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 |
1,795.2 |
1,796.7 |
1.5 |
0.1% |
1,783.8 |
High |
1,802.1 |
1,823.7 |
21.6 |
1.2% |
1,823.7 |
Low |
1,783.4 |
1,788.7 |
5.3 |
0.3% |
1,780.2 |
Close |
1,797.2 |
1,821.5 |
24.3 |
1.4% |
1,821.5 |
Range |
18.7 |
35.0 |
16.3 |
87.2% |
43.5 |
ATR |
22.0 |
22.9 |
0.9 |
4.2% |
0.0 |
Volume |
971 |
879 |
-92 |
-9.5% |
4,137 |
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.3 |
1,903.9 |
1,840.8 |
|
R3 |
1,881.3 |
1,868.9 |
1,831.1 |
|
R2 |
1,846.3 |
1,846.3 |
1,827.9 |
|
R1 |
1,833.9 |
1,833.9 |
1,824.7 |
1,840.1 |
PP |
1,811.3 |
1,811.3 |
1,811.3 |
1,814.4 |
S1 |
1,798.9 |
1,798.9 |
1,818.3 |
1,805.1 |
S2 |
1,776.3 |
1,776.3 |
1,815.1 |
|
S3 |
1,741.3 |
1,763.9 |
1,811.9 |
|
S4 |
1,706.3 |
1,728.9 |
1,802.3 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.0 |
1,923.7 |
1,845.4 |
|
R3 |
1,895.5 |
1,880.2 |
1,833.5 |
|
R2 |
1,852.0 |
1,852.0 |
1,829.5 |
|
R1 |
1,836.7 |
1,836.7 |
1,825.5 |
1,844.4 |
PP |
1,808.5 |
1,808.5 |
1,808.5 |
1,812.3 |
S1 |
1,793.2 |
1,793.2 |
1,817.5 |
1,800.9 |
S2 |
1,765.0 |
1,765.0 |
1,813.5 |
|
S3 |
1,721.5 |
1,749.7 |
1,809.5 |
|
S4 |
1,678.0 |
1,706.2 |
1,797.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,823.7 |
1,780.2 |
43.5 |
2.4% |
22.4 |
1.2% |
95% |
True |
False |
827 |
10 |
1,823.7 |
1,775.2 |
48.5 |
2.7% |
18.9 |
1.0% |
95% |
True |
False |
1,097 |
20 |
1,837.4 |
1,680.0 |
157.4 |
8.6% |
23.8 |
1.3% |
90% |
False |
False |
1,694 |
40 |
1,840.3 |
1,680.0 |
160.3 |
8.8% |
21.3 |
1.2% |
88% |
False |
False |
2,082 |
60 |
1,910.8 |
1,680.0 |
230.8 |
12.7% |
23.0 |
1.3% |
61% |
False |
False |
1,637 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.3% |
21.5 |
1.2% |
58% |
False |
False |
1,405 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.3% |
19.7 |
1.1% |
58% |
False |
False |
1,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.5 |
2.618 |
1,915.3 |
1.618 |
1,880.3 |
1.000 |
1,858.7 |
0.618 |
1,845.3 |
HIGH |
1,823.7 |
0.618 |
1,810.3 |
0.500 |
1,806.2 |
0.382 |
1,802.1 |
LOW |
1,788.7 |
0.618 |
1,767.1 |
1.000 |
1,753.7 |
1.618 |
1,732.1 |
2.618 |
1,697.1 |
4.250 |
1,640.0 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,816.4 |
1,815.5 |
PP |
1,811.3 |
1,809.5 |
S1 |
1,806.2 |
1,803.6 |
|