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 |
1,812.2 |
1,816.7 |
4.5 |
0.2% |
1,781.2 |
High |
1,821.9 |
1,822.7 |
0.8 |
0.0% |
1,821.9 |
Low |
1,803.4 |
1,810.6 |
7.2 |
0.4% |
1,778.0 |
Close |
1,818.1 |
1,816.0 |
-2.1 |
-0.1% |
1,819.5 |
Range |
18.5 |
12.1 |
-6.4 |
-34.6% |
43.9 |
ATR |
23.2 |
22.4 |
-0.8 |
-3.4% |
0.0 |
Volume |
170,387 |
140,116 |
-30,271 |
-17.8% |
772,742 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.7 |
1,846.5 |
1,822.7 |
|
R3 |
1,840.6 |
1,834.4 |
1,819.3 |
|
R2 |
1,828.5 |
1,828.5 |
1,818.2 |
|
R1 |
1,822.3 |
1,822.3 |
1,817.1 |
1,819.4 |
PP |
1,816.4 |
1,816.4 |
1,816.4 |
1,815.0 |
S1 |
1,810.2 |
1,810.2 |
1,814.9 |
1,807.3 |
S2 |
1,804.3 |
1,804.3 |
1,813.8 |
|
S3 |
1,792.2 |
1,798.1 |
1,812.7 |
|
S4 |
1,780.1 |
1,786.0 |
1,809.3 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.2 |
1,922.7 |
1,843.6 |
|
R3 |
1,894.3 |
1,878.8 |
1,831.6 |
|
R2 |
1,850.4 |
1,850.4 |
1,827.5 |
|
R1 |
1,834.9 |
1,834.9 |
1,823.5 |
1,842.7 |
PP |
1,806.5 |
1,806.5 |
1,806.5 |
1,810.3 |
S1 |
1,791.0 |
1,791.0 |
1,815.5 |
1,798.8 |
S2 |
1,762.6 |
1,762.6 |
1,811.5 |
|
S3 |
1,718.7 |
1,747.1 |
1,807.4 |
|
S4 |
1,674.8 |
1,703.2 |
1,795.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,826.5 |
1,781.3 |
45.2 |
2.5% |
20.6 |
1.1% |
77% |
False |
False |
150,710 |
10 |
1,826.5 |
1,774.6 |
51.9 |
2.9% |
19.6 |
1.1% |
80% |
False |
False |
144,733 |
20 |
1,826.5 |
1,675.9 |
150.6 |
8.3% |
25.1 |
1.4% |
93% |
False |
False |
164,751 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.3 |
1.2% |
86% |
False |
False |
127,923 |
60 |
1,910.0 |
1,675.9 |
234.1 |
12.9% |
23.5 |
1.3% |
60% |
False |
False |
86,878 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.6 |
1.3% |
57% |
False |
False |
66,447 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.4 |
1.3% |
57% |
False |
False |
53,641 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.0 |
1.3% |
57% |
False |
False |
44,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,874.1 |
2.618 |
1,854.4 |
1.618 |
1,842.3 |
1.000 |
1,834.8 |
0.618 |
1,830.2 |
HIGH |
1,822.7 |
0.618 |
1,818.1 |
0.500 |
1,816.7 |
0.382 |
1,815.2 |
LOW |
1,810.6 |
0.618 |
1,803.1 |
1.000 |
1,798.5 |
1.618 |
1,791.0 |
2.618 |
1,778.9 |
4.250 |
1,759.2 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,816.7 |
1,815.7 |
PP |
1,816.4 |
1,815.3 |
S1 |
1,816.2 |
1,815.0 |
|