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 |
15,739.0 |
15,855.0 |
116.0 |
0.7% |
15,830.0 |
High |
15,870.0 |
15,894.0 |
24.0 |
0.2% |
15,935.0 |
Low |
15,722.0 |
15,812.0 |
90.0 |
0.6% |
15,690.0 |
Close |
15,835.0 |
15,886.0 |
51.0 |
0.3% |
15,835.0 |
Range |
148.0 |
82.0 |
-66.0 |
-44.6% |
245.0 |
ATR |
154.1 |
149.0 |
-5.2 |
-3.3% |
0.0 |
Volume |
47,631 |
36,807 |
-10,824 |
-22.7% |
262,143 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,110.0 |
16,080.0 |
15,931.1 |
|
R3 |
16,028.0 |
15,998.0 |
15,908.6 |
|
R2 |
15,946.0 |
15,946.0 |
15,901.0 |
|
R1 |
15,916.0 |
15,916.0 |
15,893.5 |
15,931.0 |
PP |
15,864.0 |
15,864.0 |
15,864.0 |
15,871.5 |
S1 |
15,834.0 |
15,834.0 |
15,878.5 |
15,849.0 |
S2 |
15,782.0 |
15,782.0 |
15,871.0 |
|
S3 |
15,700.0 |
15,752.0 |
15,863.5 |
|
S4 |
15,618.0 |
15,670.0 |
15,840.9 |
|
|
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 |
15,929.0 |
15,690.0 |
239.0 |
1.5% |
109.6 |
0.7% |
82% |
False |
False |
47,726 |
10 |
15,970.0 |
15,615.0 |
355.0 |
2.2% |
139.2 |
0.9% |
76% |
False |
False |
59,183 |
20 |
16,024.0 |
15,481.0 |
543.0 |
3.4% |
129.2 |
0.8% |
75% |
False |
False |
57,658 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
168.6 |
1.1% |
86% |
False |
False |
66,571 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.2% |
167.8 |
1.1% |
86% |
False |
False |
57,969 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
167.5 |
1.1% |
89% |
False |
False |
43,523 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.7% |
160.3 |
1.0% |
89% |
False |
False |
34,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,242.5 |
2.618 |
16,108.7 |
1.618 |
16,026.7 |
1.000 |
15,976.0 |
0.618 |
15,944.7 |
HIGH |
15,894.0 |
0.618 |
15,862.7 |
0.500 |
15,853.0 |
0.382 |
15,843.3 |
LOW |
15,812.0 |
0.618 |
15,761.3 |
1.000 |
15,730.0 |
1.618 |
15,679.3 |
2.618 |
15,597.3 |
4.250 |
15,463.5 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,875.0 |
15,854.7 |
PP |
15,864.0 |
15,823.3 |
S1 |
15,853.0 |
15,792.0 |
|