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 |
35,449.68 |
35,231.11 |
-218.57 |
-0.6% |
35,160.97 |
High |
35,498.45 |
35,479.18 |
-19.27 |
-0.1% |
35,501.14 |
Low |
35,205.10 |
35,231.11 |
26.01 |
0.1% |
35,160.97 |
Close |
35,213.12 |
35,455.80 |
242.68 |
0.7% |
35,455.80 |
Range |
293.35 |
248.07 |
-45.28 |
-15.4% |
340.17 |
ATR |
287.25 |
285.73 |
-1.51 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,132.91 |
36,042.42 |
35,592.24 |
|
R3 |
35,884.84 |
35,794.35 |
35,524.02 |
|
R2 |
35,636.77 |
35,636.77 |
35,501.28 |
|
R1 |
35,546.28 |
35,546.28 |
35,478.54 |
35,591.53 |
PP |
35,388.70 |
35,388.70 |
35,388.70 |
35,411.32 |
S1 |
35,298.21 |
35,298.21 |
35,433.06 |
35,343.46 |
S2 |
35,140.63 |
35,140.63 |
35,410.32 |
|
S3 |
34,892.56 |
35,050.14 |
35,387.58 |
|
S4 |
34,644.49 |
34,802.07 |
35,319.36 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,393.15 |
36,264.64 |
35,642.89 |
|
R3 |
36,052.98 |
35,924.47 |
35,549.35 |
|
R2 |
35,712.81 |
35,712.81 |
35,518.16 |
|
R1 |
35,584.30 |
35,584.30 |
35,486.98 |
35,648.56 |
PP |
35,372.64 |
35,372.64 |
35,372.64 |
35,404.76 |
S1 |
35,244.13 |
35,244.13 |
35,424.62 |
35,308.39 |
S2 |
35,032.47 |
35,032.47 |
35,393.44 |
|
S3 |
34,692.30 |
34,903.96 |
35,362.25 |
|
S4 |
34,352.13 |
34,563.79 |
35,268.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,501.14 |
35,160.97 |
340.17 |
1.0% |
222.13 |
0.6% |
87% |
False |
False |
|
10 |
35,631.19 |
34,691.58 |
939.61 |
2.7% |
291.82 |
0.8% |
81% |
False |
False |
|
20 |
35,631.19 |
34,691.58 |
939.61 |
2.7% |
262.80 |
0.7% |
81% |
False |
False |
|
40 |
35,631.19 |
33,741.76 |
1,889.43 |
5.3% |
289.44 |
0.8% |
91% |
False |
False |
|
60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
285.20 |
0.8% |
93% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
296.41 |
0.8% |
93% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
290.45 |
0.8% |
93% |
False |
False |
|
120 |
35,631.19 |
32,000.14 |
3,631.05 |
10.2% |
294.47 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,533.48 |
2.618 |
36,128.63 |
1.618 |
35,880.56 |
1.000 |
35,727.25 |
0.618 |
35,632.49 |
HIGH |
35,479.18 |
0.618 |
35,384.42 |
0.500 |
35,355.15 |
0.382 |
35,325.87 |
LOW |
35,231.11 |
0.618 |
35,077.80 |
1.000 |
34,983.04 |
1.618 |
34,829.73 |
2.618 |
34,581.66 |
4.250 |
34,176.81 |
|
|
Fisher Pivots for day following 27-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
35,422.25 |
35,421.57 |
PP |
35,388.70 |
35,387.35 |
S1 |
35,355.15 |
35,353.12 |
|