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 |
4,201.0 |
4,222.5 |
21.5 |
0.5% |
4,156.0 |
High |
4,249.5 |
4,237.5 |
-12.0 |
-0.3% |
4,196.5 |
Low |
4,196.0 |
4,212.5 |
16.5 |
0.4% |
4,138.5 |
Close |
4,223.5 |
4,232.5 |
9.0 |
0.2% |
4,186.0 |
Range |
53.5 |
25.0 |
-28.5 |
-53.3% |
58.0 |
ATR |
44.1 |
42.7 |
-1.4 |
-3.1% |
0.0 |
Volume |
813,078 |
433,348 |
-379,730 |
-46.7% |
2,460,401 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,302.5 |
4,292.5 |
4,246.3 |
|
R3 |
4,277.5 |
4,267.5 |
4,239.4 |
|
R2 |
4,252.5 |
4,252.5 |
4,237.1 |
|
R1 |
4,242.5 |
4,242.5 |
4,234.8 |
4,247.5 |
PP |
4,227.5 |
4,227.5 |
4,227.5 |
4,230.0 |
S1 |
4,217.5 |
4,217.5 |
4,230.2 |
4,222.5 |
S2 |
4,202.5 |
4,202.5 |
4,227.9 |
|
S3 |
4,177.5 |
4,192.5 |
4,225.6 |
|
S4 |
4,152.5 |
4,167.5 |
4,218.8 |
|
|
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 |
4,151.0 |
98.5 |
2.3% |
38.5 |
0.9% |
83% |
False |
False |
611,361 |
10 |
4,249.5 |
4,101.5 |
148.0 |
3.5% |
36.4 |
0.9% |
89% |
False |
False |
572,775 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
36.9 |
0.9% |
90% |
False |
False |
553,602 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
44.1 |
1.0% |
95% |
False |
False |
598,850 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
46.4 |
1.1% |
95% |
False |
False |
658,944 |
80 |
4,249.5 |
3,830.0 |
419.5 |
9.9% |
45.5 |
1.1% |
96% |
False |
False |
501,335 |
100 |
4,249.5 |
3,830.0 |
419.5 |
9.9% |
44.1 |
1.0% |
96% |
False |
False |
401,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,343.8 |
2.618 |
4,303.0 |
1.618 |
4,278.0 |
1.000 |
4,262.5 |
0.618 |
4,253.0 |
HIGH |
4,237.5 |
0.618 |
4,228.0 |
0.500 |
4,225.0 |
0.382 |
4,222.1 |
LOW |
4,212.5 |
0.618 |
4,197.1 |
1.000 |
4,187.5 |
1.618 |
4,172.1 |
2.618 |
4,147.1 |
4.250 |
4,106.3 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,230.0 |
4,225.3 |
PP |
4,227.5 |
4,218.0 |
S1 |
4,225.0 |
4,210.8 |
|