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 |
4,529.50 |
4,527.75 |
-1.75 |
0.0% |
4,435.00 |
High |
4,542.25 |
4,540.00 |
-2.25 |
0.0% |
4,510.00 |
Low |
4,512.50 |
4,519.25 |
6.75 |
0.1% |
4,433.50 |
Close |
4,520.50 |
4,521.25 |
0.75 |
0.0% |
4,505.50 |
Range |
29.75 |
20.75 |
-9.00 |
-30.3% |
76.50 |
ATR |
38.99 |
37.69 |
-1.30 |
-3.3% |
0.00 |
Volume |
1,378,199 |
1,061,414 |
-316,785 |
-23.0% |
5,108,767 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,589.00 |
4,576.00 |
4,532.75 |
|
R3 |
4,568.25 |
4,555.25 |
4,527.00 |
|
R2 |
4,547.50 |
4,547.50 |
4,525.00 |
|
R1 |
4,534.50 |
4,534.50 |
4,523.25 |
4,530.50 |
PP |
4,526.75 |
4,526.75 |
4,526.75 |
4,525.00 |
S1 |
4,513.75 |
4,513.75 |
4,519.25 |
4,510.00 |
S2 |
4,506.00 |
4,506.00 |
4,517.50 |
|
S3 |
4,485.25 |
4,493.00 |
4,515.50 |
|
S4 |
4,464.50 |
4,472.25 |
4,509.75 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,712.50 |
4,685.50 |
4,547.50 |
|
R3 |
4,636.00 |
4,609.00 |
4,526.50 |
|
R2 |
4,559.50 |
4,559.50 |
4,519.50 |
|
R1 |
4,532.50 |
4,532.50 |
4,512.50 |
4,546.00 |
PP |
4,483.00 |
4,483.00 |
4,483.00 |
4,489.75 |
S1 |
4,456.00 |
4,456.00 |
4,498.50 |
4,469.50 |
S2 |
4,406.50 |
4,406.50 |
4,491.50 |
|
S3 |
4,330.00 |
4,379.50 |
4,484.50 |
|
S4 |
4,253.50 |
4,303.00 |
4,463.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,542.25 |
4,462.25 |
80.00 |
1.8% |
32.25 |
0.7% |
74% |
False |
False |
1,187,710 |
10 |
4,542.25 |
4,347.75 |
194.50 |
4.3% |
38.50 |
0.9% |
89% |
False |
False |
1,177,709 |
20 |
4,542.25 |
4,347.75 |
194.50 |
4.3% |
35.50 |
0.8% |
89% |
False |
False |
1,122,365 |
40 |
4,542.25 |
4,224.00 |
318.25 |
7.0% |
41.25 |
0.9% |
93% |
False |
False |
1,251,566 |
60 |
4,542.25 |
4,126.75 |
415.50 |
9.2% |
39.25 |
0.9% |
95% |
False |
False |
1,218,753 |
80 |
4,542.25 |
4,020.00 |
522.25 |
11.6% |
42.25 |
0.9% |
96% |
False |
False |
917,642 |
100 |
4,542.25 |
4,020.00 |
522.25 |
11.6% |
42.00 |
0.9% |
96% |
False |
False |
734,535 |
120 |
4,542.25 |
3,833.75 |
708.50 |
15.7% |
42.25 |
0.9% |
97% |
False |
False |
612,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,628.25 |
2.618 |
4,594.25 |
1.618 |
4,573.50 |
1.000 |
4,560.75 |
0.618 |
4,552.75 |
HIGH |
4,540.00 |
0.618 |
4,532.00 |
0.500 |
4,529.50 |
0.382 |
4,527.25 |
LOW |
4,519.25 |
0.618 |
4,506.50 |
1.000 |
4,498.50 |
1.618 |
4,485.75 |
2.618 |
4,465.00 |
4.250 |
4,431.00 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,529.50 |
4,521.50 |
PP |
4,526.75 |
4,521.50 |
S1 |
4,524.00 |
4,521.25 |
|