| 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 |
1,793.0 |
1,795.2 |
2.2 |
0.1% |
1,781.2 |
| High |
1,800.4 |
1,821.9 |
21.5 |
1.2% |
1,821.9 |
| Low |
1,781.3 |
1,785.2 |
3.9 |
0.2% |
1,778.0 |
| Close |
1,795.2 |
1,819.5 |
24.3 |
1.4% |
1,819.5 |
| Range |
19.1 |
36.7 |
17.6 |
92.1% |
43.9 |
| ATR |
23.1 |
24.0 |
1.0 |
4.2% |
0.0 |
| Volume |
134,534 |
203,642 |
69,108 |
51.4% |
772,742 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.0 |
1,905.9 |
1,839.7 |
|
| R3 |
1,882.3 |
1,869.2 |
1,829.6 |
|
| R2 |
1,845.6 |
1,845.6 |
1,826.2 |
|
| R1 |
1,832.5 |
1,832.5 |
1,822.9 |
1,839.1 |
| PP |
1,808.9 |
1,808.9 |
1,808.9 |
1,812.1 |
| S1 |
1,795.8 |
1,795.8 |
1,816.1 |
1,802.4 |
| S2 |
1,772.2 |
1,772.2 |
1,812.8 |
|
| S3 |
1,735.5 |
1,759.1 |
1,809.4 |
|
| S4 |
1,698.8 |
1,722.4 |
1,799.3 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.2 |
1,922.7 |
1,843.6 |
|
| R3 |
1,894.3 |
1,878.8 |
1,831.6 |
|
| R2 |
1,850.4 |
1,850.4 |
1,827.5 |
|
| R1 |
1,834.9 |
1,834.9 |
1,823.5 |
1,842.7 |
| PP |
1,806.5 |
1,806.5 |
1,806.5 |
1,810.3 |
| S1 |
1,791.0 |
1,791.0 |
1,815.5 |
1,798.8 |
| S2 |
1,762.6 |
1,762.6 |
1,811.5 |
|
| S3 |
1,718.7 |
1,747.1 |
1,807.4 |
|
| S4 |
1,674.8 |
1,703.2 |
1,795.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,821.9 |
1,778.0 |
43.9 |
2.4% |
23.6 |
1.3% |
95% |
True |
False |
154,548 |
| 10 |
1,821.9 |
1,772.0 |
49.9 |
2.7% |
20.1 |
1.1% |
95% |
True |
False |
144,719 |
| 20 |
1,835.9 |
1,675.9 |
160.0 |
8.8% |
25.3 |
1.4% |
90% |
False |
False |
169,377 |
| 40 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.8 |
1.3% |
88% |
False |
False |
118,214 |
| 60 |
1,910.1 |
1,675.9 |
234.2 |
12.9% |
24.1 |
1.3% |
61% |
False |
False |
80,204 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
13.5% |
24.0 |
1.3% |
58% |
False |
False |
61,501 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.5% |
23.6 |
1.3% |
58% |
False |
False |
49,555 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.5% |
23.2 |
1.3% |
58% |
False |
False |
41,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.9 |
|
2.618 |
1,918.0 |
|
1.618 |
1,881.3 |
|
1.000 |
1,858.6 |
|
0.618 |
1,844.6 |
|
HIGH |
1,821.9 |
|
0.618 |
1,807.9 |
|
0.500 |
1,803.6 |
|
0.382 |
1,799.2 |
|
LOW |
1,785.2 |
|
0.618 |
1,762.5 |
|
1.000 |
1,748.5 |
|
1.618 |
1,725.8 |
|
2.618 |
1,689.1 |
|
4.250 |
1,629.2 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,814.2 |
1,813.5 |
| PP |
1,808.9 |
1,807.6 |
| S1 |
1,803.6 |
1,801.6 |
|