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 |
4,527.75 |
4,522.50 |
-5.25 |
-0.1% |
4,435.00 |
High |
4,540.00 |
4,544.00 |
4.00 |
0.1% |
4,510.00 |
Low |
4,519.25 |
4,516.00 |
-3.25 |
-0.1% |
4,433.50 |
Close |
4,521.25 |
4,535.25 |
14.00 |
0.3% |
4,505.50 |
Range |
20.75 |
28.00 |
7.25 |
34.9% |
76.50 |
ATR |
37.69 |
37.00 |
-0.69 |
-1.8% |
0.00 |
Volume |
1,061,414 |
1,016,806 |
-44,608 |
-4.2% |
5,108,767 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,615.75 |
4,603.50 |
4,550.75 |
|
R3 |
4,587.75 |
4,575.50 |
4,543.00 |
|
R2 |
4,559.75 |
4,559.75 |
4,540.50 |
|
R1 |
4,547.50 |
4,547.50 |
4,537.75 |
4,553.50 |
PP |
4,531.75 |
4,531.75 |
4,531.75 |
4,534.75 |
S1 |
4,519.50 |
4,519.50 |
4,532.75 |
4,525.50 |
S2 |
4,503.75 |
4,503.75 |
4,530.00 |
|
S3 |
4,475.75 |
4,491.50 |
4,527.50 |
|
S4 |
4,447.75 |
4,463.50 |
4,519.75 |
|
|
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 |
4,544.00 |
4,462.25 |
81.75 |
1.8% |
32.00 |
0.7% |
89% |
True |
False |
1,129,728 |
10 |
4,544.00 |
4,371.75 |
172.25 |
3.8% |
34.75 |
0.8% |
95% |
True |
False |
1,086,984 |
20 |
4,544.00 |
4,347.75 |
196.25 |
4.3% |
35.25 |
0.8% |
96% |
True |
False |
1,135,038 |
40 |
4,544.00 |
4,224.00 |
320.00 |
7.1% |
40.00 |
0.9% |
97% |
True |
False |
1,227,195 |
60 |
4,544.00 |
4,126.75 |
417.25 |
9.2% |
39.50 |
0.9% |
98% |
True |
False |
1,233,641 |
80 |
4,544.00 |
4,020.00 |
524.00 |
11.6% |
41.50 |
0.9% |
98% |
True |
False |
930,307 |
100 |
4,544.00 |
4,020.00 |
524.00 |
11.6% |
41.75 |
0.9% |
98% |
True |
False |
744,699 |
120 |
4,544.00 |
3,833.75 |
710.25 |
15.7% |
42.25 |
0.9% |
99% |
True |
False |
620,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,663.00 |
2.618 |
4,617.25 |
1.618 |
4,589.25 |
1.000 |
4,572.00 |
0.618 |
4,561.25 |
HIGH |
4,544.00 |
0.618 |
4,533.25 |
0.500 |
4,530.00 |
0.382 |
4,526.75 |
LOW |
4,516.00 |
0.618 |
4,498.75 |
1.000 |
4,488.00 |
1.618 |
4,470.75 |
2.618 |
4,442.75 |
4.250 |
4,397.00 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,533.50 |
4,533.00 |
PP |
4,531.75 |
4,530.50 |
S1 |
4,530.00 |
4,528.25 |
|