| 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 |
15,476.62 |
15,598.74 |
122.12 |
0.8% |
15,142.34 |
| High |
15,620.62 |
15,603.55 |
-17.07 |
-0.1% |
15,447.03 |
| Low |
15,472.18 |
15,522.78 |
50.60 |
0.3% |
15,141.15 |
| Close |
15,605.09 |
15,582.51 |
-22.58 |
-0.1% |
15,432.95 |
| Range |
148.44 |
80.77 |
-67.67 |
-45.6% |
305.88 |
| ATR |
154.27 |
149.13 |
-5.14 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,811.92 |
15,777.99 |
15,626.93 |
|
| R3 |
15,731.15 |
15,697.22 |
15,604.72 |
|
| R2 |
15,650.38 |
15,650.38 |
15,597.32 |
|
| R1 |
15,616.45 |
15,616.45 |
15,589.91 |
15,593.03 |
| PP |
15,569.61 |
15,569.61 |
15,569.61 |
15,557.91 |
| S1 |
15,535.68 |
15,535.68 |
15,575.11 |
15,512.26 |
| S2 |
15,488.84 |
15,488.84 |
15,567.70 |
|
| S3 |
15,408.07 |
15,454.91 |
15,560.30 |
|
| S4 |
15,327.30 |
15,374.14 |
15,538.09 |
|
|
| 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 |
15,620.62 |
15,265.23 |
355.39 |
2.3% |
110.00 |
0.7% |
89% |
False |
False |
|
| 10 |
15,620.62 |
14,774.08 |
846.54 |
5.4% |
136.89 |
0.9% |
95% |
False |
False |
|
| 20 |
15,620.62 |
14,774.08 |
846.54 |
5.4% |
131.70 |
0.8% |
95% |
False |
False |
|
| 40 |
15,620.62 |
14,455.07 |
1,165.55 |
7.5% |
144.10 |
0.9% |
97% |
False |
False |
|
| 60 |
15,620.62 |
13,746.42 |
1,874.20 |
12.0% |
139.18 |
0.9% |
98% |
False |
False |
|
| 80 |
15,620.62 |
12,967.18 |
2,653.44 |
17.0% |
147.69 |
0.9% |
99% |
False |
False |
|
| 100 |
15,620.62 |
12,967.18 |
2,653.44 |
17.0% |
152.15 |
1.0% |
99% |
False |
False |
|
| 120 |
15,620.62 |
12,627.93 |
2,992.69 |
19.2% |
158.15 |
1.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,946.82 |
|
2.618 |
15,815.01 |
|
1.618 |
15,734.24 |
|
1.000 |
15,684.32 |
|
0.618 |
15,653.47 |
|
HIGH |
15,603.55 |
|
0.618 |
15,572.70 |
|
0.500 |
15,563.17 |
|
0.382 |
15,553.63 |
|
LOW |
15,522.78 |
|
0.618 |
15,472.86 |
|
1.000 |
15,442.01 |
|
1.618 |
15,392.09 |
|
2.618 |
15,311.32 |
|
4.250 |
15,179.51 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,576.06 |
15,540.57 |
| PP |
15,569.61 |
15,498.62 |
| S1 |
15,563.17 |
15,456.68 |
|