Trading Metrics calculated at close of trading on 02-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,391.3900 |
3,729.5340 |
338.1440 |
10.0% |
3,259.3120 |
High |
3,768.4660 |
3,839.7400 |
71.2740 |
1.9% |
3,376.5260 |
Low |
3,372.4310 |
3,726.1440 |
353.7130 |
10.5% |
3,057.5100 |
Close |
3,729.5340 |
3,809.5000 |
79.9660 |
2.1% |
3,265.0730 |
Range |
396.0350 |
113.5960 |
-282.4390 |
-71.3% |
319.0160 |
ATR |
225.5367 |
217.5409 |
-7.9958 |
-3.5% |
0.0000 |
Volume |
1,300,095 |
1,001,291 |
-298,804 |
-23.0% |
3,667,522 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,132.5827 |
4,084.6373 |
3,871.9778 |
|
R3 |
4,018.9867 |
3,971.0413 |
3,840.7389 |
|
R2 |
3,905.3907 |
3,905.3907 |
3,830.3259 |
|
R1 |
3,857.4453 |
3,857.4453 |
3,819.9130 |
3,881.4180 |
PP |
3,791.7947 |
3,791.7947 |
3,791.7947 |
3,803.7810 |
S1 |
3,743.8493 |
3,743.8493 |
3,799.0870 |
3,767.8220 |
S2 |
3,678.1987 |
3,678.1987 |
3,788.6741 |
|
S3 |
3,564.6027 |
3,630.2533 |
3,778.2611 |
|
S4 |
3,451.0067 |
3,516.6573 |
3,747.0222 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,190.0843 |
4,046.5947 |
3,440.5318 |
|
R3 |
3,871.0683 |
3,727.5787 |
3,352.8024 |
|
R2 |
3,552.0523 |
3,552.0523 |
3,323.5593 |
|
R1 |
3,408.5627 |
3,408.5627 |
3,294.3161 |
3,480.3075 |
PP |
3,233.0363 |
3,233.0363 |
3,233.0363 |
3,268.9088 |
S1 |
3,089.5467 |
3,089.5467 |
3,235.8299 |
3,161.2915 |
S2 |
2,914.0203 |
2,914.0203 |
3,206.5867 |
|
S3 |
2,595.0043 |
2,770.5307 |
3,177.3436 |
|
S4 |
2,275.9883 |
2,451.5147 |
3,089.6142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,839.7400 |
3,061.9700 |
777.7700 |
20.4% |
238.8400 |
6.3% |
96% |
True |
False |
900,502 |
10 |
3,839.7400 |
3,057.5100 |
782.2300 |
20.5% |
215.6351 |
5.7% |
96% |
True |
False |
815,665 |
20 |
3,839.7400 |
2,725.5620 |
1,114.1780 |
29.2% |
222.4519 |
5.8% |
97% |
True |
False |
1,019,232 |
40 |
3,839.7400 |
1,721.5890 |
2,118.1510 |
55.6% |
198.0789 |
5.2% |
99% |
True |
False |
1,120,883 |
60 |
3,839.7400 |
1,709.6900 |
2,130.0500 |
55.9% |
202.6540 |
5.3% |
99% |
True |
False |
1,209,577 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
69.9% |
278.1060 |
7.3% |
79% |
False |
False |
1,260,659 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
69.9% |
282.0599 |
7.4% |
79% |
False |
False |
1,204,546 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
74.0% |
255.1631 |
6.7% |
80% |
False |
False |
1,101,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,322.5230 |
2.618 |
4,137.1343 |
1.618 |
4,023.5383 |
1.000 |
3,953.3360 |
0.618 |
3,909.9423 |
HIGH |
3,839.7400 |
0.618 |
3,796.3463 |
0.500 |
3,782.9420 |
0.382 |
3,769.5377 |
LOW |
3,726.1440 |
0.618 |
3,655.9417 |
1.000 |
3,612.5480 |
1.618 |
3,542.3457 |
2.618 |
3,428.7497 |
4.250 |
3,243.3610 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,800.6473 |
3,711.5692 |
PP |
3,791.7947 |
3,613.6383 |
S1 |
3,782.9420 |
3,515.7075 |
|