Trading Metrics calculated at close of trading on 30-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,470.00 |
4,508.75 |
38.75 |
0.9% |
4,435.00 |
High |
4,510.00 |
4,534.50 |
24.50 |
0.5% |
4,510.00 |
Low |
4,462.25 |
4,500.75 |
38.50 |
0.9% |
4,433.50 |
Close |
4,505.50 |
4,525.25 |
19.75 |
0.4% |
4,505.50 |
Range |
47.75 |
33.75 |
-14.00 |
-29.3% |
76.50 |
ATR |
40.16 |
39.70 |
-0.46 |
-1.1% |
0.00 |
Volume |
1,216,414 |
975,807 |
-240,607 |
-19.8% |
5,108,767 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,621.50 |
4,607.00 |
4,543.75 |
|
R3 |
4,587.75 |
4,573.25 |
4,534.50 |
|
R2 |
4,554.00 |
4,554.00 |
4,531.50 |
|
R1 |
4,539.50 |
4,539.50 |
4,528.25 |
4,546.75 |
PP |
4,520.25 |
4,520.25 |
4,520.25 |
4,523.75 |
S1 |
4,505.75 |
4,505.75 |
4,522.25 |
4,513.00 |
S2 |
4,486.50 |
4,486.50 |
4,519.00 |
|
S3 |
4,452.75 |
4,472.00 |
4,516.00 |
|
S4 |
4,419.00 |
4,438.25 |
4,506.75 |
|
|
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 |
4,534.50 |
4,462.25 |
72.25 |
1.6% |
29.50 |
0.7% |
87% |
True |
False |
1,017,509 |
10 |
4,534.50 |
4,347.75 |
186.75 |
4.1% |
46.50 |
1.0% |
95% |
True |
False |
1,267,306 |
20 |
4,534.50 |
4,347.75 |
186.75 |
4.1% |
36.50 |
0.8% |
95% |
True |
False |
1,117,590 |
40 |
4,534.50 |
4,224.00 |
310.50 |
6.9% |
41.75 |
0.9% |
97% |
True |
False |
1,255,306 |
60 |
4,534.50 |
4,126.75 |
407.75 |
9.0% |
39.25 |
0.9% |
98% |
True |
False |
1,180,611 |
80 |
4,534.50 |
4,020.00 |
514.50 |
11.4% |
43.00 |
0.9% |
98% |
True |
False |
887,213 |
100 |
4,534.50 |
4,020.00 |
514.50 |
11.4% |
42.00 |
0.9% |
98% |
True |
False |
710,154 |
120 |
4,534.50 |
3,833.75 |
700.75 |
15.5% |
42.75 |
0.9% |
99% |
True |
False |
591,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,678.00 |
2.618 |
4,622.75 |
1.618 |
4,589.00 |
1.000 |
4,568.25 |
0.618 |
4,555.25 |
HIGH |
4,534.50 |
0.618 |
4,521.50 |
0.500 |
4,517.50 |
0.382 |
4,513.75 |
LOW |
4,500.75 |
0.618 |
4,480.00 |
1.000 |
4,467.00 |
1.618 |
4,446.25 |
2.618 |
4,412.50 |
4.250 |
4,357.25 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,522.75 |
4,516.25 |
PP |
4,520.25 |
4,507.25 |
S1 |
4,517.50 |
4,498.50 |
|