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 |
4,518.25 |
4,513.00 |
-5.25 |
-0.1% |
4,426.00 |
High |
4,530.00 |
4,534.25 |
4.25 |
0.1% |
4,500.00 |
Low |
4,509.75 |
4,506.25 |
-3.50 |
-0.1% |
4,424.50 |
Close |
4,511.50 |
4,525.50 |
14.00 |
0.3% |
4,495.75 |
Range |
20.25 |
28.00 |
7.75 |
38.3% |
75.50 |
ATR |
37.24 |
36.58 |
-0.66 |
-1.8% |
0.00 |
Volume |
19,992 |
23,564 |
3,572 |
17.9% |
48,368 |
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,606.00 |
4,593.75 |
4,541.00 |
|
R3 |
4,578.00 |
4,565.75 |
4,533.25 |
|
R2 |
4,550.00 |
4,550.00 |
4,530.75 |
|
R1 |
4,537.75 |
4,537.75 |
4,528.00 |
4,544.00 |
PP |
4,522.00 |
4,522.00 |
4,522.00 |
4,525.00 |
S1 |
4,509.75 |
4,509.75 |
4,523.00 |
4,516.00 |
S2 |
4,494.00 |
4,494.00 |
4,520.25 |
|
S3 |
4,466.00 |
4,481.75 |
4,517.75 |
|
S4 |
4,438.00 |
4,453.75 |
4,510.00 |
|
|
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 |
4,534.25 |
4,452.50 |
81.75 |
1.8% |
31.75 |
0.7% |
89% |
True |
False |
14,973 |
10 |
4,534.25 |
4,362.50 |
171.75 |
3.8% |
34.50 |
0.8% |
95% |
True |
False |
11,790 |
20 |
4,534.25 |
4,338.50 |
195.75 |
4.3% |
34.75 |
0.8% |
96% |
True |
False |
8,366 |
40 |
4,534.25 |
4,214.25 |
320.00 |
7.1% |
39.50 |
0.9% |
97% |
True |
False |
5,071 |
60 |
4,534.25 |
4,117.00 |
417.25 |
9.2% |
38.75 |
0.9% |
98% |
True |
False |
3,740 |
80 |
4,534.25 |
4,011.25 |
523.00 |
11.6% |
40.75 |
0.9% |
98% |
True |
False |
2,846 |
100 |
4,534.25 |
4,011.25 |
523.00 |
11.6% |
41.00 |
0.9% |
98% |
True |
False |
2,448 |
120 |
4,534.25 |
3,824.00 |
710.25 |
15.7% |
40.50 |
0.9% |
99% |
True |
False |
2,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.25 |
2.618 |
4,607.50 |
1.618 |
4,579.50 |
1.000 |
4,562.25 |
0.618 |
4,551.50 |
HIGH |
4,534.25 |
0.618 |
4,523.50 |
0.500 |
4,520.25 |
0.382 |
4,517.00 |
LOW |
4,506.25 |
0.618 |
4,489.00 |
1.000 |
4,478.25 |
1.618 |
4,461.00 |
2.618 |
4,433.00 |
4.250 |
4,387.25 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,523.75 |
4,523.00 |
PP |
4,522.00 |
4,520.50 |
S1 |
4,520.25 |
4,518.00 |
|