| 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 |
15,591.50 |
15,585.00 |
-6.50 |
0.0% |
15,076.50 |
| High |
15,664.25 |
15,686.00 |
21.75 |
0.1% |
15,433.25 |
| Low |
15,509.25 |
15,569.50 |
60.25 |
0.4% |
15,076.50 |
| Close |
15,571.25 |
15,598.50 |
27.25 |
0.2% |
15,415.50 |
| Range |
155.00 |
116.50 |
-38.50 |
-24.8% |
356.75 |
| ATR |
170.55 |
166.69 |
-3.86 |
-2.3% |
0.00 |
| Volume |
1,968 |
2,052 |
84 |
4.3% |
4,391 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,967.50 |
15,899.50 |
15,662.50 |
|
| R3 |
15,851.00 |
15,783.00 |
15,630.50 |
|
| R2 |
15,734.50 |
15,734.50 |
15,619.75 |
|
| R1 |
15,666.50 |
15,666.50 |
15,609.25 |
15,700.50 |
| PP |
15,618.00 |
15,618.00 |
15,618.00 |
15,635.00 |
| S1 |
15,550.00 |
15,550.00 |
15,587.75 |
15,584.00 |
| S2 |
15,501.50 |
15,501.50 |
15,577.25 |
|
| S3 |
15,385.00 |
15,433.50 |
15,566.50 |
|
| S4 |
15,268.50 |
15,317.00 |
15,534.50 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,378.75 |
16,253.75 |
15,611.75 |
|
| R3 |
16,022.00 |
15,897.00 |
15,513.50 |
|
| R2 |
15,665.25 |
15,665.25 |
15,481.00 |
|
| R1 |
15,540.25 |
15,540.25 |
15,448.25 |
15,602.75 |
| PP |
15,308.50 |
15,308.50 |
15,308.50 |
15,339.50 |
| S1 |
15,183.50 |
15,183.50 |
15,382.75 |
15,246.00 |
| S2 |
14,951.75 |
14,951.75 |
15,350.00 |
|
| S3 |
14,595.00 |
14,826.75 |
15,317.50 |
|
| S4 |
14,238.25 |
14,470.00 |
15,219.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,686.00 |
15,245.75 |
440.25 |
2.8% |
150.50 |
1.0% |
80% |
True |
False |
1,501 |
| 10 |
15,686.00 |
14,699.00 |
987.00 |
6.3% |
166.50 |
1.1% |
91% |
True |
False |
1,279 |
| 20 |
15,686.00 |
14,699.00 |
987.00 |
6.3% |
162.50 |
1.0% |
91% |
True |
False |
1,096 |
| 40 |
15,686.00 |
14,437.00 |
1,249.00 |
8.0% |
175.50 |
1.1% |
93% |
True |
False |
1,005 |
| 60 |
15,686.00 |
13,712.75 |
1,973.25 |
12.7% |
170.50 |
1.1% |
96% |
True |
False |
813 |
| 80 |
15,686.00 |
12,897.75 |
2,788.25 |
17.9% |
180.00 |
1.2% |
97% |
True |
False |
619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,181.00 |
|
2.618 |
15,991.00 |
|
1.618 |
15,874.50 |
|
1.000 |
15,802.50 |
|
0.618 |
15,758.00 |
|
HIGH |
15,686.00 |
|
0.618 |
15,641.50 |
|
0.500 |
15,627.75 |
|
0.382 |
15,614.00 |
|
LOW |
15,569.50 |
|
0.618 |
15,497.50 |
|
1.000 |
15,453.00 |
|
1.618 |
15,381.00 |
|
2.618 |
15,264.50 |
|
4.250 |
15,074.50 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,627.75 |
15,581.50 |
| PP |
15,618.00 |
15,564.50 |
| S1 |
15,608.25 |
15,547.50 |
|