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 |
1,816.2 |
1,811.5 |
-4.7 |
-0.3% |
1,821.6 |
High |
1,819.6 |
1,836.9 |
17.3 |
1.0% |
1,836.9 |
Low |
1,806.5 |
1,810.9 |
4.4 |
0.2% |
1,803.4 |
Close |
1,811.5 |
1,833.7 |
22.2 |
1.2% |
1,833.7 |
Range |
13.1 |
26.0 |
12.9 |
98.5% |
33.5 |
ATR |
21.7 |
22.0 |
0.3 |
1.4% |
0.0 |
Volume |
113,025 |
184,984 |
71,959 |
63.7% |
713,387 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.2 |
1,895.4 |
1,848.0 |
|
R3 |
1,879.2 |
1,869.4 |
1,840.9 |
|
R2 |
1,853.2 |
1,853.2 |
1,838.5 |
|
R1 |
1,843.4 |
1,843.4 |
1,836.1 |
1,848.3 |
PP |
1,827.2 |
1,827.2 |
1,827.2 |
1,829.6 |
S1 |
1,817.4 |
1,817.4 |
1,831.3 |
1,822.3 |
S2 |
1,801.2 |
1,801.2 |
1,828.9 |
|
S3 |
1,775.2 |
1,791.4 |
1,826.6 |
|
S4 |
1,749.2 |
1,765.4 |
1,819.4 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.2 |
1,912.9 |
1,852.1 |
|
R3 |
1,891.7 |
1,879.4 |
1,842.9 |
|
R2 |
1,858.2 |
1,858.2 |
1,839.8 |
|
R1 |
1,845.9 |
1,845.9 |
1,836.8 |
1,852.1 |
PP |
1,824.7 |
1,824.7 |
1,824.7 |
1,827.7 |
S1 |
1,812.4 |
1,812.4 |
1,830.6 |
1,818.6 |
S2 |
1,791.2 |
1,791.2 |
1,827.6 |
|
S3 |
1,757.7 |
1,778.9 |
1,824.5 |
|
S4 |
1,724.2 |
1,745.4 |
1,815.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,836.9 |
1,803.4 |
33.5 |
1.8% |
17.2 |
0.9% |
90% |
True |
False |
142,677 |
10 |
1,836.9 |
1,778.0 |
58.9 |
3.2% |
20.4 |
1.1% |
95% |
True |
False |
148,612 |
20 |
1,836.9 |
1,675.9 |
161.0 |
8.8% |
23.8 |
1.3% |
98% |
True |
False |
155,002 |
40 |
1,839.0 |
1,675.9 |
163.1 |
8.9% |
22.2 |
1.2% |
97% |
False |
False |
133,340 |
60 |
1,910.0 |
1,675.9 |
234.1 |
12.8% |
23.4 |
1.3% |
67% |
False |
False |
91,718 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.4% |
23.4 |
1.3% |
64% |
False |
False |
70,008 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.4% |
23.4 |
1.3% |
64% |
False |
False |
56,592 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.4% |
23.1 |
1.3% |
64% |
False |
False |
47,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.4 |
2.618 |
1,905.0 |
1.618 |
1,879.0 |
1.000 |
1,862.9 |
0.618 |
1,853.0 |
HIGH |
1,836.9 |
0.618 |
1,827.0 |
0.500 |
1,823.9 |
0.382 |
1,820.8 |
LOW |
1,810.9 |
0.618 |
1,794.8 |
1.000 |
1,784.9 |
1.618 |
1,768.8 |
2.618 |
1,742.8 |
4.250 |
1,700.4 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,830.4 |
1,829.7 |
PP |
1,827.2 |
1,825.7 |
S1 |
1,823.9 |
1,821.7 |
|