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 |
1,814.4 |
1,818.6 |
4.2 |
0.2% |
1,783.8 |
High |
1,822.5 |
1,824.3 |
1.8 |
0.1% |
1,823.7 |
Low |
1,806.6 |
1,813.8 |
7.2 |
0.4% |
1,780.2 |
Close |
1,820.1 |
1,818.0 |
-2.1 |
-0.1% |
1,821.5 |
Range |
15.9 |
10.5 |
-5.4 |
-34.0% |
43.5 |
ATR |
21.9 |
21.1 |
-0.8 |
-3.7% |
0.0 |
Volume |
787 |
2,594 |
1,807 |
229.6% |
4,137 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,850.2 |
1,844.6 |
1,823.8 |
|
R3 |
1,839.7 |
1,834.1 |
1,820.9 |
|
R2 |
1,829.2 |
1,829.2 |
1,819.9 |
|
R1 |
1,823.6 |
1,823.6 |
1,819.0 |
1,821.2 |
PP |
1,818.7 |
1,818.7 |
1,818.7 |
1,817.5 |
S1 |
1,813.1 |
1,813.1 |
1,817.0 |
1,810.7 |
S2 |
1,808.2 |
1,808.2 |
1,816.1 |
|
S3 |
1,797.7 |
1,802.6 |
1,815.1 |
|
S4 |
1,787.2 |
1,792.1 |
1,812.2 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.0 |
1,923.7 |
1,845.4 |
|
R3 |
1,895.5 |
1,880.2 |
1,833.5 |
|
R2 |
1,852.0 |
1,852.0 |
1,829.5 |
|
R1 |
1,836.7 |
1,836.7 |
1,825.5 |
1,844.4 |
PP |
1,808.5 |
1,808.5 |
1,808.5 |
1,812.3 |
S1 |
1,793.2 |
1,793.2 |
1,817.5 |
1,800.9 |
S2 |
1,765.0 |
1,765.0 |
1,813.5 |
|
S3 |
1,721.5 |
1,749.7 |
1,809.5 |
|
S4 |
1,678.0 |
1,706.2 |
1,797.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,828.0 |
1,783.4 |
44.6 |
2.5% |
19.1 |
1.1% |
78% |
False |
False |
1,128 |
10 |
1,828.0 |
1,776.6 |
51.4 |
2.8% |
18.4 |
1.0% |
81% |
False |
False |
1,113 |
20 |
1,828.0 |
1,680.0 |
148.0 |
8.1% |
23.5 |
1.3% |
93% |
False |
False |
1,668 |
40 |
1,840.3 |
1,680.0 |
160.3 |
8.8% |
20.8 |
1.1% |
86% |
False |
False |
2,105 |
60 |
1,910.5 |
1,680.0 |
230.5 |
12.7% |
22.4 |
1.2% |
60% |
False |
False |
1,665 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
21.4 |
1.2% |
57% |
False |
False |
1,412 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
19.9 |
1.1% |
57% |
False |
False |
1,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,868.9 |
2.618 |
1,851.8 |
1.618 |
1,841.3 |
1.000 |
1,834.8 |
0.618 |
1,830.8 |
HIGH |
1,824.3 |
0.618 |
1,820.3 |
0.500 |
1,819.1 |
0.382 |
1,817.8 |
LOW |
1,813.8 |
0.618 |
1,807.3 |
1.000 |
1,803.3 |
1.618 |
1,796.8 |
2.618 |
1,786.3 |
4.250 |
1,769.2 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,819.1 |
1,817.8 |
PP |
1,818.7 |
1,817.5 |
S1 |
1,818.4 |
1,817.3 |
|