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 |
4,460.50 |
4,498.50 |
38.00 |
0.9% |
4,426.00 |
High |
4,500.00 |
4,524.50 |
24.50 |
0.5% |
4,500.00 |
Low |
4,452.50 |
4,491.50 |
39.00 |
0.9% |
4,424.50 |
Close |
4,495.75 |
4,515.50 |
19.75 |
0.4% |
4,495.75 |
Range |
47.50 |
33.00 |
-14.50 |
-30.5% |
75.50 |
ATR |
39.64 |
39.16 |
-0.47 |
-1.2% |
0.00 |
Volume |
9,835 |
6,923 |
-2,912 |
-29.6% |
48,368 |
|
Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.50 |
4,595.50 |
4,533.75 |
|
R3 |
4,576.50 |
4,562.50 |
4,524.50 |
|
R2 |
4,543.50 |
4,543.50 |
4,521.50 |
|
R1 |
4,529.50 |
4,529.50 |
4,518.50 |
4,536.50 |
PP |
4,510.50 |
4,510.50 |
4,510.50 |
4,514.00 |
S1 |
4,496.50 |
4,496.50 |
4,512.50 |
4,503.50 |
S2 |
4,477.50 |
4,477.50 |
4,509.50 |
|
S3 |
4,444.50 |
4,463.50 |
4,506.50 |
|
S4 |
4,411.50 |
4,430.50 |
4,497.25 |
|
|
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 |
4,524.50 |
4,452.50 |
72.00 |
1.6% |
29.00 |
0.6% |
88% |
True |
False |
9,318 |
10 |
4,524.50 |
4,338.50 |
186.00 |
4.1% |
46.00 |
1.0% |
95% |
True |
False |
7,628 |
20 |
4,524.50 |
4,338.50 |
186.00 |
4.1% |
36.00 |
0.8% |
95% |
True |
False |
5,755 |
40 |
4,524.50 |
4,214.25 |
310.25 |
6.9% |
41.00 |
0.9% |
97% |
True |
False |
3,749 |
60 |
4,524.50 |
4,117.00 |
407.50 |
9.0% |
38.50 |
0.9% |
98% |
True |
False |
2,778 |
80 |
4,524.50 |
4,011.25 |
513.25 |
11.4% |
42.25 |
0.9% |
98% |
True |
False |
2,154 |
100 |
4,524.50 |
4,011.25 |
513.25 |
11.4% |
41.00 |
0.9% |
98% |
True |
False |
1,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,664.75 |
2.618 |
4,611.00 |
1.618 |
4,578.00 |
1.000 |
4,557.50 |
0.618 |
4,545.00 |
HIGH |
4,524.50 |
0.618 |
4,512.00 |
0.500 |
4,508.00 |
0.382 |
4,504.00 |
LOW |
4,491.50 |
0.618 |
4,471.00 |
1.000 |
4,458.50 |
1.618 |
4,438.00 |
2.618 |
4,405.00 |
4.250 |
4,351.25 |
|
|
Fisher Pivots for day following 30-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,513.00 |
4,506.50 |
PP |
4,510.50 |
4,497.50 |
S1 |
4,508.00 |
4,488.50 |
|