| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,230.0 |
2,238.1 |
8.1 |
0.4% |
2,217.0 |
| High |
2,251.0 |
2,242.8 |
-8.2 |
-0.4% |
2,221.1 |
| Low |
2,219.5 |
2,208.8 |
-10.7 |
-0.5% |
2,108.7 |
| Close |
2,237.3 |
2,213.9 |
-23.4 |
-1.0% |
2,165.3 |
| Range |
31.5 |
34.0 |
2.5 |
7.9% |
112.4 |
| ATR |
41.3 |
40.8 |
-0.5 |
-1.3% |
0.0 |
| Volume |
154,027 |
180,074 |
26,047 |
16.9% |
1,097,598 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.8 |
2,302.9 |
2,232.6 |
|
| R3 |
2,289.8 |
2,268.9 |
2,223.3 |
|
| R2 |
2,255.8 |
2,255.8 |
2,220.1 |
|
| R1 |
2,234.9 |
2,234.9 |
2,217.0 |
2,228.4 |
| PP |
2,221.8 |
2,221.8 |
2,221.8 |
2,218.6 |
| S1 |
2,200.9 |
2,200.9 |
2,210.8 |
2,194.4 |
| S2 |
2,187.8 |
2,187.8 |
2,207.7 |
|
| S3 |
2,153.8 |
2,166.9 |
2,204.6 |
|
| S4 |
2,119.8 |
2,132.9 |
2,195.2 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.2 |
2,446.2 |
2,227.1 |
|
| R3 |
2,389.8 |
2,333.8 |
2,196.2 |
|
| R2 |
2,277.4 |
2,277.4 |
2,185.9 |
|
| R1 |
2,221.4 |
2,221.4 |
2,175.6 |
2,193.2 |
| PP |
2,165.0 |
2,165.0 |
2,165.0 |
2,151.0 |
| S1 |
2,109.0 |
2,109.0 |
2,155.0 |
2,080.8 |
| S2 |
2,052.6 |
2,052.6 |
2,144.7 |
|
| S3 |
1,940.2 |
1,996.6 |
2,134.4 |
|
| S4 |
1,827.8 |
1,884.2 |
2,103.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,251.0 |
2,109.8 |
141.2 |
6.4% |
39.4 |
1.8% |
74% |
False |
False |
167,971 |
| 10 |
2,251.0 |
2,108.7 |
142.3 |
6.4% |
40.8 |
1.8% |
74% |
False |
False |
184,825 |
| 20 |
2,263.8 |
2,108.7 |
155.1 |
7.0% |
38.2 |
1.7% |
68% |
False |
False |
165,947 |
| 40 |
2,335.9 |
2,100.1 |
235.8 |
10.7% |
44.6 |
2.0% |
48% |
False |
False |
172,336 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.7 |
1.9% |
46% |
False |
False |
155,766 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
43.4 |
2.0% |
46% |
False |
False |
116,900 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.1% |
42.5 |
1.9% |
46% |
False |
False |
93,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,387.3 |
|
2.618 |
2,331.8 |
|
1.618 |
2,297.8 |
|
1.000 |
2,276.8 |
|
0.618 |
2,263.8 |
|
HIGH |
2,242.8 |
|
0.618 |
2,229.8 |
|
0.500 |
2,225.8 |
|
0.382 |
2,221.8 |
|
LOW |
2,208.8 |
|
0.618 |
2,187.8 |
|
1.000 |
2,174.8 |
|
1.618 |
2,153.8 |
|
2.618 |
2,119.8 |
|
4.250 |
2,064.3 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,225.8 |
2,229.3 |
| PP |
2,221.8 |
2,224.2 |
| S1 |
2,217.9 |
2,219.0 |
|