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 |
15,839.0 |
15,814.0 |
-25.0 |
-0.2% |
15,830.0 |
High |
15,977.0 |
15,873.0 |
-104.0 |
-0.7% |
15,935.0 |
Low |
15,767.0 |
15,762.0 |
-5.0 |
0.0% |
15,690.0 |
Close |
15,814.0 |
15,833.0 |
19.0 |
0.1% |
15,835.0 |
Range |
210.0 |
111.0 |
-99.0 |
-47.1% |
245.0 |
ATR |
160.0 |
156.5 |
-3.5 |
-2.2% |
0.0 |
Volume |
85,071 |
53,675 |
-31,396 |
-36.9% |
262,143 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,155.7 |
16,105.3 |
15,894.1 |
|
R3 |
16,044.7 |
15,994.3 |
15,863.5 |
|
R2 |
15,933.7 |
15,933.7 |
15,853.4 |
|
R1 |
15,883.3 |
15,883.3 |
15,843.2 |
15,908.5 |
PP |
15,822.7 |
15,822.7 |
15,822.7 |
15,835.3 |
S1 |
15,772.3 |
15,772.3 |
15,822.8 |
15,797.5 |
S2 |
15,711.7 |
15,711.7 |
15,812.7 |
|
S3 |
15,600.7 |
15,661.3 |
15,802.5 |
|
S4 |
15,489.7 |
15,550.3 |
15,772.0 |
|
|
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 |
15,722.0 |
283.0 |
1.8% |
160.2 |
1.0% |
39% |
False |
False |
62,630 |
10 |
16,005.0 |
15,646.0 |
359.0 |
2.3% |
144.2 |
0.9% |
52% |
False |
False |
59,544 |
20 |
16,024.0 |
15,615.0 |
409.0 |
2.6% |
139.1 |
0.9% |
53% |
False |
False |
59,672 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
161.0 |
1.0% |
81% |
False |
False |
65,722 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
171.6 |
1.1% |
81% |
False |
False |
61,718 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
169.2 |
1.1% |
84% |
False |
False |
46,380 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
164.2 |
1.0% |
84% |
False |
False |
37,111 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
9.9% |
149.6 |
0.9% |
88% |
False |
False |
30,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,344.8 |
2.618 |
16,163.6 |
1.618 |
16,052.6 |
1.000 |
15,984.0 |
0.618 |
15,941.6 |
HIGH |
15,873.0 |
0.618 |
15,830.6 |
0.500 |
15,817.5 |
0.382 |
15,804.4 |
LOW |
15,762.0 |
0.618 |
15,693.4 |
1.000 |
15,651.0 |
1.618 |
15,582.4 |
2.618 |
15,471.4 |
4.250 |
15,290.3 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,827.8 |
15,880.0 |
PP |
15,822.7 |
15,864.3 |
S1 |
15,817.5 |
15,848.7 |
|