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 |
1,813.74 |
1,813.71 |
-0.03 |
0.0% |
1,780.60 |
High |
1,818.96 |
1,816.71 |
-2.25 |
-0.1% |
1,818.55 |
Low |
1,809.03 |
1,805.92 |
-3.11 |
-0.2% |
1,777.00 |
Close |
1,813.62 |
1,809.38 |
-4.24 |
-0.2% |
1,817.38 |
Range |
9.93 |
10.79 |
0.86 |
8.7% |
41.55 |
ATR |
18.58 |
18.03 |
-0.56 |
-3.0% |
0.00 |
Volume |
6,150 |
6,186 |
36 |
0.6% |
32,884 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,843.04 |
1,837.00 |
1,815.31 |
|
R3 |
1,832.25 |
1,826.21 |
1,812.35 |
|
R2 |
1,821.46 |
1,821.46 |
1,811.36 |
|
R1 |
1,815.42 |
1,815.42 |
1,810.37 |
1,813.05 |
PP |
1,810.67 |
1,810.67 |
1,810.67 |
1,809.48 |
S1 |
1,804.63 |
1,804.63 |
1,808.39 |
1,802.26 |
S2 |
1,799.88 |
1,799.88 |
1,807.40 |
|
S3 |
1,789.09 |
1,793.84 |
1,806.41 |
|
S4 |
1,778.30 |
1,783.05 |
1,803.45 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.96 |
1,914.72 |
1,840.23 |
|
R3 |
1,887.41 |
1,873.17 |
1,828.81 |
|
R2 |
1,845.86 |
1,845.86 |
1,825.00 |
|
R1 |
1,831.62 |
1,831.62 |
1,821.19 |
1,838.74 |
PP |
1,804.31 |
1,804.31 |
1,804.31 |
1,807.87 |
S1 |
1,790.07 |
1,790.07 |
1,813.57 |
1,797.19 |
S2 |
1,762.76 |
1,762.76 |
1,809.76 |
|
S3 |
1,721.21 |
1,748.52 |
1,805.95 |
|
S4 |
1,679.66 |
1,706.97 |
1,794.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,822.23 |
1,788.43 |
33.80 |
1.9% |
15.97 |
0.9% |
62% |
False |
False |
6,212 |
10 |
1,822.23 |
1,777.00 |
45.23 |
2.5% |
15.76 |
0.9% |
72% |
False |
False |
6,379 |
20 |
1,822.23 |
1,693.69 |
128.54 |
7.1% |
20.99 |
1.2% |
90% |
False |
False |
6,443 |
40 |
1,832.87 |
1,693.69 |
139.18 |
7.7% |
18.75 |
1.0% |
83% |
False |
False |
6,459 |
60 |
1,902.25 |
1,693.69 |
208.56 |
11.5% |
20.44 |
1.1% |
55% |
False |
False |
6,390 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
21.13 |
1.2% |
52% |
False |
False |
6,384 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
21.02 |
1.2% |
52% |
False |
False |
6,440 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
21.02 |
1.2% |
55% |
False |
False |
6,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,862.57 |
2.618 |
1,844.96 |
1.618 |
1,834.17 |
1.000 |
1,827.50 |
0.618 |
1,823.38 |
HIGH |
1,816.71 |
0.618 |
1,812.59 |
0.500 |
1,811.32 |
0.382 |
1,810.04 |
LOW |
1,805.92 |
0.618 |
1,799.25 |
1.000 |
1,795.13 |
1.618 |
1,788.46 |
2.618 |
1,777.67 |
4.250 |
1,760.06 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,811.32 |
1,811.37 |
PP |
1,810.67 |
1,810.71 |
S1 |
1,810.03 |
1,810.04 |
|