Trading Metrics calculated at close of trading on 26-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
4,473.75 |
4,483.25 |
9.50 |
0.2% |
4,446.00 |
High |
4,488.00 |
4,483.75 |
-4.25 |
-0.1% |
4,466.00 |
Low |
4,467.00 |
4,454.50 |
-12.50 |
-0.3% |
4,338.50 |
Close |
4,483.00 |
4,456.75 |
-26.25 |
-0.6% |
4,427.00 |
Range |
21.00 |
29.25 |
8.25 |
39.3% |
127.50 |
ATR |
39.79 |
39.03 |
-0.75 |
-1.9% |
0.00 |
Volume |
7,034 |
9,691 |
2,657 |
37.8% |
23,260 |
|
Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,552.75 |
4,534.00 |
4,472.75 |
|
R3 |
4,523.50 |
4,504.75 |
4,464.75 |
|
R2 |
4,494.25 |
4,494.25 |
4,462.00 |
|
R1 |
4,475.50 |
4,475.50 |
4,459.50 |
4,470.25 |
PP |
4,465.00 |
4,465.00 |
4,465.00 |
4,462.50 |
S1 |
4,446.25 |
4,446.25 |
4,454.00 |
4,441.00 |
S2 |
4,435.75 |
4,435.75 |
4,451.50 |
|
S3 |
4,406.50 |
4,417.00 |
4,448.75 |
|
S4 |
4,377.25 |
4,387.75 |
4,440.75 |
|
|
Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,793.00 |
4,737.50 |
4,497.00 |
|
R3 |
4,665.50 |
4,610.00 |
4,462.00 |
|
R2 |
4,538.00 |
4,538.00 |
4,450.50 |
|
R1 |
4,482.50 |
4,482.50 |
4,438.75 |
4,446.50 |
PP |
4,410.50 |
4,410.50 |
4,410.50 |
4,392.50 |
S1 |
4,355.00 |
4,355.00 |
4,415.25 |
4,319.00 |
S2 |
4,283.00 |
4,283.00 |
4,403.50 |
|
S3 |
4,155.50 |
4,227.50 |
4,392.00 |
|
S4 |
4,028.00 |
4,100.00 |
4,357.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,488.00 |
4,362.50 |
125.50 |
2.8% |
37.00 |
0.8% |
75% |
False |
False |
8,607 |
10 |
4,488.00 |
4,338.50 |
149.50 |
3.4% |
43.25 |
1.0% |
79% |
False |
False |
6,390 |
20 |
4,488.00 |
4,338.50 |
149.50 |
3.4% |
35.75 |
0.8% |
79% |
False |
False |
5,144 |
40 |
4,488.00 |
4,214.25 |
273.75 |
6.1% |
40.75 |
0.9% |
89% |
False |
False |
3,418 |
60 |
4,488.00 |
4,117.00 |
371.00 |
8.3% |
38.75 |
0.9% |
92% |
False |
False |
2,503 |
80 |
4,488.00 |
4,011.25 |
476.75 |
10.7% |
42.25 |
0.9% |
93% |
False |
False |
1,945 |
100 |
4,488.00 |
4,011.25 |
476.75 |
10.7% |
40.50 |
0.9% |
93% |
False |
False |
1,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,608.00 |
2.618 |
4,560.25 |
1.618 |
4,531.00 |
1.000 |
4,513.00 |
0.618 |
4,501.75 |
HIGH |
4,483.75 |
0.618 |
4,472.50 |
0.500 |
4,469.00 |
0.382 |
4,465.75 |
LOW |
4,454.50 |
0.618 |
4,436.50 |
1.000 |
4,425.25 |
1.618 |
4,407.25 |
2.618 |
4,378.00 |
4.250 |
4,330.25 |
|
|
Fisher Pivots for day following 26-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,469.00 |
4,471.25 |
PP |
4,465.00 |
4,466.50 |
S1 |
4,461.00 |
4,461.50 |
|