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 |
1,821.6 |
1,812.2 |
-9.4 |
-0.5% |
1,781.2 |
High |
1,826.5 |
1,821.9 |
-4.6 |
-0.3% |
1,821.9 |
Low |
1,810.0 |
1,803.4 |
-6.6 |
-0.4% |
1,778.0 |
Close |
1,812.2 |
1,818.1 |
5.9 |
0.3% |
1,819.5 |
Range |
16.5 |
18.5 |
2.0 |
12.1% |
43.9 |
ATR |
23.5 |
23.2 |
-0.4 |
-1.5% |
0.0 |
Volume |
104,875 |
170,387 |
65,512 |
62.5% |
772,742 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.0 |
1,862.5 |
1,828.3 |
|
R3 |
1,851.5 |
1,844.0 |
1,823.2 |
|
R2 |
1,833.0 |
1,833.0 |
1,821.5 |
|
R1 |
1,825.5 |
1,825.5 |
1,819.8 |
1,829.3 |
PP |
1,814.5 |
1,814.5 |
1,814.5 |
1,816.3 |
S1 |
1,807.0 |
1,807.0 |
1,816.4 |
1,810.8 |
S2 |
1,796.0 |
1,796.0 |
1,814.7 |
|
S3 |
1,777.5 |
1,788.5 |
1,813.0 |
|
S4 |
1,759.0 |
1,770.0 |
1,807.9 |
|
|
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% |
22.4 |
1.2% |
81% |
False |
False |
155,380 |
10 |
1,826.5 |
1,774.6 |
51.9 |
2.9% |
20.1 |
1.1% |
84% |
False |
False |
143,994 |
20 |
1,835.9 |
1,675.9 |
160.0 |
8.8% |
25.9 |
1.4% |
89% |
False |
False |
169,979 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.4 |
1.2% |
87% |
False |
False |
124,674 |
60 |
1,910.1 |
1,675.9 |
234.2 |
12.9% |
23.6 |
1.3% |
61% |
False |
False |
84,613 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.7 |
1.3% |
58% |
False |
False |
64,764 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.5 |
1.3% |
58% |
False |
False |
52,259 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.2 |
1.3% |
58% |
False |
False |
43,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,900.5 |
2.618 |
1,870.3 |
1.618 |
1,851.8 |
1.000 |
1,840.4 |
0.618 |
1,833.3 |
HIGH |
1,821.9 |
0.618 |
1,814.8 |
0.500 |
1,812.7 |
0.382 |
1,810.5 |
LOW |
1,803.4 |
0.618 |
1,792.0 |
1.000 |
1,784.9 |
1.618 |
1,773.5 |
2.618 |
1,755.0 |
4.250 |
1,724.8 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,816.3 |
1,814.0 |
PP |
1,814.5 |
1,809.9 |
S1 |
1,812.7 |
1,805.9 |
|