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 |
48,610 |
46,940 |
-1,670 |
-3.4% |
48,935 |
High |
48,610 |
49,270 |
660 |
1.4% |
50,685 |
Low |
46,695 |
46,530 |
-165 |
-0.4% |
46,310 |
Close |
47,390 |
48,320 |
930 |
2.0% |
48,455 |
Range |
1,915 |
2,740 |
825 |
43.1% |
4,375 |
ATR |
2,587 |
2,598 |
11 |
0.4% |
0 |
Volume |
4,056 |
4,280 |
224 |
5.5% |
18,325 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56,260 |
55,030 |
49,827 |
|
R3 |
53,520 |
52,290 |
49,074 |
|
R2 |
50,780 |
50,780 |
48,822 |
|
R1 |
49,550 |
49,550 |
48,571 |
50,165 |
PP |
48,040 |
48,040 |
48,040 |
48,348 |
S1 |
46,810 |
46,810 |
48,069 |
47,425 |
S2 |
45,300 |
45,300 |
47,818 |
|
S3 |
42,560 |
44,070 |
47,567 |
|
S4 |
39,820 |
41,330 |
46,813 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61,608 |
59,407 |
50,861 |
|
R3 |
57,233 |
55,032 |
49,658 |
|
R2 |
52,858 |
52,858 |
49,257 |
|
R1 |
50,657 |
50,657 |
48,856 |
49,570 |
PP |
48,483 |
48,483 |
48,483 |
47,940 |
S1 |
46,282 |
46,282 |
48,054 |
45,195 |
S2 |
44,108 |
44,108 |
47,653 |
|
S3 |
39,733 |
41,907 |
47,252 |
|
S4 |
35,358 |
37,532 |
46,049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49,510 |
46,310 |
3,200 |
6.6% |
2,555 |
5.3% |
63% |
False |
False |
4,376 |
10 |
50,685 |
43,935 |
6,750 |
14.0% |
2,471 |
5.1% |
65% |
False |
False |
3,214 |
20 |
50,685 |
37,315 |
13,370 |
27.7% |
2,668 |
5.5% |
82% |
False |
False |
1,923 |
40 |
50,685 |
29,245 |
21,440 |
44.4% |
2,420 |
5.0% |
89% |
False |
False |
1,106 |
60 |
50,685 |
28,825 |
21,860 |
45.2% |
2,507 |
5.2% |
89% |
False |
False |
779 |
80 |
59,550 |
28,825 |
30,725 |
63.6% |
3,025 |
6.3% |
63% |
False |
False |
594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60,915 |
2.618 |
56,443 |
1.618 |
53,703 |
1.000 |
52,010 |
0.618 |
50,963 |
HIGH |
49,270 |
0.618 |
48,223 |
0.500 |
47,900 |
0.382 |
47,577 |
LOW |
46,530 |
0.618 |
44,837 |
1.000 |
43,790 |
1.618 |
42,097 |
2.618 |
39,357 |
4.250 |
34,885 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
48,180 |
48,220 |
PP |
48,040 |
48,120 |
S1 |
47,900 |
48,020 |
|