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 |
4,522.50 |
4,536.75 |
14.25 |
0.3% |
4,508.75 |
High |
4,544.00 |
4,549.50 |
5.50 |
0.1% |
4,549.50 |
Low |
4,516.00 |
4,519.25 |
3.25 |
0.1% |
4,500.75 |
Close |
4,535.25 |
4,534.50 |
-0.75 |
0.0% |
4,534.50 |
Range |
28.00 |
30.25 |
2.25 |
8.0% |
48.75 |
ATR |
37.00 |
36.51 |
-0.48 |
-1.3% |
0.00 |
Volume |
1,016,806 |
1,156,146 |
139,340 |
13.7% |
5,588,372 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,625.25 |
4,610.00 |
4,551.25 |
|
R3 |
4,595.00 |
4,579.75 |
4,542.75 |
|
R2 |
4,564.75 |
4,564.75 |
4,540.00 |
|
R1 |
4,549.50 |
4,549.50 |
4,537.25 |
4,542.00 |
PP |
4,534.50 |
4,534.50 |
4,534.50 |
4,530.50 |
S1 |
4,519.25 |
4,519.25 |
4,531.75 |
4,511.75 |
S2 |
4,504.25 |
4,504.25 |
4,529.00 |
|
S3 |
4,474.00 |
4,489.00 |
4,526.25 |
|
S4 |
4,443.75 |
4,458.75 |
4,517.75 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,674.50 |
4,653.25 |
4,561.25 |
|
R3 |
4,625.75 |
4,604.50 |
4,548.00 |
|
R2 |
4,577.00 |
4,577.00 |
4,543.50 |
|
R1 |
4,555.75 |
4,555.75 |
4,539.00 |
4,566.50 |
PP |
4,528.25 |
4,528.25 |
4,528.25 |
4,533.50 |
S1 |
4,507.00 |
4,507.00 |
4,530.00 |
4,517.50 |
S2 |
4,479.50 |
4,479.50 |
4,525.50 |
|
S3 |
4,430.75 |
4,458.25 |
4,521.00 |
|
S4 |
4,382.00 |
4,409.50 |
4,507.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,549.50 |
4,500.75 |
48.75 |
1.1% |
28.50 |
0.6% |
69% |
True |
False |
1,117,674 |
10 |
4,549.50 |
4,433.50 |
116.00 |
2.6% |
31.00 |
0.7% |
87% |
True |
False |
1,069,713 |
20 |
4,549.50 |
4,347.75 |
201.75 |
4.4% |
36.00 |
0.8% |
93% |
True |
False |
1,145,293 |
40 |
4,549.50 |
4,224.00 |
325.50 |
7.2% |
39.00 |
0.9% |
95% |
True |
False |
1,223,311 |
60 |
4,549.50 |
4,126.75 |
422.75 |
9.3% |
39.25 |
0.9% |
96% |
True |
False |
1,244,552 |
80 |
4,549.50 |
4,020.00 |
529.50 |
11.7% |
40.75 |
0.9% |
97% |
True |
False |
944,698 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.7% |
41.75 |
0.9% |
97% |
True |
False |
756,242 |
120 |
4,549.50 |
3,833.75 |
715.75 |
15.8% |
42.25 |
0.9% |
98% |
True |
False |
630,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,678.00 |
2.618 |
4,628.75 |
1.618 |
4,598.50 |
1.000 |
4,579.75 |
0.618 |
4,568.25 |
HIGH |
4,549.50 |
0.618 |
4,538.00 |
0.500 |
4,534.50 |
0.382 |
4,530.75 |
LOW |
4,519.25 |
0.618 |
4,500.50 |
1.000 |
4,489.00 |
1.618 |
4,470.25 |
2.618 |
4,440.00 |
4.250 |
4,390.75 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,534.50 |
4,534.00 |
PP |
4,534.50 |
4,533.25 |
S1 |
4,534.50 |
4,532.75 |
|