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 |
4,222.5 |
4,226.5 |
4.0 |
0.1% |
4,194.5 |
High |
4,237.5 |
4,236.5 |
-1.0 |
0.0% |
4,249.5 |
Low |
4,212.5 |
4,180.0 |
-32.5 |
-0.8% |
4,172.0 |
Close |
4,232.5 |
4,199.0 |
-33.5 |
-0.8% |
4,199.0 |
Range |
25.0 |
56.5 |
31.5 |
126.0% |
77.5 |
ATR |
42.7 |
43.7 |
1.0 |
2.3% |
0.0 |
Volume |
433,348 |
652,716 |
219,368 |
50.6% |
3,251,145 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,374.7 |
4,343.3 |
4,230.1 |
|
R3 |
4,318.2 |
4,286.8 |
4,214.5 |
|
R2 |
4,261.7 |
4,261.7 |
4,209.4 |
|
R1 |
4,230.3 |
4,230.3 |
4,204.2 |
4,217.8 |
PP |
4,205.2 |
4,205.2 |
4,205.2 |
4,198.9 |
S1 |
4,173.8 |
4,173.8 |
4,193.8 |
4,161.3 |
S2 |
4,148.7 |
4,148.7 |
4,188.6 |
|
S3 |
4,092.2 |
4,117.3 |
4,183.5 |
|
S4 |
4,035.7 |
4,060.8 |
4,167.9 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,439.3 |
4,396.7 |
4,241.6 |
|
R3 |
4,361.8 |
4,319.2 |
4,220.3 |
|
R2 |
4,284.3 |
4,284.3 |
4,213.2 |
|
R1 |
4,241.7 |
4,241.7 |
4,206.1 |
4,263.0 |
PP |
4,206.8 |
4,206.8 |
4,206.8 |
4,217.5 |
S1 |
4,164.2 |
4,164.2 |
4,191.9 |
4,185.5 |
S2 |
4,129.3 |
4,129.3 |
4,184.8 |
|
S3 |
4,051.8 |
4,086.7 |
4,177.7 |
|
S4 |
3,974.3 |
4,009.2 |
4,156.4 |
|
|
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 |
4,172.0 |
77.5 |
1.8% |
40.7 |
1.0% |
35% |
False |
False |
650,229 |
10 |
4,249.5 |
4,138.5 |
111.0 |
2.6% |
36.8 |
0.9% |
55% |
False |
False |
571,154 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
38.0 |
0.9% |
71% |
False |
False |
565,506 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
43.0 |
1.0% |
86% |
False |
False |
595,102 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
46.8 |
1.1% |
86% |
False |
False |
665,365 |
80 |
4,249.5 |
3,830.0 |
419.5 |
10.0% |
45.7 |
1.1% |
88% |
False |
False |
509,493 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.0% |
44.5 |
1.1% |
88% |
False |
False |
407,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,476.6 |
2.618 |
4,384.4 |
1.618 |
4,327.9 |
1.000 |
4,293.0 |
0.618 |
4,271.4 |
HIGH |
4,236.5 |
0.618 |
4,214.9 |
0.500 |
4,208.3 |
0.382 |
4,201.6 |
LOW |
4,180.0 |
0.618 |
4,145.1 |
1.000 |
4,123.5 |
1.618 |
4,088.6 |
2.618 |
4,032.1 |
4.250 |
3,939.9 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,208.3 |
4,214.8 |
PP |
4,205.2 |
4,209.5 |
S1 |
4,202.1 |
4,204.3 |
|