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 |
1,795.2 |
1,821.6 |
26.4 |
1.5% |
1,781.2 |
High |
1,821.9 |
1,826.5 |
4.6 |
0.3% |
1,821.9 |
Low |
1,785.2 |
1,810.0 |
24.8 |
1.4% |
1,778.0 |
Close |
1,819.5 |
1,812.2 |
-7.3 |
-0.4% |
1,819.5 |
Range |
36.7 |
16.5 |
-20.2 |
-55.0% |
43.9 |
ATR |
24.0 |
23.5 |
-0.5 |
-2.2% |
0.0 |
Volume |
203,642 |
104,875 |
-98,767 |
-48.5% |
772,742 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.7 |
1,855.5 |
1,821.3 |
|
R3 |
1,849.2 |
1,839.0 |
1,816.7 |
|
R2 |
1,832.7 |
1,832.7 |
1,815.2 |
|
R1 |
1,822.5 |
1,822.5 |
1,813.7 |
1,819.4 |
PP |
1,816.2 |
1,816.2 |
1,816.2 |
1,814.7 |
S1 |
1,806.0 |
1,806.0 |
1,810.7 |
1,802.9 |
S2 |
1,799.7 |
1,799.7 |
1,809.2 |
|
S3 |
1,783.2 |
1,789.5 |
1,807.7 |
|
S4 |
1,766.7 |
1,773.0 |
1,803.1 |
|
|
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 |
1,826.5 |
1,781.3 |
45.2 |
2.5% |
20.6 |
1.1% |
68% |
True |
False |
144,259 |
10 |
1,826.5 |
1,774.6 |
51.9 |
2.9% |
19.8 |
1.1% |
72% |
True |
False |
141,436 |
20 |
1,835.9 |
1,675.9 |
160.0 |
8.8% |
25.4 |
1.4% |
85% |
False |
False |
166,633 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.7 |
1.3% |
84% |
False |
False |
120,660 |
60 |
1,910.1 |
1,675.9 |
234.2 |
12.9% |
23.7 |
1.3% |
58% |
False |
False |
81,844 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.8 |
1.3% |
55% |
False |
False |
62,701 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.5 |
1.3% |
55% |
False |
False |
50,574 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.2 |
1.3% |
55% |
False |
False |
42,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.6 |
2.618 |
1,869.7 |
1.618 |
1,853.2 |
1.000 |
1,843.0 |
0.618 |
1,836.7 |
HIGH |
1,826.5 |
0.618 |
1,820.2 |
0.500 |
1,818.3 |
0.382 |
1,816.3 |
LOW |
1,810.0 |
0.618 |
1,799.8 |
1.000 |
1,793.5 |
1.618 |
1,783.3 |
2.618 |
1,766.8 |
4.250 |
1,739.9 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,818.3 |
1,809.4 |
PP |
1,816.2 |
1,806.7 |
S1 |
1,814.2 |
1,803.9 |
|