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 |
4,189.5 |
4,201.0 |
11.5 |
0.3% |
4,156.0 |
High |
4,220.0 |
4,249.5 |
29.5 |
0.7% |
4,196.5 |
Low |
4,172.0 |
4,196.0 |
24.0 |
0.6% |
4,138.5 |
Close |
4,181.5 |
4,223.5 |
42.0 |
1.0% |
4,186.0 |
Range |
48.0 |
53.5 |
5.5 |
11.5% |
58.0 |
ATR |
42.2 |
44.1 |
1.8 |
4.4% |
0.0 |
Volume |
982,839 |
813,078 |
-169,761 |
-17.3% |
2,460,401 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,383.5 |
4,357.0 |
4,252.9 |
|
R3 |
4,330.0 |
4,303.5 |
4,238.2 |
|
R2 |
4,276.5 |
4,276.5 |
4,233.3 |
|
R1 |
4,250.0 |
4,250.0 |
4,228.4 |
4,263.3 |
PP |
4,223.0 |
4,223.0 |
4,223.0 |
4,229.6 |
S1 |
4,196.5 |
4,196.5 |
4,218.6 |
4,209.8 |
S2 |
4,169.5 |
4,169.5 |
4,213.7 |
|
S3 |
4,116.0 |
4,143.0 |
4,208.8 |
|
S4 |
4,062.5 |
4,089.5 |
4,194.1 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,347.7 |
4,324.8 |
4,217.9 |
|
R3 |
4,289.7 |
4,266.8 |
4,202.0 |
|
R2 |
4,231.7 |
4,231.7 |
4,196.6 |
|
R1 |
4,208.8 |
4,208.8 |
4,191.3 |
4,220.3 |
PP |
4,173.7 |
4,173.7 |
4,173.7 |
4,179.4 |
S1 |
4,150.8 |
4,150.8 |
4,180.7 |
4,162.3 |
S2 |
4,115.7 |
4,115.7 |
4,175.4 |
|
S3 |
4,057.7 |
4,092.8 |
4,170.1 |
|
S4 |
3,999.7 |
4,034.8 |
4,154.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,249.5 |
4,138.5 |
111.0 |
2.6% |
40.6 |
1.0% |
77% |
True |
False |
655,940 |
10 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
43.0 |
1.0% |
85% |
True |
False |
639,416 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
37.1 |
0.9% |
85% |
True |
False |
551,585 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
46.5 |
1.1% |
93% |
True |
False |
620,889 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
46.4 |
1.1% |
93% |
True |
False |
654,654 |
80 |
4,249.5 |
3,830.0 |
419.5 |
9.9% |
45.9 |
1.1% |
94% |
True |
False |
495,928 |
100 |
4,249.5 |
3,830.0 |
419.5 |
9.9% |
44.0 |
1.0% |
94% |
True |
False |
396,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,476.9 |
2.618 |
4,389.6 |
1.618 |
4,336.1 |
1.000 |
4,303.0 |
0.618 |
4,282.6 |
HIGH |
4,249.5 |
0.618 |
4,229.1 |
0.500 |
4,222.8 |
0.382 |
4,216.4 |
LOW |
4,196.0 |
0.618 |
4,162.9 |
1.000 |
4,142.5 |
1.618 |
4,109.4 |
2.618 |
4,055.9 |
4.250 |
3,968.6 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,223.3 |
4,219.3 |
PP |
4,223.0 |
4,215.0 |
S1 |
4,222.8 |
4,210.8 |
|