Trading Metrics calculated at close of trading on 01-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
48,655.21 |
47,007.22 |
-1,647.99 |
-3.4% |
48,663.12 |
High |
48,683.00 |
49,010.46 |
327.46 |
0.7% |
50,474.22 |
Low |
46,726.33 |
46,553.09 |
-173.24 |
-0.4% |
46,400.17 |
Close |
47,007.22 |
48,275.98 |
1,268.76 |
2.7% |
48,932.30 |
Range |
1,956.67 |
2,457.37 |
500.70 |
25.6% |
4,074.05 |
ATR |
2,499.36 |
2,496.36 |
-3.00 |
-0.1% |
0.00 |
Volume |
26,502 |
25,866 |
-636 |
-2.4% |
116,898 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55,318.62 |
54,254.67 |
49,627.53 |
|
R3 |
52,861.25 |
51,797.30 |
48,951.76 |
|
R2 |
50,403.88 |
50,403.88 |
48,726.50 |
|
R1 |
49,339.93 |
49,339.93 |
48,501.24 |
49,871.91 |
PP |
47,946.51 |
47,946.51 |
47,946.51 |
48,212.50 |
S1 |
46,882.56 |
46,882.56 |
48,050.72 |
47,414.54 |
S2 |
45,489.14 |
45,489.14 |
47,825.46 |
|
S3 |
43,031.77 |
44,425.19 |
47,600.20 |
|
S4 |
40,574.40 |
41,967.82 |
46,924.43 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60,824.38 |
58,952.39 |
51,173.03 |
|
R3 |
56,750.33 |
54,878.34 |
50,052.66 |
|
R2 |
52,676.28 |
52,676.28 |
49,679.21 |
|
R1 |
50,804.29 |
50,804.29 |
49,305.75 |
51,740.29 |
PP |
48,602.23 |
48,602.23 |
48,602.23 |
49,070.23 |
S1 |
46,730.24 |
46,730.24 |
48,558.85 |
47,666.24 |
S2 |
44,528.18 |
44,528.18 |
48,185.39 |
|
S3 |
40,454.13 |
42,656.19 |
47,811.94 |
|
S4 |
36,380.08 |
38,582.14 |
46,691.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49,640.76 |
46,400.17 |
3,240.59 |
6.7% |
2,456.63 |
5.1% |
58% |
False |
False |
23,927 |
10 |
50,474.22 |
44,003.34 |
6,470.88 |
13.4% |
2,400.96 |
5.0% |
66% |
False |
False |
27,339 |
20 |
50,474.22 |
37,405.08 |
13,069.14 |
27.1% |
2,585.61 |
5.4% |
83% |
False |
False |
32,360 |
40 |
50,474.22 |
29,348.60 |
21,125.62 |
43.8% |
2,417.70 |
5.0% |
90% |
False |
False |
45,162 |
60 |
50,474.22 |
28,957.79 |
21,516.43 |
44.6% |
2,582.10 |
5.3% |
90% |
False |
False |
57,328 |
80 |
57,974.81 |
28,957.79 |
29,017.02 |
60.1% |
3,134.48 |
6.5% |
67% |
False |
False |
67,486 |
100 |
64,789.27 |
28,957.79 |
35,831.48 |
74.2% |
3,318.21 |
6.9% |
54% |
False |
False |
65,486 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
74.2% |
3,307.56 |
6.9% |
54% |
False |
False |
62,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,454.28 |
2.618 |
55,443.85 |
1.618 |
52,986.48 |
1.000 |
51,467.83 |
0.618 |
50,529.11 |
HIGH |
49,010.46 |
0.618 |
48,071.74 |
0.500 |
47,781.78 |
0.382 |
47,491.81 |
LOW |
46,553.09 |
0.618 |
45,034.44 |
1.000 |
44,095.72 |
1.618 |
42,577.07 |
2.618 |
40,119.70 |
4.250 |
36,109.27 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
48,111.25 |
48,216.30 |
PP |
47,946.51 |
48,156.61 |
S1 |
47,781.78 |
48,096.93 |
|