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 |
4,518.75 |
4,518.25 |
-0.50 |
0.0% |
4,426.00 |
High |
4,532.25 |
4,530.00 |
-2.25 |
0.0% |
4,500.00 |
Low |
4,501.75 |
4,509.75 |
8.00 |
0.2% |
4,424.50 |
Close |
4,510.75 |
4,511.50 |
0.75 |
0.0% |
4,495.75 |
Range |
30.50 |
20.25 |
-10.25 |
-33.6% |
75.50 |
ATR |
38.54 |
37.24 |
-1.31 |
-3.4% |
0.00 |
Volume |
14,553 |
19,992 |
5,439 |
37.4% |
48,368 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,577.75 |
4,565.00 |
4,522.75 |
|
R3 |
4,557.50 |
4,544.75 |
4,517.00 |
|
R2 |
4,537.25 |
4,537.25 |
4,515.25 |
|
R1 |
4,524.50 |
4,524.50 |
4,513.25 |
4,520.75 |
PP |
4,517.00 |
4,517.00 |
4,517.00 |
4,515.25 |
S1 |
4,504.25 |
4,504.25 |
4,509.75 |
4,500.50 |
S2 |
4,496.75 |
4,496.75 |
4,507.75 |
|
S3 |
4,476.50 |
4,484.00 |
4,506.00 |
|
S4 |
4,456.25 |
4,463.75 |
4,500.25 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.00 |
4,673.25 |
4,537.25 |
|
R3 |
4,624.50 |
4,597.75 |
4,516.50 |
|
R2 |
4,549.00 |
4,549.00 |
4,509.50 |
|
R1 |
4,522.25 |
4,522.25 |
4,502.75 |
4,535.50 |
PP |
4,473.50 |
4,473.50 |
4,473.50 |
4,480.00 |
S1 |
4,446.75 |
4,446.75 |
4,488.75 |
4,460.00 |
S2 |
4,398.00 |
4,398.00 |
4,482.00 |
|
S3 |
4,322.50 |
4,371.25 |
4,475.00 |
|
S4 |
4,247.00 |
4,295.75 |
4,454.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,532.25 |
4,452.50 |
79.75 |
1.8% |
32.00 |
0.7% |
74% |
False |
False |
12,198 |
10 |
4,532.25 |
4,338.50 |
193.75 |
4.3% |
38.25 |
0.8% |
89% |
False |
False |
10,197 |
20 |
4,532.25 |
4,338.50 |
193.75 |
4.3% |
34.75 |
0.8% |
89% |
False |
False |
7,334 |
40 |
4,532.25 |
4,214.25 |
318.00 |
7.0% |
40.50 |
0.9% |
93% |
False |
False |
4,521 |
60 |
4,532.25 |
4,117.00 |
415.25 |
9.2% |
38.50 |
0.9% |
95% |
False |
False |
3,350 |
80 |
4,532.25 |
4,011.25 |
521.00 |
11.5% |
41.50 |
0.9% |
96% |
False |
False |
2,556 |
100 |
4,532.25 |
4,011.25 |
521.00 |
11.5% |
41.00 |
0.9% |
96% |
False |
False |
2,213 |
120 |
4,532.25 |
3,824.00 |
708.25 |
15.7% |
40.50 |
0.9% |
97% |
False |
False |
2,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,616.00 |
2.618 |
4,583.00 |
1.618 |
4,562.75 |
1.000 |
4,550.25 |
0.618 |
4,542.50 |
HIGH |
4,530.00 |
0.618 |
4,522.25 |
0.500 |
4,520.00 |
0.382 |
4,517.50 |
LOW |
4,509.75 |
0.618 |
4,497.25 |
1.000 |
4,489.50 |
1.618 |
4,477.00 |
2.618 |
4,456.75 |
4.250 |
4,423.75 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,520.00 |
4,512.00 |
PP |
4,517.00 |
4,511.75 |
S1 |
4,514.25 |
4,511.50 |
|