| 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 |
7,143.5 |
7,146.5 |
3.0 |
0.0% |
7,130.0 |
| High |
7,170.5 |
7,180.0 |
9.5 |
0.1% |
7,180.0 |
| Low |
7,123.0 |
7,119.5 |
-3.5 |
0.0% |
7,076.0 |
| Close |
7,164.5 |
7,138.5 |
-26.0 |
-0.4% |
7,138.5 |
| Range |
47.5 |
60.5 |
13.0 |
27.4% |
104.0 |
| ATR |
70.5 |
69.8 |
-0.7 |
-1.0% |
0.0 |
| Volume |
72,070 |
74,467 |
2,397 |
3.3% |
345,997 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,327.5 |
7,293.5 |
7,172.0 |
|
| R3 |
7,267.0 |
7,233.0 |
7,155.0 |
|
| R2 |
7,206.5 |
7,206.5 |
7,149.5 |
|
| R1 |
7,172.5 |
7,172.5 |
7,144.0 |
7,159.0 |
| PP |
7,146.0 |
7,146.0 |
7,146.0 |
7,139.5 |
| S1 |
7,112.0 |
7,112.0 |
7,133.0 |
7,099.0 |
| S2 |
7,085.5 |
7,085.5 |
7,127.5 |
|
| S3 |
7,025.0 |
7,051.5 |
7,122.0 |
|
| S4 |
6,964.5 |
6,991.0 |
7,105.0 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,443.5 |
7,395.0 |
7,195.5 |
|
| R3 |
7,339.5 |
7,291.0 |
7,167.0 |
|
| R2 |
7,235.5 |
7,235.5 |
7,157.5 |
|
| R1 |
7,187.0 |
7,187.0 |
7,148.0 |
7,211.0 |
| PP |
7,131.5 |
7,131.5 |
7,131.5 |
7,143.5 |
| S1 |
7,083.0 |
7,083.0 |
7,129.0 |
7,107.0 |
| S2 |
7,027.5 |
7,027.5 |
7,119.5 |
|
| S3 |
6,923.5 |
6,979.0 |
7,110.0 |
|
| S4 |
6,819.5 |
6,875.0 |
7,081.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,180.0 |
7,076.0 |
104.0 |
1.5% |
62.5 |
0.9% |
60% |
True |
False |
80,052 |
| 10 |
7,180.0 |
7,010.5 |
169.5 |
2.4% |
62.5 |
0.9% |
76% |
True |
False |
74,843 |
| 20 |
7,189.0 |
6,970.5 |
218.5 |
3.1% |
64.5 |
0.9% |
77% |
False |
False |
75,710 |
| 40 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
72.5 |
1.0% |
89% |
False |
False |
83,234 |
| 60 |
7,189.0 |
6,735.5 |
453.5 |
6.4% |
74.5 |
1.0% |
89% |
False |
False |
94,839 |
| 80 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
68.0 |
1.0% |
89% |
False |
False |
71,973 |
| 100 |
7,189.0 |
6,733.0 |
456.0 |
6.4% |
62.0 |
0.9% |
89% |
False |
False |
57,620 |
| 120 |
7,189.0 |
6,511.0 |
678.0 |
9.5% |
55.5 |
0.8% |
93% |
False |
False |
48,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,437.0 |
|
2.618 |
7,338.5 |
|
1.618 |
7,278.0 |
|
1.000 |
7,240.5 |
|
0.618 |
7,217.5 |
|
HIGH |
7,180.0 |
|
0.618 |
7,157.0 |
|
0.500 |
7,150.0 |
|
0.382 |
7,142.5 |
|
LOW |
7,119.5 |
|
0.618 |
7,082.0 |
|
1.000 |
7,059.0 |
|
1.618 |
7,021.5 |
|
2.618 |
6,961.0 |
|
4.250 |
6,862.5 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,150.0 |
7,144.0 |
| PP |
7,146.0 |
7,142.0 |
| S1 |
7,142.0 |
7,140.5 |
|