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 |
4,172.0 |
4,185.5 |
13.5 |
0.3% |
4,150.0 |
High |
4,221.5 |
4,209.0 |
-12.5 |
-0.3% |
4,170.0 |
Low |
4,168.5 |
4,185.5 |
17.0 |
0.4% |
4,115.0 |
Close |
4,195.5 |
4,204.5 |
9.0 |
0.2% |
4,159.0 |
Range |
53.0 |
23.5 |
-29.5 |
-55.7% |
55.0 |
ATR |
36.6 |
35.7 |
-0.9 |
-2.6% |
0.0 |
Volume |
20,898 |
10,442 |
-10,456 |
-50.0% |
200,554 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,270.2 |
4,260.8 |
4,217.4 |
|
R3 |
4,246.7 |
4,237.3 |
4,211.0 |
|
R2 |
4,223.2 |
4,223.2 |
4,208.8 |
|
R1 |
4,213.8 |
4,213.8 |
4,206.7 |
4,218.5 |
PP |
4,199.7 |
4,199.7 |
4,199.7 |
4,202.0 |
S1 |
4,190.3 |
4,190.3 |
4,202.3 |
4,195.0 |
S2 |
4,176.2 |
4,176.2 |
4,200.2 |
|
S3 |
4,152.7 |
4,166.8 |
4,198.0 |
|
S4 |
4,129.2 |
4,143.3 |
4,191.6 |
|
|
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 |
4,132.0 |
89.5 |
2.1% |
33.7 |
0.8% |
81% |
False |
False |
37,086 |
10 |
4,221.5 |
4,080.5 |
141.0 |
3.4% |
30.2 |
0.7% |
88% |
False |
False |
38,463 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.8% |
28.0 |
0.7% |
89% |
False |
False |
31,245 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
31.5 |
0.8% |
95% |
False |
False |
18,314 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
32.4 |
0.8% |
95% |
False |
False |
12,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,308.9 |
2.618 |
4,270.5 |
1.618 |
4,247.0 |
1.000 |
4,232.5 |
0.618 |
4,223.5 |
HIGH |
4,209.0 |
0.618 |
4,200.0 |
0.500 |
4,197.3 |
0.382 |
4,194.5 |
LOW |
4,185.5 |
0.618 |
4,171.0 |
1.000 |
4,162.0 |
1.618 |
4,147.5 |
2.618 |
4,124.0 |
4.250 |
4,085.6 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,202.1 |
4,197.3 |
PP |
4,199.7 |
4,190.2 |
S1 |
4,197.3 |
4,183.0 |
|