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 |
4,483.25 |
4,460.50 |
-22.75 |
-0.5% |
4,426.00 |
High |
4,483.75 |
4,500.00 |
16.25 |
0.4% |
4,500.00 |
Low |
4,454.50 |
4,452.50 |
-2.00 |
0.0% |
4,424.50 |
Close |
4,456.75 |
4,495.75 |
39.00 |
0.9% |
4,495.75 |
Range |
29.25 |
47.50 |
18.25 |
62.4% |
75.50 |
ATR |
39.03 |
39.64 |
0.60 |
1.5% |
0.00 |
Volume |
9,691 |
9,835 |
144 |
1.5% |
48,368 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,625.25 |
4,608.00 |
4,522.00 |
|
R3 |
4,577.75 |
4,560.50 |
4,508.75 |
|
R2 |
4,530.25 |
4,530.25 |
4,504.50 |
|
R1 |
4,513.00 |
4,513.00 |
4,500.00 |
4,521.50 |
PP |
4,482.75 |
4,482.75 |
4,482.75 |
4,487.00 |
S1 |
4,465.50 |
4,465.50 |
4,491.50 |
4,474.00 |
S2 |
4,435.25 |
4,435.25 |
4,487.00 |
|
S3 |
4,387.75 |
4,418.00 |
4,482.75 |
|
S4 |
4,340.25 |
4,370.50 |
4,469.50 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.00 |
4,673.25 |
4,537.25 |
|
R3 |
4,624.50 |
4,597.75 |
4,516.50 |
|
R2 |
4,549.00 |
4,549.00 |
4,509.50 |
|
R1 |
4,522.25 |
4,522.25 |
4,502.75 |
4,535.50 |
PP |
4,473.50 |
4,473.50 |
4,473.50 |
4,480.00 |
S1 |
4,446.75 |
4,446.75 |
4,488.75 |
4,460.00 |
S2 |
4,398.00 |
4,398.00 |
4,482.00 |
|
S3 |
4,322.50 |
4,371.25 |
4,475.00 |
|
S4 |
4,247.00 |
4,295.75 |
4,454.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,500.00 |
4,424.50 |
75.50 |
1.7% |
32.75 |
0.7% |
94% |
True |
False |
9,673 |
10 |
4,500.00 |
4,338.50 |
161.50 |
3.6% |
47.00 |
1.0% |
97% |
True |
False |
7,162 |
20 |
4,500.00 |
4,338.50 |
161.50 |
3.6% |
36.50 |
0.8% |
97% |
True |
False |
5,502 |
40 |
4,500.00 |
4,214.25 |
285.75 |
6.4% |
41.25 |
0.9% |
99% |
True |
False |
3,630 |
60 |
4,500.00 |
4,117.00 |
383.00 |
8.5% |
38.75 |
0.9% |
99% |
True |
False |
2,664 |
80 |
4,500.00 |
4,011.25 |
488.75 |
10.9% |
42.50 |
0.9% |
99% |
True |
False |
2,068 |
100 |
4,500.00 |
4,011.25 |
488.75 |
10.9% |
40.75 |
0.9% |
99% |
True |
False |
1,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,702.00 |
2.618 |
4,624.25 |
1.618 |
4,576.75 |
1.000 |
4,547.50 |
0.618 |
4,529.25 |
HIGH |
4,500.00 |
0.618 |
4,481.75 |
0.500 |
4,476.25 |
0.382 |
4,470.75 |
LOW |
4,452.50 |
0.618 |
4,423.25 |
1.000 |
4,405.00 |
1.618 |
4,375.75 |
2.618 |
4,328.25 |
4.250 |
4,250.50 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,489.25 |
4,489.25 |
PP |
4,482.75 |
4,482.75 |
S1 |
4,476.25 |
4,476.25 |
|