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 |
15,868.0 |
15,839.0 |
-29.0 |
-0.2% |
15,830.0 |
High |
16,005.0 |
15,977.0 |
-28.0 |
-0.2% |
15,935.0 |
Low |
15,755.0 |
15,767.0 |
12.0 |
0.1% |
15,690.0 |
Close |
15,800.0 |
15,814.0 |
14.0 |
0.1% |
15,835.0 |
Range |
250.0 |
210.0 |
-40.0 |
-16.0% |
245.0 |
ATR |
156.2 |
160.0 |
3.8 |
2.5% |
0.0 |
Volume |
89,970 |
85,071 |
-4,899 |
-5.4% |
262,143 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,482.7 |
16,358.3 |
15,929.5 |
|
R3 |
16,272.7 |
16,148.3 |
15,871.8 |
|
R2 |
16,062.7 |
16,062.7 |
15,852.5 |
|
R1 |
15,938.3 |
15,938.3 |
15,833.3 |
15,895.5 |
PP |
15,852.7 |
15,852.7 |
15,852.7 |
15,831.3 |
S1 |
15,728.3 |
15,728.3 |
15,794.8 |
15,685.5 |
S2 |
15,642.7 |
15,642.7 |
15,775.5 |
|
S3 |
15,432.7 |
15,518.3 |
15,756.3 |
|
S4 |
15,222.7 |
15,308.3 |
15,698.5 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,555.0 |
16,440.0 |
15,969.8 |
|
R3 |
16,310.0 |
16,195.0 |
15,902.4 |
|
R2 |
16,065.0 |
16,065.0 |
15,879.9 |
|
R1 |
15,950.0 |
15,950.0 |
15,857.5 |
16,007.5 |
PP |
15,820.0 |
15,820.0 |
15,820.0 |
15,848.8 |
S1 |
15,705.0 |
15,705.0 |
15,812.5 |
15,762.5 |
S2 |
15,575.0 |
15,575.0 |
15,790.1 |
|
S3 |
15,330.0 |
15,460.0 |
15,767.6 |
|
S4 |
15,085.0 |
15,215.0 |
15,700.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,005.0 |
15,690.0 |
315.0 |
2.0% |
167.4 |
1.1% |
39% |
False |
False |
64,593 |
10 |
16,005.0 |
15,615.0 |
390.0 |
2.5% |
160.9 |
1.0% |
51% |
False |
False |
64,765 |
20 |
16,024.0 |
15,615.0 |
409.0 |
2.6% |
138.4 |
0.9% |
49% |
False |
False |
59,697 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
168.4 |
1.1% |
79% |
False |
False |
67,323 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
172.5 |
1.1% |
79% |
False |
False |
60,866 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
170.6 |
1.1% |
83% |
False |
False |
45,710 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
163.7 |
1.0% |
83% |
False |
False |
36,575 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.0% |
149.0 |
0.9% |
87% |
False |
False |
30,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,869.5 |
2.618 |
16,526.8 |
1.618 |
16,316.8 |
1.000 |
16,187.0 |
0.618 |
16,106.8 |
HIGH |
15,977.0 |
0.618 |
15,896.8 |
0.500 |
15,872.0 |
0.382 |
15,847.2 |
LOW |
15,767.0 |
0.618 |
15,637.2 |
1.000 |
15,557.0 |
1.618 |
15,427.2 |
2.618 |
15,217.2 |
4.250 |
14,874.5 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,872.0 |
15,880.0 |
PP |
15,852.7 |
15,858.0 |
S1 |
15,833.3 |
15,836.0 |
|