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 |
4,185.5 |
4,203.0 |
17.5 |
0.4% |
4,163.0 |
High |
4,209.0 |
4,203.0 |
-6.0 |
-0.1% |
4,221.5 |
Low |
4,185.5 |
4,153.5 |
-32.0 |
-0.8% |
4,144.5 |
Close |
4,204.5 |
4,171.0 |
-33.5 |
-0.8% |
4,171.0 |
Range |
23.5 |
49.5 |
26.0 |
110.6% |
77.0 |
ATR |
35.7 |
36.8 |
1.1 |
3.1% |
0.0 |
Volume |
10,442 |
44,060 |
33,618 |
321.9% |
205,927 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,324.3 |
4,297.2 |
4,198.2 |
|
R3 |
4,274.8 |
4,247.7 |
4,184.6 |
|
R2 |
4,225.3 |
4,225.3 |
4,180.1 |
|
R1 |
4,198.2 |
4,198.2 |
4,175.5 |
4,187.0 |
PP |
4,175.8 |
4,175.8 |
4,175.8 |
4,170.3 |
S1 |
4,148.7 |
4,148.7 |
4,166.5 |
4,137.5 |
S2 |
4,126.3 |
4,126.3 |
4,161.9 |
|
S3 |
4,076.8 |
4,099.2 |
4,157.4 |
|
S4 |
4,027.3 |
4,049.7 |
4,143.8 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.0 |
4,367.5 |
4,213.4 |
|
R3 |
4,333.0 |
4,290.5 |
4,192.2 |
|
R2 |
4,256.0 |
4,256.0 |
4,185.1 |
|
R1 |
4,213.5 |
4,213.5 |
4,178.1 |
4,234.8 |
PP |
4,179.0 |
4,179.0 |
4,179.0 |
4,189.6 |
S1 |
4,136.5 |
4,136.5 |
4,163.9 |
4,157.8 |
S2 |
4,102.0 |
4,102.0 |
4,156.9 |
|
S3 |
4,025.0 |
4,059.5 |
4,149.8 |
|
S4 |
3,948.0 |
3,982.5 |
4,128.7 |
|
|
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 |
4,144.5 |
77.0 |
1.8% |
36.8 |
0.9% |
34% |
False |
False |
41,185 |
10 |
4,221.5 |
4,115.0 |
106.5 |
2.6% |
30.8 |
0.7% |
53% |
False |
False |
40,648 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
29.5 |
0.7% |
69% |
False |
False |
32,930 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
31.3 |
0.8% |
85% |
False |
False |
19,329 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
33.1 |
0.8% |
85% |
False |
False |
13,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,413.4 |
2.618 |
4,332.6 |
1.618 |
4,283.1 |
1.000 |
4,252.5 |
0.618 |
4,233.6 |
HIGH |
4,203.0 |
0.618 |
4,184.1 |
0.500 |
4,178.3 |
0.382 |
4,172.4 |
LOW |
4,153.5 |
0.618 |
4,122.9 |
1.000 |
4,104.0 |
1.618 |
4,073.4 |
2.618 |
4,023.9 |
4.250 |
3,943.1 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,178.3 |
4,187.5 |
PP |
4,175.8 |
4,182.0 |
S1 |
4,173.4 |
4,176.5 |
|