| 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 |
7,130.0 |
7,108.0 |
-22.0 |
-0.3% |
7,090.0 |
| High |
7,163.5 |
7,174.0 |
10.5 |
0.1% |
7,144.5 |
| Low |
7,076.0 |
7,108.0 |
32.0 |
0.5% |
7,053.5 |
| Close |
7,096.5 |
7,137.5 |
41.0 |
0.6% |
7,134.0 |
| Range |
87.5 |
66.0 |
-21.5 |
-24.6% |
91.0 |
| ATR |
71.9 |
72.3 |
0.4 |
0.6% |
0.0 |
| Volume |
108,146 |
91,314 |
-16,832 |
-15.6% |
311,122 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,338.0 |
7,303.5 |
7,174.0 |
|
| R3 |
7,272.0 |
7,237.5 |
7,155.5 |
|
| R2 |
7,206.0 |
7,206.0 |
7,149.5 |
|
| R1 |
7,171.5 |
7,171.5 |
7,143.5 |
7,189.0 |
| PP |
7,140.0 |
7,140.0 |
7,140.0 |
7,148.5 |
| S1 |
7,105.5 |
7,105.5 |
7,131.5 |
7,123.0 |
| S2 |
7,074.0 |
7,074.0 |
7,125.5 |
|
| S3 |
7,008.0 |
7,039.5 |
7,119.5 |
|
| S4 |
6,942.0 |
6,973.5 |
7,101.0 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,383.5 |
7,350.0 |
7,184.0 |
|
| R3 |
7,292.5 |
7,259.0 |
7,159.0 |
|
| R2 |
7,201.5 |
7,201.5 |
7,150.5 |
|
| R1 |
7,168.0 |
7,168.0 |
7,142.5 |
7,185.0 |
| PP |
7,110.5 |
7,110.5 |
7,110.5 |
7,119.0 |
| S1 |
7,077.0 |
7,077.0 |
7,125.5 |
7,094.0 |
| S2 |
7,019.5 |
7,019.5 |
7,117.5 |
|
| S3 |
6,928.5 |
6,986.0 |
7,109.0 |
|
| S4 |
6,837.5 |
6,895.0 |
7,084.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,174.0 |
7,076.0 |
98.0 |
1.4% |
61.5 |
0.9% |
63% |
True |
False |
74,487 |
| 10 |
7,174.0 |
6,970.5 |
203.5 |
2.9% |
73.0 |
1.0% |
82% |
True |
False |
79,960 |
| 20 |
7,189.0 |
6,970.5 |
218.5 |
3.1% |
62.5 |
0.9% |
76% |
False |
False |
74,648 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
76.0 |
1.1% |
89% |
False |
False |
85,284 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
74.0 |
1.0% |
89% |
False |
False |
93,340 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
68.0 |
1.0% |
89% |
False |
False |
70,152 |
| 100 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
61.5 |
0.9% |
89% |
False |
False |
56,155 |
| 120 |
7,189.0 |
6,511.0 |
678.0 |
9.5% |
55.0 |
0.8% |
92% |
False |
False |
46,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,454.5 |
|
2.618 |
7,347.0 |
|
1.618 |
7,281.0 |
|
1.000 |
7,240.0 |
|
0.618 |
7,215.0 |
|
HIGH |
7,174.0 |
|
0.618 |
7,149.0 |
|
0.500 |
7,141.0 |
|
0.382 |
7,133.0 |
|
LOW |
7,108.0 |
|
0.618 |
7,067.0 |
|
1.000 |
7,042.0 |
|
1.618 |
7,001.0 |
|
2.618 |
6,935.0 |
|
4.250 |
6,827.5 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,141.0 |
7,133.5 |
| PP |
7,140.0 |
7,129.0 |
| S1 |
7,138.5 |
7,125.0 |
|