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 |
48,820 |
46,945 |
-1,875 |
-3.8% |
49,140 |
High |
48,820 |
49,320 |
500 |
1.0% |
50,805 |
Low |
46,840 |
46,600 |
-240 |
-0.5% |
46,440 |
Close |
47,420 |
48,340 |
920 |
1.9% |
48,530 |
Range |
1,980 |
2,720 |
740 |
37.4% |
4,365 |
ATR |
2,471 |
2,489 |
18 |
0.7% |
0 |
Volume |
166 |
331 |
165 |
99.4% |
758 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56,247 |
55,013 |
49,836 |
|
R3 |
53,527 |
52,293 |
49,088 |
|
R2 |
50,807 |
50,807 |
48,839 |
|
R1 |
49,573 |
49,573 |
48,589 |
50,190 |
PP |
48,087 |
48,087 |
48,087 |
48,395 |
S1 |
46,853 |
46,853 |
48,091 |
47,470 |
S2 |
45,367 |
45,367 |
47,841 |
|
S3 |
42,647 |
44,133 |
47,592 |
|
S4 |
39,927 |
41,413 |
46,844 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61,687 |
59,473 |
50,931 |
|
R3 |
57,322 |
55,108 |
49,730 |
|
R2 |
52,957 |
52,957 |
49,330 |
|
R1 |
50,743 |
50,743 |
48,930 |
49,668 |
PP |
48,592 |
48,592 |
48,592 |
48,054 |
S1 |
46,378 |
46,378 |
48,130 |
45,303 |
S2 |
44,227 |
44,227 |
47,730 |
|
S3 |
39,862 |
42,013 |
47,330 |
|
S4 |
35,497 |
37,648 |
46,129 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49,575 |
46,440 |
3,135 |
6.5% |
2,534 |
5.2% |
61% |
False |
False |
198 |
10 |
50,805 |
44,035 |
6,770 |
14.0% |
2,439 |
5.0% |
64% |
False |
False |
173 |
20 |
50,805 |
37,445 |
13,360 |
27.6% |
2,632 |
5.4% |
82% |
False |
False |
112 |
40 |
50,805 |
29,310 |
21,495 |
44.5% |
2,344 |
4.8% |
89% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60,880 |
2.618 |
56,441 |
1.618 |
53,721 |
1.000 |
52,040 |
0.618 |
51,001 |
HIGH |
49,320 |
0.618 |
48,281 |
0.500 |
47,960 |
0.382 |
47,639 |
LOW |
46,600 |
0.618 |
44,919 |
1.000 |
43,880 |
1.618 |
42,199 |
2.618 |
39,479 |
4.250 |
35,040 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
48,213 |
48,256 |
PP |
48,087 |
48,172 |
S1 |
47,960 |
48,088 |
|