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 |
1,822.9 |
1,814.4 |
-8.5 |
-0.5% |
1,783.8 |
High |
1,828.0 |
1,822.5 |
-5.5 |
-0.3% |
1,823.7 |
Low |
1,812.6 |
1,806.6 |
-6.0 |
-0.3% |
1,780.2 |
Close |
1,814.2 |
1,820.1 |
5.9 |
0.3% |
1,821.5 |
Range |
15.4 |
15.9 |
0.5 |
3.2% |
43.5 |
ATR |
22.4 |
21.9 |
-0.5 |
-2.1% |
0.0 |
Volume |
410 |
787 |
377 |
92.0% |
4,137 |
|
Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.1 |
1,858.0 |
1,828.8 |
|
R3 |
1,848.2 |
1,842.1 |
1,824.5 |
|
R2 |
1,832.3 |
1,832.3 |
1,823.0 |
|
R1 |
1,826.2 |
1,826.2 |
1,821.6 |
1,829.3 |
PP |
1,816.4 |
1,816.4 |
1,816.4 |
1,817.9 |
S1 |
1,810.3 |
1,810.3 |
1,818.6 |
1,813.4 |
S2 |
1,800.5 |
1,800.5 |
1,817.2 |
|
S3 |
1,784.6 |
1,794.4 |
1,815.7 |
|
S4 |
1,768.7 |
1,778.5 |
1,811.4 |
|
|
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 |
1,828.0 |
1,783.4 |
44.6 |
2.5% |
20.8 |
1.1% |
82% |
False |
False |
698 |
10 |
1,828.0 |
1,776.6 |
51.4 |
2.8% |
18.8 |
1.0% |
85% |
False |
False |
976 |
20 |
1,837.4 |
1,680.0 |
157.4 |
8.6% |
24.3 |
1.3% |
89% |
False |
False |
1,617 |
40 |
1,840.3 |
1,680.0 |
160.3 |
8.8% |
20.9 |
1.1% |
87% |
False |
False |
2,075 |
60 |
1,910.8 |
1,680.0 |
230.8 |
12.7% |
22.5 |
1.2% |
61% |
False |
False |
1,637 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
21.4 |
1.2% |
58% |
False |
False |
1,401 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
19.8 |
1.1% |
58% |
False |
False |
1,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,890.1 |
2.618 |
1,864.1 |
1.618 |
1,848.2 |
1.000 |
1,838.4 |
0.618 |
1,832.3 |
HIGH |
1,822.5 |
0.618 |
1,816.4 |
0.500 |
1,814.6 |
0.382 |
1,812.7 |
LOW |
1,806.6 |
0.618 |
1,796.8 |
1.000 |
1,790.7 |
1.618 |
1,780.9 |
2.618 |
1,765.0 |
4.250 |
1,739.0 |
|
|
Fisher Pivots for day following 31-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1,818.3 |
1,816.2 |
PP |
1,816.4 |
1,812.3 |
S1 |
1,814.6 |
1,808.4 |
|