| 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 |
15,605.50 |
15,599.50 |
-6.00 |
0.0% |
15,090.00 |
| High |
15,677.25 |
15,699.00 |
21.75 |
0.1% |
15,443.75 |
| Low |
15,517.75 |
15,578.50 |
60.75 |
0.4% |
15,086.50 |
| Close |
15,582.50 |
15,609.25 |
26.75 |
0.2% |
15,426.50 |
| Range |
159.50 |
120.50 |
-39.00 |
-24.5% |
357.25 |
| ATR |
173.85 |
170.04 |
-3.81 |
-2.2% |
0.00 |
| Volume |
521,129 |
465,488 |
-55,641 |
-10.7% |
2,188,822 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,990.50 |
15,920.25 |
15,675.50 |
|
| R3 |
15,870.00 |
15,799.75 |
15,642.50 |
|
| R2 |
15,749.50 |
15,749.50 |
15,631.25 |
|
| R1 |
15,679.25 |
15,679.25 |
15,620.25 |
15,714.50 |
| PP |
15,629.00 |
15,629.00 |
15,629.00 |
15,646.50 |
| S1 |
15,558.75 |
15,558.75 |
15,598.25 |
15,594.00 |
| S2 |
15,508.50 |
15,508.50 |
15,587.25 |
|
| S3 |
15,388.00 |
15,438.25 |
15,576.00 |
|
| S4 |
15,267.50 |
15,317.75 |
15,543.00 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,390.75 |
16,265.75 |
15,623.00 |
|
| R3 |
16,033.50 |
15,908.50 |
15,524.75 |
|
| R2 |
15,676.25 |
15,676.25 |
15,492.00 |
|
| R1 |
15,551.25 |
15,551.25 |
15,459.25 |
15,613.75 |
| PP |
15,319.00 |
15,319.00 |
15,319.00 |
15,350.00 |
| S1 |
15,194.00 |
15,194.00 |
15,393.75 |
15,256.50 |
| S2 |
14,961.75 |
14,961.75 |
15,361.00 |
|
| S3 |
14,604.50 |
14,836.75 |
15,328.25 |
|
| S4 |
14,247.25 |
14,479.50 |
15,230.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,699.00 |
15,255.25 |
443.75 |
2.8% |
153.75 |
1.0% |
80% |
True |
False |
481,921 |
| 10 |
15,699.00 |
14,710.50 |
988.50 |
6.3% |
169.50 |
1.1% |
91% |
True |
False |
483,164 |
| 20 |
15,699.00 |
14,710.50 |
988.50 |
6.3% |
165.50 |
1.1% |
91% |
True |
False |
475,547 |
| 40 |
15,699.00 |
14,445.00 |
1,254.00 |
8.0% |
179.25 |
1.1% |
93% |
True |
False |
490,213 |
| 60 |
15,699.00 |
13,716.25 |
1,982.75 |
12.7% |
174.75 |
1.1% |
95% |
True |
False |
459,753 |
| 80 |
15,699.00 |
12,906.00 |
2,793.00 |
17.9% |
188.00 |
1.2% |
97% |
True |
False |
345,261 |
| 100 |
15,699.00 |
12,906.00 |
2,793.00 |
17.9% |
194.50 |
1.2% |
97% |
True |
False |
276,362 |
| 120 |
15,699.00 |
12,602.00 |
3,097.00 |
19.8% |
202.50 |
1.3% |
97% |
True |
False |
230,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,211.00 |
|
2.618 |
16,014.50 |
|
1.618 |
15,894.00 |
|
1.000 |
15,819.50 |
|
0.618 |
15,773.50 |
|
HIGH |
15,699.00 |
|
0.618 |
15,653.00 |
|
0.500 |
15,638.75 |
|
0.382 |
15,624.50 |
|
LOW |
15,578.50 |
|
0.618 |
15,504.00 |
|
1.000 |
15,458.00 |
|
1.618 |
15,383.50 |
|
2.618 |
15,263.00 |
|
4.250 |
15,066.50 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,638.75 |
15,592.75 |
| PP |
15,629.00 |
15,576.00 |
| S1 |
15,619.00 |
15,559.50 |
|