| 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 |
15,355.02 |
15,309.49 |
-45.53 |
-0.3% |
15,142.34 |
| High |
15,369.28 |
15,447.03 |
77.75 |
0.5% |
15,447.03 |
| Low |
15,265.23 |
15,292.74 |
27.51 |
0.2% |
15,141.15 |
| Close |
15,278.52 |
15,432.95 |
154.43 |
1.0% |
15,432.95 |
| Range |
104.05 |
154.29 |
50.24 |
48.3% |
305.88 |
| ATR |
150.41 |
151.71 |
1.29 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,853.78 |
15,797.65 |
15,517.81 |
|
| R3 |
15,699.49 |
15,643.36 |
15,475.38 |
|
| R2 |
15,545.20 |
15,545.20 |
15,461.24 |
|
| R1 |
15,489.07 |
15,489.07 |
15,447.09 |
15,517.14 |
| PP |
15,390.91 |
15,390.91 |
15,390.91 |
15,404.94 |
| S1 |
15,334.78 |
15,334.78 |
15,418.81 |
15,362.85 |
| S2 |
15,236.62 |
15,236.62 |
15,404.66 |
|
| S3 |
15,082.33 |
15,180.49 |
15,390.52 |
|
| S4 |
14,928.04 |
15,026.20 |
15,348.09 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,258.02 |
16,151.36 |
15,601.18 |
|
| R3 |
15,952.14 |
15,845.48 |
15,517.07 |
|
| R2 |
15,646.26 |
15,646.26 |
15,489.03 |
|
| R1 |
15,539.60 |
15,539.60 |
15,460.99 |
15,592.93 |
| PP |
15,340.38 |
15,340.38 |
15,340.38 |
15,367.04 |
| S1 |
15,233.72 |
15,233.72 |
15,404.91 |
15,287.05 |
| S2 |
15,034.50 |
15,034.50 |
15,376.87 |
|
| S3 |
14,728.62 |
14,927.84 |
15,348.83 |
|
| S4 |
14,422.74 |
14,621.96 |
15,264.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,447.03 |
15,141.15 |
305.88 |
2.0% |
117.19 |
0.8% |
95% |
True |
False |
|
| 10 |
15,447.03 |
14,774.08 |
672.95 |
4.4% |
150.71 |
1.0% |
98% |
True |
False |
|
| 20 |
15,447.03 |
14,774.08 |
672.95 |
4.4% |
135.93 |
0.9% |
98% |
True |
False |
|
| 40 |
15,447.03 |
14,455.07 |
991.96 |
6.4% |
145.20 |
0.9% |
99% |
True |
False |
|
| 60 |
15,447.03 |
13,613.58 |
1,833.45 |
11.9% |
139.85 |
0.9% |
99% |
True |
False |
|
| 80 |
15,447.03 |
12,967.18 |
2,479.85 |
16.1% |
149.26 |
1.0% |
99% |
True |
False |
|
| 100 |
15,447.03 |
12,967.18 |
2,479.85 |
16.1% |
152.20 |
1.0% |
99% |
True |
False |
|
| 120 |
15,447.03 |
12,627.93 |
2,819.10 |
18.3% |
159.99 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,102.76 |
|
2.618 |
15,850.96 |
|
1.618 |
15,696.67 |
|
1.000 |
15,601.32 |
|
0.618 |
15,542.38 |
|
HIGH |
15,447.03 |
|
0.618 |
15,388.09 |
|
0.500 |
15,369.89 |
|
0.382 |
15,351.68 |
|
LOW |
15,292.74 |
|
0.618 |
15,197.39 |
|
1.000 |
15,138.45 |
|
1.618 |
15,043.10 |
|
2.618 |
14,888.81 |
|
4.250 |
14,637.01 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,411.93 |
15,407.34 |
| PP |
15,390.91 |
15,381.74 |
| S1 |
15,369.89 |
15,356.13 |
|