| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
2,213.8 |
2,280.0 |
66.2 |
3.0% |
2,164.1 |
| High |
2,282.1 |
2,287.5 |
5.4 |
0.2% |
2,282.1 |
| Low |
2,206.4 |
2,261.5 |
55.1 |
2.5% |
2,163.0 |
| Close |
2,275.3 |
2,266.6 |
-8.7 |
-0.4% |
2,275.3 |
| Range |
75.7 |
26.0 |
-49.7 |
-65.7% |
119.1 |
| ATR |
43.3 |
42.0 |
-1.2 |
-2.8% |
0.0 |
| Volume |
205,234 |
153,822 |
-51,412 |
-25.1% |
839,712 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.9 |
2,334.2 |
2,280.9 |
|
| R3 |
2,323.9 |
2,308.2 |
2,273.8 |
|
| R2 |
2,297.9 |
2,297.9 |
2,271.4 |
|
| R1 |
2,282.2 |
2,282.2 |
2,269.0 |
2,277.1 |
| PP |
2,271.9 |
2,271.9 |
2,271.9 |
2,269.3 |
| S1 |
2,256.2 |
2,256.2 |
2,264.2 |
2,251.1 |
| S2 |
2,245.9 |
2,245.9 |
2,261.8 |
|
| S3 |
2,219.9 |
2,230.2 |
2,259.5 |
|
| S4 |
2,193.9 |
2,204.2 |
2,252.3 |
|
|
| 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 |
2,287.5 |
2,206.4 |
81.1 |
3.6% |
38.1 |
1.7% |
74% |
True |
False |
167,152 |
| 10 |
2,287.5 |
2,108.7 |
178.8 |
7.9% |
45.0 |
2.0% |
88% |
True |
False |
192,717 |
| 20 |
2,287.5 |
2,108.7 |
178.8 |
7.9% |
38.9 |
1.7% |
88% |
True |
False |
166,387 |
| 40 |
2,311.8 |
2,100.1 |
211.7 |
9.3% |
45.6 |
2.0% |
79% |
False |
False |
174,606 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
10.9% |
43.1 |
1.9% |
67% |
False |
False |
161,735 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
10.9% |
43.6 |
1.9% |
67% |
False |
False |
121,385 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
10.9% |
42.6 |
1.9% |
67% |
False |
False |
97,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,398.0 |
|
2.618 |
2,355.6 |
|
1.618 |
2,329.6 |
|
1.000 |
2,313.5 |
|
0.618 |
2,303.6 |
|
HIGH |
2,287.5 |
|
0.618 |
2,277.6 |
|
0.500 |
2,274.5 |
|
0.382 |
2,271.4 |
|
LOW |
2,261.5 |
|
0.618 |
2,245.4 |
|
1.000 |
2,235.5 |
|
1.618 |
2,219.4 |
|
2.618 |
2,193.4 |
|
4.250 |
2,151.0 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.5 |
2,260.1 |
| PP |
2,271.9 |
2,253.5 |
| S1 |
2,269.2 |
2,247.0 |
|