| 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 |
15,599.50 |
15,610.00 |
10.50 |
0.1% |
15,090.00 |
| High |
15,699.00 |
15,682.00 |
-17.00 |
-0.1% |
15,443.75 |
| Low |
15,578.50 |
15,551.75 |
-26.75 |
-0.2% |
15,086.50 |
| Close |
15,609.25 |
15,601.00 |
-8.25 |
-0.1% |
15,426.50 |
| Range |
120.50 |
130.25 |
9.75 |
8.1% |
357.25 |
| ATR |
170.04 |
167.19 |
-2.84 |
-1.7% |
0.00 |
| Volume |
465,488 |
463,636 |
-1,852 |
-0.4% |
2,188,822 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,002.25 |
15,932.00 |
15,672.75 |
|
| R3 |
15,872.00 |
15,801.75 |
15,636.75 |
|
| R2 |
15,741.75 |
15,741.75 |
15,625.00 |
|
| R1 |
15,671.50 |
15,671.50 |
15,613.00 |
15,641.50 |
| PP |
15,611.50 |
15,611.50 |
15,611.50 |
15,596.50 |
| S1 |
15,541.25 |
15,541.25 |
15,589.00 |
15,511.25 |
| S2 |
15,481.25 |
15,481.25 |
15,577.00 |
|
| S3 |
15,351.00 |
15,411.00 |
15,565.25 |
|
| S4 |
15,220.75 |
15,280.75 |
15,529.25 |
|
|
| 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 |
15,265.50 |
433.50 |
2.8% |
157.25 |
1.0% |
77% |
False |
False |
461,772 |
| 10 |
15,699.00 |
14,851.00 |
848.00 |
5.4% |
153.75 |
1.0% |
88% |
False |
False |
456,109 |
| 20 |
15,699.00 |
14,710.50 |
988.50 |
6.3% |
166.75 |
1.1% |
90% |
False |
False |
481,651 |
| 40 |
15,699.00 |
14,445.00 |
1,254.00 |
8.0% |
175.25 |
1.1% |
92% |
False |
False |
486,024 |
| 60 |
15,699.00 |
13,716.25 |
1,982.75 |
12.7% |
175.50 |
1.1% |
95% |
False |
False |
467,323 |
| 80 |
15,699.00 |
12,906.00 |
2,793.00 |
17.9% |
185.75 |
1.2% |
96% |
False |
False |
351,032 |
| 100 |
15,699.00 |
12,906.00 |
2,793.00 |
17.9% |
193.75 |
1.2% |
96% |
False |
False |
280,992 |
| 120 |
15,699.00 |
12,602.00 |
3,097.00 |
19.9% |
201.75 |
1.3% |
97% |
False |
False |
234,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,235.50 |
|
2.618 |
16,023.00 |
|
1.618 |
15,892.75 |
|
1.000 |
15,812.25 |
|
0.618 |
15,762.50 |
|
HIGH |
15,682.00 |
|
0.618 |
15,632.25 |
|
0.500 |
15,617.00 |
|
0.382 |
15,601.50 |
|
LOW |
15,551.75 |
|
0.618 |
15,471.25 |
|
1.000 |
15,421.50 |
|
1.618 |
15,341.00 |
|
2.618 |
15,210.75 |
|
4.250 |
14,998.25 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,617.00 |
15,608.50 |
| PP |
15,611.50 |
15,606.00 |
| S1 |
15,606.25 |
15,603.50 |
|