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 |
4,163.0 |
4,164.0 |
1.0 |
0.0% |
4,150.0 |
High |
4,173.0 |
4,192.0 |
19.0 |
0.5% |
4,170.0 |
Low |
4,162.5 |
4,144.5 |
-18.0 |
-0.4% |
4,115.0 |
Close |
4,170.5 |
4,153.5 |
-17.0 |
-0.4% |
4,159.0 |
Range |
10.5 |
47.5 |
37.0 |
352.4% |
55.0 |
ATR |
33.2 |
34.2 |
1.0 |
3.1% |
0.0 |
Volume |
60,901 |
69,626 |
8,725 |
14.3% |
200,554 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,305.8 |
4,277.2 |
4,179.6 |
|
R3 |
4,258.3 |
4,229.7 |
4,166.6 |
|
R2 |
4,210.8 |
4,210.8 |
4,162.2 |
|
R1 |
4,182.2 |
4,182.2 |
4,157.9 |
4,172.8 |
PP |
4,163.3 |
4,163.3 |
4,163.3 |
4,158.6 |
S1 |
4,134.7 |
4,134.7 |
4,149.1 |
4,125.3 |
S2 |
4,115.8 |
4,115.8 |
4,144.8 |
|
S3 |
4,068.3 |
4,087.2 |
4,140.4 |
|
S4 |
4,020.8 |
4,039.7 |
4,127.4 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.0 |
4,291.0 |
4,189.3 |
|
R3 |
4,258.0 |
4,236.0 |
4,174.1 |
|
R2 |
4,203.0 |
4,203.0 |
4,169.1 |
|
R1 |
4,181.0 |
4,181.0 |
4,164.0 |
4,192.0 |
PP |
4,148.0 |
4,148.0 |
4,148.0 |
4,153.5 |
S1 |
4,126.0 |
4,126.0 |
4,154.0 |
4,137.0 |
S2 |
4,093.0 |
4,093.0 |
4,148.9 |
|
S3 |
4,038.0 |
4,071.0 |
4,143.9 |
|
S4 |
3,983.0 |
4,016.0 |
4,128.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,192.0 |
4,115.0 |
77.0 |
1.9% |
26.1 |
0.6% |
50% |
True |
False |
61,506 |
10 |
4,192.0 |
4,060.5 |
131.5 |
3.2% |
30.8 |
0.7% |
71% |
True |
False |
39,259 |
20 |
4,210.0 |
4,060.5 |
149.5 |
3.6% |
26.3 |
0.6% |
62% |
False |
False |
29,785 |
40 |
4,210.0 |
3,882.0 |
328.0 |
7.9% |
32.4 |
0.8% |
83% |
False |
False |
17,655 |
60 |
4,210.0 |
3,882.0 |
328.0 |
7.9% |
31.5 |
0.8% |
83% |
False |
False |
12,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,393.9 |
2.618 |
4,316.4 |
1.618 |
4,268.9 |
1.000 |
4,239.5 |
0.618 |
4,221.4 |
HIGH |
4,192.0 |
0.618 |
4,173.9 |
0.500 |
4,168.3 |
0.382 |
4,162.6 |
LOW |
4,144.5 |
0.618 |
4,115.1 |
1.000 |
4,097.0 |
1.618 |
4,067.6 |
2.618 |
4,020.1 |
4.250 |
3,942.6 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,168.3 |
4,162.0 |
PP |
4,163.3 |
4,159.2 |
S1 |
4,158.4 |
4,156.3 |
|