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 |
1,816.7 |
1,816.2 |
-0.5 |
0.0% |
1,781.2 |
High |
1,822.7 |
1,819.6 |
-3.1 |
-0.2% |
1,821.9 |
Low |
1,810.6 |
1,806.5 |
-4.1 |
-0.2% |
1,778.0 |
Close |
1,816.0 |
1,811.5 |
-4.5 |
-0.2% |
1,819.5 |
Range |
12.1 |
13.1 |
1.0 |
8.3% |
43.9 |
ATR |
22.4 |
21.7 |
-0.7 |
-3.0% |
0.0 |
Volume |
140,116 |
113,025 |
-27,091 |
-19.3% |
772,742 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.8 |
1,844.8 |
1,818.7 |
|
R3 |
1,838.7 |
1,831.7 |
1,815.1 |
|
R2 |
1,825.6 |
1,825.6 |
1,813.9 |
|
R1 |
1,818.6 |
1,818.6 |
1,812.7 |
1,815.6 |
PP |
1,812.5 |
1,812.5 |
1,812.5 |
1,811.0 |
S1 |
1,805.5 |
1,805.5 |
1,810.3 |
1,802.5 |
S2 |
1,799.4 |
1,799.4 |
1,809.1 |
|
S3 |
1,786.3 |
1,792.4 |
1,807.9 |
|
S4 |
1,773.2 |
1,779.3 |
1,804.3 |
|
|
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 |
1,785.2 |
41.3 |
2.3% |
19.4 |
1.1% |
64% |
False |
False |
146,409 |
10 |
1,826.5 |
1,778.0 |
48.5 |
2.7% |
18.9 |
1.0% |
69% |
False |
False |
140,911 |
20 |
1,826.5 |
1,675.9 |
150.6 |
8.3% |
24.9 |
1.4% |
90% |
False |
False |
161,910 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
22.0 |
1.2% |
83% |
False |
False |
129,852 |
60 |
1,910.0 |
1,675.9 |
234.1 |
12.9% |
23.5 |
1.3% |
58% |
False |
False |
88,711 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.5 |
1.3% |
55% |
False |
False |
67,779 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.3 |
1.3% |
55% |
False |
False |
54,757 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.0 |
1.3% |
55% |
False |
False |
45,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,875.3 |
2.618 |
1,853.9 |
1.618 |
1,840.8 |
1.000 |
1,832.7 |
0.618 |
1,827.7 |
HIGH |
1,819.6 |
0.618 |
1,814.6 |
0.500 |
1,813.1 |
0.382 |
1,811.5 |
LOW |
1,806.5 |
0.618 |
1,798.4 |
1.000 |
1,793.4 |
1.618 |
1,785.3 |
2.618 |
1,772.2 |
4.250 |
1,750.8 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,813.1 |
1,813.1 |
PP |
1,812.5 |
1,812.5 |
S1 |
1,812.0 |
1,812.0 |
|