| 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 |
15,585.00 |
15,601.25 |
16.25 |
0.1% |
15,076.50 |
| High |
15,686.00 |
15,670.00 |
-16.00 |
-0.1% |
15,433.25 |
| Low |
15,569.50 |
15,542.00 |
-27.50 |
-0.2% |
15,076.50 |
| Close |
15,598.50 |
15,590.50 |
-8.00 |
-0.1% |
15,415.50 |
| Range |
116.50 |
128.00 |
11.50 |
9.9% |
356.75 |
| ATR |
166.69 |
163.92 |
-2.76 |
-1.7% |
0.00 |
| Volume |
2,052 |
2,516 |
464 |
22.6% |
4,391 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,984.75 |
15,915.75 |
15,661.00 |
|
| R3 |
15,856.75 |
15,787.75 |
15,625.75 |
|
| R2 |
15,728.75 |
15,728.75 |
15,614.00 |
|
| R1 |
15,659.75 |
15,659.75 |
15,602.25 |
15,630.25 |
| PP |
15,600.75 |
15,600.75 |
15,600.75 |
15,586.00 |
| S1 |
15,531.75 |
15,531.75 |
15,578.75 |
15,502.25 |
| S2 |
15,472.75 |
15,472.75 |
15,567.00 |
|
| S3 |
15,344.75 |
15,403.75 |
15,555.25 |
|
| S4 |
15,216.75 |
15,275.75 |
15,520.00 |
|
|
| 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 |
15,257.00 |
429.00 |
2.8% |
154.50 |
1.0% |
78% |
False |
False |
1,806 |
| 10 |
15,686.00 |
14,841.00 |
845.00 |
5.4% |
150.50 |
1.0% |
89% |
False |
False |
1,364 |
| 20 |
15,686.00 |
14,699.00 |
987.00 |
6.3% |
163.75 |
1.1% |
90% |
False |
False |
1,185 |
| 40 |
15,686.00 |
14,437.00 |
1,249.00 |
8.0% |
171.75 |
1.1% |
92% |
False |
False |
1,045 |
| 60 |
15,686.00 |
13,712.75 |
1,973.25 |
12.7% |
171.25 |
1.1% |
95% |
False |
False |
854 |
| 80 |
15,686.00 |
12,897.75 |
2,788.25 |
17.9% |
178.00 |
1.1% |
97% |
False |
False |
650 |
| 100 |
15,686.00 |
12,897.75 |
2,788.25 |
17.9% |
183.25 |
1.2% |
97% |
False |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,214.00 |
|
2.618 |
16,005.00 |
|
1.618 |
15,877.00 |
|
1.000 |
15,798.00 |
|
0.618 |
15,749.00 |
|
HIGH |
15,670.00 |
|
0.618 |
15,621.00 |
|
0.500 |
15,606.00 |
|
0.382 |
15,591.00 |
|
LOW |
15,542.00 |
|
0.618 |
15,463.00 |
|
1.000 |
15,414.00 |
|
1.618 |
15,335.00 |
|
2.618 |
15,207.00 |
|
4.250 |
14,998.00 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,606.00 |
15,597.50 |
| PP |
15,600.75 |
15,595.25 |
| S1 |
15,595.75 |
15,593.00 |
|