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 |
15,837.0 |
15,739.0 |
-98.0 |
-0.6% |
15,830.0 |
High |
15,837.0 |
15,870.0 |
33.0 |
0.2% |
15,935.0 |
Low |
15,690.0 |
15,722.0 |
32.0 |
0.2% |
15,690.0 |
Close |
15,797.0 |
15,835.0 |
38.0 |
0.2% |
15,835.0 |
Range |
147.0 |
148.0 |
1.0 |
0.7% |
245.0 |
ATR |
154.6 |
154.1 |
-0.5 |
-0.3% |
0.0 |
Volume |
63,487 |
47,631 |
-15,856 |
-25.0% |
262,143 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,253.0 |
16,192.0 |
15,916.4 |
|
R3 |
16,105.0 |
16,044.0 |
15,875.7 |
|
R2 |
15,957.0 |
15,957.0 |
15,862.1 |
|
R1 |
15,896.0 |
15,896.0 |
15,848.6 |
15,926.5 |
PP |
15,809.0 |
15,809.0 |
15,809.0 |
15,824.3 |
S1 |
15,748.0 |
15,748.0 |
15,821.4 |
15,778.5 |
S2 |
15,661.0 |
15,661.0 |
15,807.9 |
|
S3 |
15,513.0 |
15,600.0 |
15,794.3 |
|
S4 |
15,365.0 |
15,452.0 |
15,753.6 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,555.0 |
16,440.0 |
15,969.8 |
|
R3 |
16,310.0 |
16,195.0 |
15,902.4 |
|
R2 |
16,065.0 |
16,065.0 |
15,879.9 |
|
R1 |
15,950.0 |
15,950.0 |
15,857.5 |
16,007.5 |
PP |
15,820.0 |
15,820.0 |
15,820.0 |
15,848.8 |
S1 |
15,705.0 |
15,705.0 |
15,812.5 |
15,762.5 |
S2 |
15,575.0 |
15,575.0 |
15,790.1 |
|
S3 |
15,330.0 |
15,460.0 |
15,767.6 |
|
S4 |
15,085.0 |
15,215.0 |
15,700.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,935.0 |
15,690.0 |
245.0 |
1.5% |
122.2 |
0.8% |
59% |
False |
False |
52,428 |
10 |
15,970.0 |
15,615.0 |
355.0 |
2.2% |
142.6 |
0.9% |
62% |
False |
False |
61,492 |
20 |
16,024.0 |
15,481.0 |
543.0 |
3.4% |
134.9 |
0.9% |
65% |
False |
False |
59,497 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
169.3 |
1.1% |
81% |
False |
False |
67,014 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
167.9 |
1.1% |
81% |
False |
False |
57,360 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
168.6 |
1.1% |
85% |
False |
False |
43,064 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
160.3 |
1.0% |
85% |
False |
False |
34,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,499.0 |
2.618 |
16,257.5 |
1.618 |
16,109.5 |
1.000 |
16,018.0 |
0.618 |
15,961.5 |
HIGH |
15,870.0 |
0.618 |
15,813.5 |
0.500 |
15,796.0 |
0.382 |
15,778.5 |
LOW |
15,722.0 |
0.618 |
15,630.5 |
1.000 |
15,574.0 |
1.618 |
15,482.5 |
2.618 |
15,334.5 |
4.250 |
15,093.0 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,822.0 |
15,826.5 |
PP |
15,809.0 |
15,818.0 |
S1 |
15,796.0 |
15,809.5 |
|