| 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 |
15,419.00 |
15,591.50 |
172.50 |
1.1% |
15,076.50 |
| High |
15,606.00 |
15,664.25 |
58.25 |
0.4% |
15,433.25 |
| Low |
15,409.25 |
15,509.25 |
100.00 |
0.6% |
15,076.50 |
| Close |
15,586.75 |
15,571.25 |
-15.50 |
-0.1% |
15,415.50 |
| Range |
196.75 |
155.00 |
-41.75 |
-21.2% |
356.75 |
| ATR |
171.74 |
170.55 |
-1.20 |
-0.7% |
0.00 |
| Volume |
1,503 |
1,968 |
465 |
30.9% |
4,391 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,046.50 |
15,964.00 |
15,656.50 |
|
| R3 |
15,891.50 |
15,809.00 |
15,614.00 |
|
| R2 |
15,736.50 |
15,736.50 |
15,599.75 |
|
| R1 |
15,654.00 |
15,654.00 |
15,585.50 |
15,617.75 |
| PP |
15,581.50 |
15,581.50 |
15,581.50 |
15,563.50 |
| S1 |
15,499.00 |
15,499.00 |
15,557.00 |
15,462.75 |
| S2 |
15,426.50 |
15,426.50 |
15,542.75 |
|
| S3 |
15,271.50 |
15,344.00 |
15,528.50 |
|
| S4 |
15,116.50 |
15,189.00 |
15,486.00 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,378.75 |
16,253.75 |
15,611.75 |
|
| R3 |
16,022.00 |
15,897.00 |
15,513.50 |
|
| R2 |
15,665.25 |
15,665.25 |
15,481.00 |
|
| R1 |
15,540.25 |
15,540.25 |
15,448.25 |
15,602.75 |
| PP |
15,308.50 |
15,308.50 |
15,308.50 |
15,339.50 |
| S1 |
15,183.50 |
15,183.50 |
15,382.75 |
15,246.00 |
| S2 |
14,951.75 |
14,951.75 |
15,350.00 |
|
| S3 |
14,595.00 |
14,826.75 |
15,317.50 |
|
| S4 |
14,238.25 |
14,470.00 |
15,219.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,664.25 |
15,245.75 |
418.50 |
2.7% |
139.25 |
0.9% |
78% |
True |
False |
1,215 |
| 10 |
15,664.25 |
14,699.00 |
965.25 |
6.2% |
177.50 |
1.1% |
90% |
True |
False |
1,166 |
| 20 |
15,664.25 |
14,699.00 |
965.25 |
6.2% |
162.00 |
1.0% |
90% |
True |
False |
1,031 |
| 40 |
15,664.25 |
14,437.00 |
1,227.25 |
7.9% |
176.25 |
1.1% |
92% |
True |
False |
969 |
| 60 |
15,664.25 |
13,712.75 |
1,951.50 |
12.5% |
171.25 |
1.1% |
95% |
True |
False |
781 |
| 80 |
15,664.25 |
12,897.75 |
2,766.50 |
17.8% |
184.00 |
1.2% |
97% |
True |
False |
594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,323.00 |
|
2.618 |
16,070.00 |
|
1.618 |
15,915.00 |
|
1.000 |
15,819.25 |
|
0.618 |
15,760.00 |
|
HIGH |
15,664.25 |
|
0.618 |
15,605.00 |
|
0.500 |
15,586.75 |
|
0.382 |
15,568.50 |
|
LOW |
15,509.25 |
|
0.618 |
15,413.50 |
|
1.000 |
15,354.25 |
|
1.618 |
15,258.50 |
|
2.618 |
15,103.50 |
|
4.250 |
14,850.50 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,586.75 |
15,534.50 |
| PP |
15,581.50 |
15,497.50 |
| S1 |
15,576.50 |
15,460.50 |
|