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 |
4,164.0 |
4,172.0 |
8.0 |
0.2% |
4,150.0 |
High |
4,192.0 |
4,221.5 |
29.5 |
0.7% |
4,170.0 |
Low |
4,144.5 |
4,168.5 |
24.0 |
0.6% |
4,115.0 |
Close |
4,153.5 |
4,195.5 |
42.0 |
1.0% |
4,159.0 |
Range |
47.5 |
53.0 |
5.5 |
11.6% |
55.0 |
ATR |
34.2 |
36.6 |
2.4 |
7.0% |
0.0 |
Volume |
69,626 |
20,898 |
-48,728 |
-70.0% |
200,554 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,354.2 |
4,327.8 |
4,224.7 |
|
R3 |
4,301.2 |
4,274.8 |
4,210.1 |
|
R2 |
4,248.2 |
4,248.2 |
4,205.2 |
|
R1 |
4,221.8 |
4,221.8 |
4,200.4 |
4,235.0 |
PP |
4,195.2 |
4,195.2 |
4,195.2 |
4,201.8 |
S1 |
4,168.8 |
4,168.8 |
4,190.6 |
4,182.0 |
S2 |
4,142.2 |
4,142.2 |
4,185.8 |
|
S3 |
4,089.2 |
4,115.8 |
4,180.9 |
|
S4 |
4,036.2 |
4,062.8 |
4,166.4 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.0 |
4,291.0 |
4,189.3 |
|
R3 |
4,258.0 |
4,236.0 |
4,174.1 |
|
R2 |
4,203.0 |
4,203.0 |
4,169.1 |
|
R1 |
4,181.0 |
4,181.0 |
4,164.0 |
4,192.0 |
PP |
4,148.0 |
4,148.0 |
4,148.0 |
4,153.5 |
S1 |
4,126.0 |
4,126.0 |
4,154.0 |
4,137.0 |
S2 |
4,093.0 |
4,093.0 |
4,148.9 |
|
S3 |
4,038.0 |
4,071.0 |
4,143.9 |
|
S4 |
3,983.0 |
4,016.0 |
4,128.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,221.5 |
4,115.0 |
106.5 |
2.5% |
35.0 |
0.8% |
76% |
True |
False |
60,091 |
10 |
4,221.5 |
4,060.5 |
161.0 |
3.8% |
34.8 |
0.8% |
84% |
True |
False |
39,306 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.8% |
27.9 |
0.7% |
84% |
True |
False |
30,748 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
33.2 |
0.8% |
92% |
True |
False |
18,169 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
32.1 |
0.8% |
92% |
True |
False |
12,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,446.8 |
2.618 |
4,360.3 |
1.618 |
4,307.3 |
1.000 |
4,274.5 |
0.618 |
4,254.3 |
HIGH |
4,221.5 |
0.618 |
4,201.3 |
0.500 |
4,195.0 |
0.382 |
4,188.7 |
LOW |
4,168.5 |
0.618 |
4,135.7 |
1.000 |
4,115.5 |
1.618 |
4,082.7 |
2.618 |
4,029.7 |
4.250 |
3,943.3 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,195.3 |
4,191.3 |
PP |
4,195.2 |
4,187.2 |
S1 |
4,195.0 |
4,183.0 |
|