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 |
15,814.0 |
15,819.0 |
5.0 |
0.0% |
15,855.0 |
High |
15,873.0 |
15,868.0 |
-5.0 |
0.0% |
16,005.0 |
Low |
15,762.0 |
15,682.0 |
-80.0 |
-0.5% |
15,682.0 |
Close |
15,833.0 |
15,778.0 |
-55.0 |
-0.3% |
15,778.0 |
Range |
111.0 |
186.0 |
75.0 |
67.6% |
323.0 |
ATR |
156.5 |
158.6 |
2.1 |
1.3% |
0.0 |
Volume |
53,675 |
72,117 |
18,442 |
34.4% |
337,640 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,334.0 |
16,242.0 |
15,880.3 |
|
R3 |
16,148.0 |
16,056.0 |
15,829.2 |
|
R2 |
15,962.0 |
15,962.0 |
15,812.1 |
|
R1 |
15,870.0 |
15,870.0 |
15,795.1 |
15,823.0 |
PP |
15,776.0 |
15,776.0 |
15,776.0 |
15,752.5 |
S1 |
15,684.0 |
15,684.0 |
15,761.0 |
15,637.0 |
S2 |
15,590.0 |
15,590.0 |
15,743.9 |
|
S3 |
15,404.0 |
15,498.0 |
15,726.9 |
|
S4 |
15,218.0 |
15,312.0 |
15,675.7 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,790.7 |
16,607.3 |
15,955.7 |
|
R3 |
16,467.7 |
16,284.3 |
15,866.8 |
|
R2 |
16,144.7 |
16,144.7 |
15,837.2 |
|
R1 |
15,961.3 |
15,961.3 |
15,807.6 |
15,891.5 |
PP |
15,821.7 |
15,821.7 |
15,821.7 |
15,786.8 |
S1 |
15,638.3 |
15,638.3 |
15,748.4 |
15,568.5 |
S2 |
15,498.7 |
15,498.7 |
15,718.8 |
|
S3 |
15,175.7 |
15,315.3 |
15,689.2 |
|
S4 |
14,852.7 |
14,992.3 |
15,600.4 |
|
|
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 |
15,682.0 |
323.0 |
2.0% |
167.8 |
1.1% |
30% |
False |
True |
67,528 |
10 |
16,005.0 |
15,682.0 |
323.0 |
2.0% |
145.0 |
0.9% |
30% |
False |
True |
59,978 |
20 |
16,024.0 |
15,615.0 |
409.0 |
2.6% |
144.2 |
0.9% |
40% |
False |
False |
60,736 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
157.1 |
1.0% |
75% |
False |
False |
65,506 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
172.8 |
1.1% |
75% |
False |
False |
62,900 |
80 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
169.5 |
1.1% |
80% |
False |
False |
47,280 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
165.1 |
1.0% |
80% |
False |
False |
37,832 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.0% |
150.8 |
1.0% |
84% |
False |
False |
31,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,658.5 |
2.618 |
16,354.9 |
1.618 |
16,168.9 |
1.000 |
16,054.0 |
0.618 |
15,982.9 |
HIGH |
15,868.0 |
0.618 |
15,796.9 |
0.500 |
15,775.0 |
0.382 |
15,753.1 |
LOW |
15,682.0 |
0.618 |
15,567.1 |
1.000 |
15,496.0 |
1.618 |
15,381.1 |
2.618 |
15,195.1 |
4.250 |
14,891.5 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,777.0 |
15,829.5 |
PP |
15,776.0 |
15,812.3 |
S1 |
15,775.0 |
15,795.2 |
|