| 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 |
15,601.25 |
15,595.00 |
-6.25 |
0.0% |
15,419.00 |
| High |
15,670.00 |
15,665.00 |
-5.00 |
0.0% |
15,686.00 |
| Low |
15,542.00 |
15,543.25 |
1.25 |
0.0% |
15,409.25 |
| Close |
15,590.50 |
15,640.75 |
50.25 |
0.3% |
15,640.75 |
| Range |
128.00 |
121.75 |
-6.25 |
-4.9% |
276.75 |
| ATR |
163.92 |
160.91 |
-3.01 |
-1.8% |
0.00 |
| Volume |
2,516 |
3,117 |
601 |
23.9% |
11,156 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,981.50 |
15,933.00 |
15,707.75 |
|
| R3 |
15,859.75 |
15,811.25 |
15,674.25 |
|
| R2 |
15,738.00 |
15,738.00 |
15,663.00 |
|
| R1 |
15,689.50 |
15,689.50 |
15,652.00 |
15,713.75 |
| PP |
15,616.25 |
15,616.25 |
15,616.25 |
15,628.50 |
| S1 |
15,567.75 |
15,567.75 |
15,629.50 |
15,592.00 |
| S2 |
15,494.50 |
15,494.50 |
15,618.50 |
|
| S3 |
15,372.75 |
15,446.00 |
15,607.25 |
|
| S4 |
15,251.00 |
15,324.25 |
15,573.75 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,409.00 |
16,301.50 |
15,793.00 |
|
| R3 |
16,132.25 |
16,024.75 |
15,716.75 |
|
| R2 |
15,855.50 |
15,855.50 |
15,691.50 |
|
| R1 |
15,748.00 |
15,748.00 |
15,666.00 |
15,801.75 |
| PP |
15,578.75 |
15,578.75 |
15,578.75 |
15,605.50 |
| S1 |
15,471.25 |
15,471.25 |
15,615.50 |
15,525.00 |
| S2 |
15,302.00 |
15,302.00 |
15,590.00 |
|
| S3 |
15,025.25 |
15,194.50 |
15,564.75 |
|
| S4 |
14,748.50 |
14,917.75 |
15,488.50 |
|
|
| 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 |
15,409.25 |
276.75 |
1.8% |
143.50 |
0.9% |
84% |
False |
False |
2,231 |
| 10 |
15,686.00 |
15,076.50 |
609.50 |
3.9% |
138.25 |
0.9% |
93% |
False |
False |
1,554 |
| 20 |
15,686.00 |
14,699.00 |
987.00 |
6.3% |
163.75 |
1.0% |
95% |
False |
False |
1,314 |
| 40 |
15,686.00 |
14,437.00 |
1,249.00 |
8.0% |
170.00 |
1.1% |
96% |
False |
False |
1,111 |
| 60 |
15,686.00 |
13,823.50 |
1,862.50 |
11.9% |
169.25 |
1.1% |
98% |
False |
False |
905 |
| 80 |
15,686.00 |
12,897.75 |
2,788.25 |
17.8% |
175.75 |
1.1% |
98% |
False |
False |
688 |
| 100 |
15,686.00 |
12,897.75 |
2,788.25 |
17.8% |
182.00 |
1.2% |
98% |
False |
False |
555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,182.50 |
|
2.618 |
15,983.75 |
|
1.618 |
15,862.00 |
|
1.000 |
15,786.75 |
|
0.618 |
15,740.25 |
|
HIGH |
15,665.00 |
|
0.618 |
15,618.50 |
|
0.500 |
15,604.00 |
|
0.382 |
15,589.75 |
|
LOW |
15,543.25 |
|
0.618 |
15,468.00 |
|
1.000 |
15,421.50 |
|
1.618 |
15,346.25 |
|
2.618 |
15,224.50 |
|
4.250 |
15,025.75 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,628.50 |
15,631.75 |
| PP |
15,616.25 |
15,623.00 |
| S1 |
15,604.00 |
15,614.00 |
|