| 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 |
7,108.0 |
7,143.5 |
35.5 |
0.5% |
7,090.0 |
| High |
7,174.0 |
7,170.5 |
-3.5 |
0.0% |
7,144.5 |
| Low |
7,108.0 |
7,123.0 |
15.0 |
0.2% |
7,053.5 |
| Close |
7,137.5 |
7,164.5 |
27.0 |
0.4% |
7,134.0 |
| Range |
66.0 |
47.5 |
-18.5 |
-28.0% |
91.0 |
| ATR |
72.3 |
70.5 |
-1.8 |
-2.4% |
0.0 |
| Volume |
91,314 |
72,070 |
-19,244 |
-21.1% |
311,122 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.0 |
7,277.5 |
7,190.5 |
|
| R3 |
7,247.5 |
7,230.0 |
7,177.5 |
|
| R2 |
7,200.0 |
7,200.0 |
7,173.0 |
|
| R1 |
7,182.5 |
7,182.5 |
7,169.0 |
7,191.0 |
| PP |
7,152.5 |
7,152.5 |
7,152.5 |
7,157.0 |
| S1 |
7,135.0 |
7,135.0 |
7,160.0 |
7,144.0 |
| S2 |
7,105.0 |
7,105.0 |
7,156.0 |
|
| S3 |
7,057.5 |
7,087.5 |
7,151.5 |
|
| S4 |
7,010.0 |
7,040.0 |
7,138.5 |
|
|
| 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% |
90% |
False |
False |
77,698 |
| 10 |
7,174.0 |
6,970.5 |
203.5 |
2.8% |
69.5 |
1.0% |
95% |
False |
False |
80,457 |
| 20 |
7,189.0 |
6,970.5 |
218.5 |
3.0% |
63.0 |
0.9% |
89% |
False |
False |
75,216 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.3% |
75.0 |
1.1% |
95% |
False |
False |
85,094 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.3% |
74.0 |
1.0% |
95% |
False |
False |
94,076 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
68.0 |
0.9% |
95% |
False |
False |
71,042 |
| 100 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
61.5 |
0.9% |
95% |
False |
False |
56,875 |
| 120 |
7,189.0 |
6,511.0 |
678.0 |
9.5% |
55.5 |
0.8% |
96% |
False |
False |
47,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,372.5 |
|
2.618 |
7,295.0 |
|
1.618 |
7,247.5 |
|
1.000 |
7,218.0 |
|
0.618 |
7,200.0 |
|
HIGH |
7,170.5 |
|
0.618 |
7,152.5 |
|
0.500 |
7,147.0 |
|
0.382 |
7,141.0 |
|
LOW |
7,123.0 |
|
0.618 |
7,093.5 |
|
1.000 |
7,075.5 |
|
1.618 |
7,046.0 |
|
2.618 |
6,998.5 |
|
4.250 |
6,921.0 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,158.5 |
7,151.5 |
| PP |
7,152.5 |
7,138.0 |
| S1 |
7,147.0 |
7,125.0 |
|