| 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 |
2,238.1 |
2,213.8 |
-24.3 |
-1.1% |
2,164.1 |
| High |
2,242.8 |
2,282.1 |
39.3 |
1.8% |
2,282.1 |
| Low |
2,208.8 |
2,206.4 |
-2.4 |
-0.1% |
2,163.0 |
| Close |
2,213.9 |
2,275.3 |
61.4 |
2.8% |
2,275.3 |
| Range |
34.0 |
75.7 |
41.7 |
122.6% |
119.1 |
| ATR |
40.8 |
43.3 |
2.5 |
6.1% |
0.0 |
| Volume |
180,074 |
205,234 |
25,160 |
14.0% |
839,712 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.7 |
2,454.2 |
2,316.9 |
|
| R3 |
2,406.0 |
2,378.5 |
2,296.1 |
|
| R2 |
2,330.3 |
2,330.3 |
2,289.2 |
|
| R1 |
2,302.8 |
2,302.8 |
2,282.2 |
2,316.6 |
| PP |
2,254.6 |
2,254.6 |
2,254.6 |
2,261.5 |
| S1 |
2,227.1 |
2,227.1 |
2,268.4 |
2,240.9 |
| S2 |
2,178.9 |
2,178.9 |
2,261.4 |
|
| S3 |
2,103.2 |
2,151.4 |
2,254.5 |
|
| S4 |
2,027.5 |
2,075.7 |
2,233.7 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.4 |
2,555.5 |
2,340.8 |
|
| R3 |
2,478.3 |
2,436.4 |
2,308.1 |
|
| R2 |
2,359.2 |
2,359.2 |
2,297.1 |
|
| R1 |
2,317.3 |
2,317.3 |
2,286.2 |
2,338.3 |
| PP |
2,240.1 |
2,240.1 |
2,240.1 |
2,250.6 |
| S1 |
2,198.2 |
2,198.2 |
2,264.4 |
2,219.2 |
| S2 |
2,121.0 |
2,121.0 |
2,253.5 |
|
| S3 |
2,001.9 |
2,079.1 |
2,242.5 |
|
| S4 |
1,882.8 |
1,960.0 |
2,209.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,282.1 |
2,163.0 |
119.1 |
5.2% |
42.3 |
1.9% |
94% |
True |
False |
167,942 |
| 10 |
2,282.1 |
2,108.7 |
173.4 |
7.6% |
45.8 |
2.0% |
96% |
True |
False |
193,731 |
| 20 |
2,282.1 |
2,108.7 |
173.4 |
7.6% |
40.1 |
1.8% |
96% |
True |
False |
167,476 |
| 40 |
2,335.9 |
2,100.1 |
235.8 |
10.4% |
45.9 |
2.0% |
74% |
False |
False |
174,057 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
43.1 |
1.9% |
71% |
False |
False |
159,179 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
43.9 |
1.9% |
71% |
False |
False |
119,463 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.7 |
1.9% |
71% |
False |
False |
95,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,603.8 |
|
2.618 |
2,480.3 |
|
1.618 |
2,404.6 |
|
1.000 |
2,357.8 |
|
0.618 |
2,328.9 |
|
HIGH |
2,282.1 |
|
0.618 |
2,253.2 |
|
0.500 |
2,244.3 |
|
0.382 |
2,235.3 |
|
LOW |
2,206.4 |
|
0.618 |
2,159.6 |
|
1.000 |
2,130.7 |
|
1.618 |
2,083.9 |
|
2.618 |
2,008.2 |
|
4.250 |
1,884.7 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,265.0 |
2,265.0 |
| PP |
2,254.6 |
2,254.6 |
| S1 |
2,244.3 |
2,244.3 |
|