| 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 |
15,309.49 |
15,476.62 |
167.13 |
1.1% |
15,142.34 |
| High |
15,447.03 |
15,620.62 |
173.59 |
1.1% |
15,447.03 |
| Low |
15,292.74 |
15,472.18 |
179.44 |
1.2% |
15,141.15 |
| Close |
15,432.95 |
15,605.09 |
172.14 |
1.1% |
15,432.95 |
| Range |
154.29 |
148.44 |
-5.85 |
-3.8% |
305.88 |
| ATR |
151.71 |
154.27 |
2.57 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,011.28 |
15,956.63 |
15,686.73 |
|
| R3 |
15,862.84 |
15,808.19 |
15,645.91 |
|
| R2 |
15,714.40 |
15,714.40 |
15,632.30 |
|
| R1 |
15,659.75 |
15,659.75 |
15,618.70 |
15,687.08 |
| PP |
15,565.96 |
15,565.96 |
15,565.96 |
15,579.63 |
| S1 |
15,511.31 |
15,511.31 |
15,591.48 |
15,538.64 |
| S2 |
15,417.52 |
15,417.52 |
15,577.88 |
|
| S3 |
15,269.08 |
15,362.87 |
15,564.27 |
|
| S4 |
15,120.64 |
15,214.43 |
15,523.45 |
|
|
| 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 |
15,620.62 |
15,265.23 |
355.39 |
2.3% |
106.82 |
0.7% |
96% |
True |
False |
|
| 10 |
15,620.62 |
14,774.08 |
846.54 |
5.4% |
144.46 |
0.9% |
98% |
True |
False |
|
| 20 |
15,620.62 |
14,774.08 |
846.54 |
5.4% |
137.62 |
0.9% |
98% |
True |
False |
|
| 40 |
15,620.62 |
14,455.07 |
1,165.55 |
7.5% |
146.13 |
0.9% |
99% |
True |
False |
|
| 60 |
15,620.62 |
13,710.11 |
1,910.51 |
12.2% |
139.47 |
0.9% |
99% |
True |
False |
|
| 80 |
15,620.62 |
12,967.18 |
2,653.44 |
17.0% |
148.49 |
1.0% |
99% |
True |
False |
|
| 100 |
15,620.62 |
12,967.18 |
2,653.44 |
17.0% |
153.08 |
1.0% |
99% |
True |
False |
|
| 120 |
15,620.62 |
12,627.93 |
2,992.69 |
19.2% |
159.13 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,251.49 |
|
2.618 |
16,009.24 |
|
1.618 |
15,860.80 |
|
1.000 |
15,769.06 |
|
0.618 |
15,712.36 |
|
HIGH |
15,620.62 |
|
0.618 |
15,563.92 |
|
0.500 |
15,546.40 |
|
0.382 |
15,528.88 |
|
LOW |
15,472.18 |
|
0.618 |
15,380.44 |
|
1.000 |
15,323.74 |
|
1.618 |
15,232.00 |
|
2.618 |
15,083.56 |
|
4.250 |
14,841.31 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,585.53 |
15,551.04 |
| PP |
15,565.96 |
15,496.98 |
| S1 |
15,546.40 |
15,442.93 |
|