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 |
4,498.50 |
4,518.75 |
20.25 |
0.5% |
4,426.00 |
High |
4,524.50 |
4,532.25 |
7.75 |
0.2% |
4,500.00 |
Low |
4,491.50 |
4,501.75 |
10.25 |
0.2% |
4,424.50 |
Close |
4,515.50 |
4,510.75 |
-4.75 |
-0.1% |
4,495.75 |
Range |
33.00 |
30.50 |
-2.50 |
-7.6% |
75.50 |
ATR |
39.16 |
38.54 |
-0.62 |
-1.6% |
0.00 |
Volume |
6,923 |
14,553 |
7,630 |
110.2% |
48,368 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,606.50 |
4,589.00 |
4,527.50 |
|
R3 |
4,576.00 |
4,558.50 |
4,519.25 |
|
R2 |
4,545.50 |
4,545.50 |
4,516.25 |
|
R1 |
4,528.00 |
4,528.00 |
4,513.50 |
4,521.50 |
PP |
4,515.00 |
4,515.00 |
4,515.00 |
4,511.50 |
S1 |
4,497.50 |
4,497.50 |
4,508.00 |
4,491.00 |
S2 |
4,484.50 |
4,484.50 |
4,505.25 |
|
S3 |
4,454.00 |
4,467.00 |
4,502.25 |
|
S4 |
4,423.50 |
4,436.50 |
4,494.00 |
|
|
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 |
4,532.25 |
4,452.50 |
79.75 |
1.8% |
32.25 |
0.7% |
73% |
True |
False |
9,607 |
10 |
4,532.25 |
4,338.50 |
193.75 |
4.3% |
43.00 |
1.0% |
89% |
True |
False |
8,822 |
20 |
4,532.25 |
4,338.50 |
193.75 |
4.3% |
35.00 |
0.8% |
89% |
True |
False |
6,419 |
40 |
4,532.25 |
4,214.25 |
318.00 |
7.0% |
40.75 |
0.9% |
93% |
True |
False |
4,050 |
60 |
4,532.25 |
4,117.00 |
415.25 |
9.2% |
38.75 |
0.9% |
95% |
True |
False |
3,019 |
80 |
4,532.25 |
4,011.25 |
521.00 |
11.6% |
42.00 |
0.9% |
96% |
True |
False |
2,326 |
100 |
4,532.25 |
4,011.25 |
521.00 |
11.6% |
41.00 |
0.9% |
96% |
True |
False |
2,013 |
120 |
4,532.25 |
3,824.00 |
708.25 |
15.7% |
40.50 |
0.9% |
97% |
True |
False |
1,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,662.00 |
2.618 |
4,612.00 |
1.618 |
4,581.50 |
1.000 |
4,562.75 |
0.618 |
4,551.00 |
HIGH |
4,532.25 |
0.618 |
4,520.50 |
0.500 |
4,517.00 |
0.382 |
4,513.50 |
LOW |
4,501.75 |
0.618 |
4,483.00 |
1.000 |
4,471.25 |
1.618 |
4,452.50 |
2.618 |
4,422.00 |
4.250 |
4,372.00 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
4,517.00 |
4,504.50 |
PP |
4,515.00 |
4,498.50 |
S1 |
4,512.75 |
4,492.50 |
|