Trading Metrics calculated at close of trading on 03-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,729.5340 |
3,809.5500 |
80.0160 |
2.1% |
3,265.3490 |
High |
3,839.7400 |
4,024.1120 |
184.3720 |
4.8% |
4,024.1120 |
Low |
3,726.1440 |
3,715.2800 |
-10.8640 |
-0.3% |
3,147.9110 |
Close |
3,809.5000 |
3,916.5570 |
107.0570 |
2.8% |
3,916.5570 |
Range |
113.5960 |
308.8320 |
195.2360 |
171.9% |
876.2010 |
ATR |
217.5409 |
224.0617 |
6.5208 |
3.0% |
0.0000 |
Volume |
1,001,291 |
899,537 |
-101,754 |
-10.2% |
4,699,310 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.8123 |
4,673.0167 |
4,086.4146 |
|
R3 |
4,502.9803 |
4,364.1847 |
4,001.4858 |
|
R2 |
4,194.1483 |
4,194.1483 |
3,973.1762 |
|
R1 |
4,055.3527 |
4,055.3527 |
3,944.8666 |
4,124.7505 |
PP |
3,885.3163 |
3,885.3163 |
3,885.3163 |
3,920.0153 |
S1 |
3,746.5207 |
3,746.5207 |
3,888.2474 |
3,815.9185 |
S2 |
3,576.4843 |
3,576.4843 |
3,859.9378 |
|
S3 |
3,267.6523 |
3,437.6887 |
3,831.6282 |
|
S4 |
2,958.8203 |
3,128.8567 |
3,746.6994 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,324.7963 |
5,996.8777 |
4,398.4676 |
|
R3 |
5,448.5953 |
5,120.6767 |
4,157.5123 |
|
R2 |
4,572.3943 |
4,572.3943 |
4,077.1939 |
|
R1 |
4,244.4757 |
4,244.4757 |
3,996.8754 |
4,408.4350 |
PP |
3,696.1933 |
3,696.1933 |
3,696.1933 |
3,778.1730 |
S1 |
3,368.2747 |
3,368.2747 |
3,836.2386 |
3,532.2340 |
S2 |
2,819.9923 |
2,819.9923 |
3,755.9202 |
|
S3 |
1,943.7913 |
2,492.0737 |
3,675.6017 |
|
S4 |
1,067.5903 |
1,615.8727 |
3,434.6465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,024.1120 |
3,147.9110 |
876.2010 |
22.4% |
258.2636 |
6.6% |
88% |
True |
False |
939,862 |
10 |
4,024.1120 |
3,057.5100 |
966.6020 |
24.7% |
231.2228 |
5.9% |
89% |
True |
False |
836,683 |
20 |
4,024.1120 |
2,867.4040 |
1,156.7080 |
29.5% |
226.8501 |
5.8% |
91% |
True |
False |
987,812 |
40 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
58.8% |
202.4305 |
5.2% |
95% |
True |
False |
1,105,512 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
59.1% |
204.6166 |
5.2% |
95% |
True |
False |
1,196,691 |
80 |
4,239.5830 |
1,709.6900 |
2,529.8930 |
64.6% |
276.6381 |
7.1% |
87% |
False |
False |
1,253,917 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
67.9% |
283.8431 |
7.2% |
83% |
False |
False |
1,205,534 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
72.0% |
256.8767 |
6.6% |
84% |
False |
False |
1,102,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,336.6480 |
2.618 |
4,832.6342 |
1.618 |
4,523.8022 |
1.000 |
4,332.9440 |
0.618 |
4,214.9702 |
HIGH |
4,024.1120 |
0.618 |
3,906.1382 |
0.500 |
3,869.6960 |
0.382 |
3,833.2538 |
LOW |
3,715.2800 |
0.618 |
3,524.4218 |
1.000 |
3,406.4480 |
1.618 |
3,215.5898 |
2.618 |
2,906.7578 |
4.250 |
2,402.7440 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,900.9367 |
3,843.7952 |
PP |
3,885.3163 |
3,771.0333 |
S1 |
3,869.6960 |
3,698.2715 |
|