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 |
4,508.75 |
4,529.50 |
20.75 |
0.5% |
4,435.00 |
High |
4,534.50 |
4,542.25 |
7.75 |
0.2% |
4,510.00 |
Low |
4,500.75 |
4,512.50 |
11.75 |
0.3% |
4,433.50 |
Close |
4,525.25 |
4,520.50 |
-4.75 |
-0.1% |
4,505.50 |
Range |
33.75 |
29.75 |
-4.00 |
-11.9% |
76.50 |
ATR |
39.70 |
38.99 |
-0.71 |
-1.8% |
0.00 |
Volume |
975,807 |
1,378,199 |
402,392 |
41.2% |
5,108,767 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,614.25 |
4,597.25 |
4,536.75 |
|
R3 |
4,584.50 |
4,567.50 |
4,528.75 |
|
R2 |
4,554.75 |
4,554.75 |
4,526.00 |
|
R1 |
4,537.75 |
4,537.75 |
4,523.25 |
4,531.50 |
PP |
4,525.00 |
4,525.00 |
4,525.00 |
4,522.00 |
S1 |
4,508.00 |
4,508.00 |
4,517.75 |
4,501.50 |
S2 |
4,495.25 |
4,495.25 |
4,515.00 |
|
S3 |
4,465.50 |
4,478.25 |
4,512.25 |
|
S4 |
4,435.75 |
4,448.50 |
4,504.25 |
|
|
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 |
4,542.25 |
4,462.25 |
80.00 |
1.8% |
32.50 |
0.7% |
73% |
True |
False |
1,135,648 |
10 |
4,542.25 |
4,347.75 |
194.50 |
4.3% |
43.50 |
1.0% |
89% |
True |
False |
1,226,169 |
20 |
4,542.25 |
4,347.75 |
194.50 |
4.3% |
35.50 |
0.8% |
89% |
True |
False |
1,121,657 |
40 |
4,542.25 |
4,224.00 |
318.25 |
7.0% |
41.50 |
0.9% |
93% |
True |
False |
1,255,557 |
60 |
4,542.25 |
4,126.75 |
415.50 |
9.2% |
39.50 |
0.9% |
95% |
True |
False |
1,202,840 |
80 |
4,542.25 |
4,020.00 |
522.25 |
11.6% |
42.75 |
0.9% |
96% |
True |
False |
904,408 |
100 |
4,542.25 |
4,020.00 |
522.25 |
11.6% |
42.00 |
0.9% |
96% |
True |
False |
723,930 |
120 |
4,542.25 |
3,833.75 |
708.50 |
15.7% |
42.50 |
0.9% |
97% |
True |
False |
603,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,668.75 |
2.618 |
4,620.25 |
1.618 |
4,590.50 |
1.000 |
4,572.00 |
0.618 |
4,560.75 |
HIGH |
4,542.25 |
0.618 |
4,531.00 |
0.500 |
4,527.50 |
0.382 |
4,523.75 |
LOW |
4,512.50 |
0.618 |
4,494.00 |
1.000 |
4,482.75 |
1.618 |
4,464.25 |
2.618 |
4,434.50 |
4.250 |
4,386.00 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,527.50 |
4,514.50 |
PP |
4,525.00 |
4,508.25 |
S1 |
4,522.75 |
4,502.25 |
|