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 |
15,855.0 |
15,868.0 |
13.0 |
0.1% |
15,830.0 |
High |
15,894.0 |
16,005.0 |
111.0 |
0.7% |
15,935.0 |
Low |
15,812.0 |
15,755.0 |
-57.0 |
-0.4% |
15,690.0 |
Close |
15,886.0 |
15,800.0 |
-86.0 |
-0.5% |
15,835.0 |
Range |
82.0 |
250.0 |
168.0 |
204.9% |
245.0 |
ATR |
149.0 |
156.2 |
7.2 |
4.8% |
0.0 |
Volume |
36,807 |
89,970 |
53,163 |
144.4% |
262,143 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,603.3 |
16,451.7 |
15,937.5 |
|
R3 |
16,353.3 |
16,201.7 |
15,868.8 |
|
R2 |
16,103.3 |
16,103.3 |
15,845.8 |
|
R1 |
15,951.7 |
15,951.7 |
15,822.9 |
15,902.5 |
PP |
15,853.3 |
15,853.3 |
15,853.3 |
15,828.8 |
S1 |
15,701.7 |
15,701.7 |
15,777.1 |
15,652.5 |
S2 |
15,603.3 |
15,603.3 |
15,754.2 |
|
S3 |
15,353.3 |
15,451.7 |
15,731.3 |
|
S4 |
15,103.3 |
15,201.7 |
15,662.5 |
|
|
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 |
16,005.0 |
15,690.0 |
315.0 |
2.0% |
144.6 |
0.9% |
35% |
True |
False |
56,297 |
10 |
16,005.0 |
15,615.0 |
390.0 |
2.5% |
150.6 |
1.0% |
47% |
True |
False |
61,809 |
20 |
16,024.0 |
15,542.0 |
482.0 |
3.1% |
135.9 |
0.9% |
54% |
False |
False |
59,087 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
169.1 |
1.1% |
77% |
False |
False |
66,991 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
170.2 |
1.1% |
77% |
False |
False |
59,463 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
169.1 |
1.1% |
82% |
False |
False |
44,647 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
162.2 |
1.0% |
82% |
False |
False |
35,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,067.5 |
2.618 |
16,659.5 |
1.618 |
16,409.5 |
1.000 |
16,255.0 |
0.618 |
16,159.5 |
HIGH |
16,005.0 |
0.618 |
15,909.5 |
0.500 |
15,880.0 |
0.382 |
15,850.5 |
LOW |
15,755.0 |
0.618 |
15,600.5 |
1.000 |
15,505.0 |
1.618 |
15,350.5 |
2.618 |
15,100.5 |
4.250 |
14,692.5 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
15,880.0 |
15,863.5 |
PP |
15,853.3 |
15,842.3 |
S1 |
15,826.7 |
15,821.2 |
|