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 |
15,610.00 |
15,601.00 |
-9.00 |
-0.1% |
15,432.75 |
High |
15,682.00 |
15,677.50 |
-4.50 |
0.0% |
15,699.00 |
Low |
15,551.75 |
15,552.25 |
0.50 |
0.0% |
15,420.00 |
Close |
15,601.00 |
15,651.50 |
50.50 |
0.3% |
15,651.50 |
Range |
130.25 |
125.25 |
-5.00 |
-3.8% |
279.00 |
ATR |
167.19 |
164.20 |
-3.00 |
-1.8% |
0.00 |
Volume |
463,636 |
462,870 |
-766 |
-0.2% |
2,330,686 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,002.75 |
15,952.50 |
15,720.50 |
|
R3 |
15,877.50 |
15,827.25 |
15,686.00 |
|
R2 |
15,752.25 |
15,752.25 |
15,674.50 |
|
R1 |
15,702.00 |
15,702.00 |
15,663.00 |
15,727.00 |
PP |
15,627.00 |
15,627.00 |
15,627.00 |
15,639.75 |
S1 |
15,576.75 |
15,576.75 |
15,640.00 |
15,602.00 |
S2 |
15,501.75 |
15,501.75 |
15,628.50 |
|
S3 |
15,376.50 |
15,451.50 |
15,617.00 |
|
S4 |
15,251.25 |
15,326.25 |
15,582.50 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,427.25 |
16,318.25 |
15,805.00 |
|
R3 |
16,148.25 |
16,039.25 |
15,728.25 |
|
R2 |
15,869.25 |
15,869.25 |
15,702.75 |
|
R1 |
15,760.25 |
15,760.25 |
15,677.00 |
15,814.75 |
PP |
15,590.25 |
15,590.25 |
15,590.25 |
15,617.50 |
S1 |
15,481.25 |
15,481.25 |
15,626.00 |
15,535.75 |
S2 |
15,311.25 |
15,311.25 |
15,600.25 |
|
S3 |
15,032.25 |
15,202.25 |
15,574.75 |
|
S4 |
14,753.25 |
14,923.25 |
15,498.00 |
|
|
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 |
15,420.00 |
279.00 |
1.8% |
146.75 |
0.9% |
83% |
False |
False |
466,137 |
10 |
15,699.00 |
15,086.50 |
612.50 |
3.9% |
141.50 |
0.9% |
92% |
False |
False |
451,950 |
20 |
15,699.00 |
14,710.50 |
988.50 |
6.3% |
167.00 |
1.1% |
95% |
False |
False |
483,541 |
40 |
15,699.00 |
14,445.00 |
1,254.00 |
8.0% |
173.75 |
1.1% |
96% |
False |
False |
486,976 |
60 |
15,699.00 |
13,830.25 |
1,868.75 |
11.9% |
173.25 |
1.1% |
97% |
False |
False |
474,152 |
80 |
15,699.00 |
12,906.00 |
2,793.00 |
17.8% |
182.50 |
1.2% |
98% |
False |
False |
356,790 |
100 |
15,699.00 |
12,906.00 |
2,793.00 |
17.8% |
192.25 |
1.2% |
98% |
False |
False |
285,611 |
120 |
15,699.00 |
12,602.00 |
3,097.00 |
19.8% |
201.00 |
1.3% |
98% |
False |
False |
238,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,209.75 |
2.618 |
16,005.50 |
1.618 |
15,880.25 |
1.000 |
15,802.75 |
0.618 |
15,755.00 |
HIGH |
15,677.50 |
0.618 |
15,629.75 |
0.500 |
15,615.00 |
0.382 |
15,600.00 |
LOW |
15,552.25 |
0.618 |
15,474.75 |
1.000 |
15,427.00 |
1.618 |
15,349.50 |
2.618 |
15,224.25 |
4.250 |
15,020.00 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,639.25 |
15,642.75 |
PP |
15,627.00 |
15,634.00 |
S1 |
15,615.00 |
15,625.50 |
|