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 |
4,493.75 |
4,470.00 |
-23.75 |
-0.5% |
4,435.00 |
High |
4,494.25 |
4,510.00 |
15.75 |
0.4% |
4,510.00 |
Low |
4,465.00 |
4,462.25 |
-2.75 |
-0.1% |
4,433.50 |
Close |
4,466.50 |
4,505.50 |
39.00 |
0.9% |
4,505.50 |
Range |
29.25 |
47.75 |
18.50 |
63.2% |
76.50 |
ATR |
39.58 |
40.16 |
0.58 |
1.5% |
0.00 |
Volume |
1,306,718 |
1,216,414 |
-90,304 |
-6.9% |
5,108,767 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,635.75 |
4,618.50 |
4,531.75 |
|
R3 |
4,588.00 |
4,570.75 |
4,518.75 |
|
R2 |
4,540.25 |
4,540.25 |
4,514.25 |
|
R1 |
4,523.00 |
4,523.00 |
4,510.00 |
4,531.50 |
PP |
4,492.50 |
4,492.50 |
4,492.50 |
4,497.00 |
S1 |
4,475.25 |
4,475.25 |
4,501.00 |
4,484.00 |
S2 |
4,444.75 |
4,444.75 |
4,496.75 |
|
S3 |
4,397.00 |
4,427.50 |
4,492.25 |
|
S4 |
4,349.25 |
4,379.75 |
4,479.25 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,712.50 |
4,685.50 |
4,547.50 |
|
R3 |
4,636.00 |
4,609.00 |
4,526.50 |
|
R2 |
4,559.50 |
4,559.50 |
4,519.50 |
|
R1 |
4,532.50 |
4,532.50 |
4,512.50 |
4,546.00 |
PP |
4,483.00 |
4,483.00 |
4,483.00 |
4,489.75 |
S1 |
4,456.00 |
4,456.00 |
4,498.50 |
4,469.50 |
S2 |
4,406.50 |
4,406.50 |
4,491.50 |
|
S3 |
4,330.00 |
4,379.50 |
4,484.50 |
|
S4 |
4,253.50 |
4,303.00 |
4,463.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,510.00 |
4,433.50 |
76.50 |
1.7% |
33.25 |
0.7% |
94% |
True |
False |
1,021,753 |
10 |
4,510.00 |
4,347.75 |
162.25 |
3.6% |
47.50 |
1.1% |
97% |
True |
False |
1,293,677 |
20 |
4,510.00 |
4,347.75 |
162.25 |
3.6% |
37.00 |
0.8% |
97% |
True |
False |
1,128,465 |
40 |
4,510.00 |
4,224.00 |
286.00 |
6.3% |
42.00 |
0.9% |
98% |
True |
False |
1,255,905 |
60 |
4,510.00 |
4,126.75 |
383.25 |
8.5% |
39.50 |
0.9% |
99% |
True |
False |
1,164,702 |
80 |
4,510.00 |
4,020.00 |
490.00 |
10.9% |
43.25 |
1.0% |
99% |
True |
False |
875,080 |
100 |
4,510.00 |
4,020.00 |
490.00 |
10.9% |
42.00 |
0.9% |
99% |
True |
False |
700,405 |
120 |
4,510.00 |
3,833.75 |
676.25 |
15.0% |
43.00 |
1.0% |
99% |
True |
False |
583,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,713.00 |
2.618 |
4,635.00 |
1.618 |
4,587.25 |
1.000 |
4,557.75 |
0.618 |
4,539.50 |
HIGH |
4,510.00 |
0.618 |
4,491.75 |
0.500 |
4,486.00 |
0.382 |
4,480.50 |
LOW |
4,462.25 |
0.618 |
4,432.75 |
1.000 |
4,414.50 |
1.618 |
4,385.00 |
2.618 |
4,337.25 |
4.250 |
4,259.25 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,499.00 |
4,499.00 |
PP |
4,492.50 |
4,492.50 |
S1 |
4,486.00 |
4,486.00 |
|