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 |
4,513.00 |
4,526.75 |
13.75 |
0.3% |
4,498.50 |
High |
4,534.25 |
4,539.50 |
5.25 |
0.1% |
4,539.50 |
Low |
4,506.25 |
4,509.75 |
3.50 |
0.1% |
4,491.50 |
Close |
4,525.50 |
4,524.75 |
-0.75 |
0.0% |
4,524.75 |
Range |
28.00 |
29.75 |
1.75 |
6.3% |
48.00 |
ATR |
36.58 |
36.09 |
-0.49 |
-1.3% |
0.00 |
Volume |
23,564 |
16,203 |
-7,361 |
-31.2% |
81,235 |
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,614.00 |
4,599.00 |
4,541.00 |
|
R3 |
4,584.25 |
4,569.25 |
4,533.00 |
|
R2 |
4,554.50 |
4,554.50 |
4,530.25 |
|
R1 |
4,539.50 |
4,539.50 |
4,527.50 |
4,532.00 |
PP |
4,524.75 |
4,524.75 |
4,524.75 |
4,521.00 |
S1 |
4,509.75 |
4,509.75 |
4,522.00 |
4,502.50 |
S2 |
4,495.00 |
4,495.00 |
4,519.25 |
|
S3 |
4,465.25 |
4,480.00 |
4,516.50 |
|
S4 |
4,435.50 |
4,450.25 |
4,508.50 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.50 |
4,641.75 |
4,551.25 |
|
R3 |
4,614.50 |
4,593.75 |
4,538.00 |
|
R2 |
4,566.50 |
4,566.50 |
4,533.50 |
|
R1 |
4,545.75 |
4,545.75 |
4,529.25 |
4,556.00 |
PP |
4,518.50 |
4,518.50 |
4,518.50 |
4,523.75 |
S1 |
4,497.75 |
4,497.75 |
4,520.25 |
4,508.00 |
S2 |
4,470.50 |
4,470.50 |
4,516.00 |
|
S3 |
4,422.50 |
4,449.75 |
4,511.50 |
|
S4 |
4,374.50 |
4,401.75 |
4,498.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,539.50 |
4,491.50 |
48.00 |
1.1% |
28.25 |
0.6% |
69% |
True |
False |
16,247 |
10 |
4,539.50 |
4,424.50 |
115.00 |
2.5% |
30.50 |
0.7% |
87% |
True |
False |
12,960 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.4% |
35.50 |
0.8% |
93% |
True |
False |
8,596 |
40 |
4,539.50 |
4,214.25 |
325.25 |
7.2% |
38.50 |
0.8% |
95% |
True |
False |
5,455 |
60 |
4,539.50 |
4,117.00 |
422.50 |
9.3% |
38.50 |
0.9% |
97% |
True |
False |
4,006 |
80 |
4,539.50 |
4,011.25 |
528.25 |
11.7% |
40.00 |
0.9% |
97% |
True |
False |
3,045 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.7% |
41.00 |
0.9% |
97% |
True |
False |
2,503 |
120 |
4,539.50 |
3,824.00 |
715.50 |
15.8% |
40.50 |
0.9% |
98% |
True |
False |
2,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,666.00 |
2.618 |
4,617.50 |
1.618 |
4,587.75 |
1.000 |
4,569.25 |
0.618 |
4,558.00 |
HIGH |
4,539.50 |
0.618 |
4,528.25 |
0.500 |
4,524.50 |
0.382 |
4,521.00 |
LOW |
4,509.75 |
0.618 |
4,491.25 |
1.000 |
4,480.00 |
1.618 |
4,461.50 |
2.618 |
4,431.75 |
4.250 |
4,383.25 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,524.75 |
4,524.00 |
PP |
4,524.75 |
4,523.50 |
S1 |
4,524.50 |
4,523.00 |
|