.75 |
0.618 |
15,419.25 |
1.000 |
15,358.25 |
1.618 |
15,259.75 |
2.618 |
15,100.25 |
4.250 |
14,840.00 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,597.50 |
15,545.50 |
PP |
15,592.50 |
15,508.50 |
S1 |
15,587.50 |
15,471.50 |
|