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 |
1,813.71 |
1,809.39 |
-4.32 |
-0.2% |
1,817.27 |
High |
1,816.71 |
1,833.19 |
16.48 |
0.9% |
1,833.19 |
Low |
1,805.92 |
1,808.84 |
2.92 |
0.2% |
1,803.78 |
Close |
1,809.38 |
1,827.17 |
17.79 |
1.0% |
1,827.17 |
Range |
10.79 |
24.35 |
13.56 |
125.7% |
29.41 |
ATR |
18.03 |
18.48 |
0.45 |
2.5% |
0.00 |
Volume |
6,186 |
6,176 |
-10 |
-0.2% |
30,607 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.12 |
1,885.99 |
1,840.56 |
|
R3 |
1,871.77 |
1,861.64 |
1,833.87 |
|
R2 |
1,847.42 |
1,847.42 |
1,831.63 |
|
R1 |
1,837.29 |
1,837.29 |
1,829.40 |
1,842.36 |
PP |
1,823.07 |
1,823.07 |
1,823.07 |
1,825.60 |
S1 |
1,812.94 |
1,812.94 |
1,824.94 |
1,818.01 |
S2 |
1,798.72 |
1,798.72 |
1,822.71 |
|
S3 |
1,774.37 |
1,788.59 |
1,820.47 |
|
S4 |
1,750.02 |
1,764.24 |
1,813.78 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.61 |
1,897.80 |
1,843.35 |
|
R3 |
1,880.20 |
1,868.39 |
1,835.26 |
|
R2 |
1,850.79 |
1,850.79 |
1,832.56 |
|
R1 |
1,838.98 |
1,838.98 |
1,829.87 |
1,844.89 |
PP |
1,821.38 |
1,821.38 |
1,821.38 |
1,824.33 |
S1 |
1,809.57 |
1,809.57 |
1,824.47 |
1,815.48 |
S2 |
1,791.97 |
1,791.97 |
1,821.78 |
|
S3 |
1,762.56 |
1,780.16 |
1,819.08 |
|
S4 |
1,733.15 |
1,750.75 |
1,810.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,833.19 |
1,803.78 |
29.41 |
1.6% |
14.82 |
0.8% |
80% |
True |
False |
6,121 |
10 |
1,833.19 |
1,777.00 |
56.19 |
3.1% |
17.29 |
0.9% |
89% |
True |
False |
6,349 |
20 |
1,833.19 |
1,693.69 |
139.50 |
7.6% |
19.94 |
1.1% |
96% |
True |
False |
6,402 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.6% |
18.97 |
1.0% |
96% |
True |
False |
6,440 |
60 |
1,902.25 |
1,693.69 |
208.56 |
11.4% |
20.40 |
1.1% |
64% |
False |
False |
6,387 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.1% |
21.08 |
1.2% |
60% |
False |
False |
6,382 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.1% |
21.12 |
1.2% |
60% |
False |
False |
6,434 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.0% |
21.12 |
1.2% |
63% |
False |
False |
6,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,936.68 |
2.618 |
1,896.94 |
1.618 |
1,872.59 |
1.000 |
1,857.54 |
0.618 |
1,848.24 |
HIGH |
1,833.19 |
0.618 |
1,823.89 |
0.500 |
1,821.02 |
0.382 |
1,818.14 |
LOW |
1,808.84 |
0.618 |
1,793.79 |
1.000 |
1,784.49 |
1.618 |
1,769.44 |
2.618 |
1,745.09 |
4.250 |
1,705.35 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,825.12 |
1,824.63 |
PP |
1,823.07 |
1,822.09 |
S1 |
1,821.02 |
1,819.56 |
|