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 |
4,483.50 |
4,493.75 |
10.25 |
0.2% |
4,456.25 |
High |
4,498.00 |
4,494.25 |
-3.75 |
-0.1% |
4,476.50 |
Low |
4,476.25 |
4,465.00 |
-11.25 |
-0.3% |
4,347.75 |
Close |
4,493.00 |
4,466.50 |
-26.50 |
-0.6% |
4,437.00 |
Range |
21.75 |
29.25 |
7.50 |
34.5% |
128.75 |
ATR |
40.37 |
39.58 |
-0.79 |
-2.0% |
0.00 |
Volume |
801,106 |
1,306,718 |
505,612 |
63.1% |
7,828,009 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,563.00 |
4,544.00 |
4,482.50 |
|
R3 |
4,533.75 |
4,514.75 |
4,474.50 |
|
R2 |
4,504.50 |
4,504.50 |
4,471.75 |
|
R1 |
4,485.50 |
4,485.50 |
4,469.25 |
4,480.50 |
PP |
4,475.25 |
4,475.25 |
4,475.25 |
4,472.75 |
S1 |
4,456.25 |
4,456.25 |
4,463.75 |
4,451.00 |
S2 |
4,446.00 |
4,446.00 |
4,461.25 |
|
S3 |
4,416.75 |
4,427.00 |
4,458.50 |
|
S4 |
4,387.50 |
4,397.75 |
4,450.50 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,806.75 |
4,750.50 |
4,507.75 |
|
R3 |
4,678.00 |
4,621.75 |
4,472.50 |
|
R2 |
4,549.25 |
4,549.25 |
4,460.50 |
|
R1 |
4,493.00 |
4,493.00 |
4,448.75 |
4,456.75 |
PP |
4,420.50 |
4,420.50 |
4,420.50 |
4,402.25 |
S1 |
4,364.25 |
4,364.25 |
4,425.25 |
4,328.00 |
S2 |
4,291.75 |
4,291.75 |
4,413.50 |
|
S3 |
4,163.00 |
4,235.50 |
4,401.50 |
|
S4 |
4,034.25 |
4,106.75 |
4,366.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,498.00 |
4,371.75 |
126.25 |
2.8% |
37.50 |
0.8% |
75% |
False |
False |
1,044,241 |
10 |
4,498.00 |
4,347.75 |
150.25 |
3.4% |
44.00 |
1.0% |
79% |
False |
False |
1,250,946 |
20 |
4,498.00 |
4,347.75 |
150.25 |
3.4% |
36.50 |
0.8% |
79% |
False |
False |
1,136,493 |
40 |
4,498.00 |
4,224.00 |
274.00 |
6.1% |
41.50 |
0.9% |
89% |
False |
False |
1,250,124 |
60 |
4,498.00 |
4,126.75 |
371.25 |
8.3% |
39.50 |
0.9% |
92% |
False |
False |
1,144,648 |
80 |
4,498.00 |
4,020.00 |
478.00 |
10.7% |
43.00 |
1.0% |
93% |
False |
False |
859,908 |
100 |
4,498.00 |
4,020.00 |
478.00 |
10.7% |
41.75 |
0.9% |
93% |
False |
False |
688,247 |
120 |
4,498.00 |
3,806.50 |
691.50 |
15.5% |
43.25 |
1.0% |
95% |
False |
False |
573,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,618.50 |
2.618 |
4,570.75 |
1.618 |
4,541.50 |
1.000 |
4,523.50 |
0.618 |
4,512.25 |
HIGH |
4,494.25 |
0.618 |
4,483.00 |
0.500 |
4,479.50 |
0.382 |
4,476.25 |
LOW |
4,465.00 |
0.618 |
4,447.00 |
1.000 |
4,435.75 |
1.618 |
4,417.75 |
2.618 |
4,388.50 |
4.250 |
4,340.75 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,479.50 |
4,481.50 |
PP |
4,475.25 |
4,476.50 |
S1 |
4,471.00 |
4,471.50 |
|