| 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 |
1,818.4 |
1,813.5 |
-4.9 |
-0.3% |
1,822.9 |
| High |
1,821.0 |
1,838.7 |
17.7 |
1.0% |
1,838.7 |
| Low |
1,809.5 |
1,813.4 |
3.9 |
0.2% |
1,806.6 |
| Close |
1,813.4 |
1,835.7 |
22.3 |
1.2% |
1,835.7 |
| Range |
11.5 |
25.3 |
13.8 |
120.0% |
32.1 |
| ATR |
20.4 |
20.8 |
0.3 |
1.7% |
0.0 |
| Volume |
2,285 |
3,621 |
1,336 |
58.5% |
9,697 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,905.2 |
1,895.7 |
1,849.6 |
|
| R3 |
1,879.9 |
1,870.4 |
1,842.7 |
|
| R2 |
1,854.6 |
1,854.6 |
1,840.3 |
|
| R1 |
1,845.1 |
1,845.1 |
1,838.0 |
1,849.9 |
| PP |
1,829.3 |
1,829.3 |
1,829.3 |
1,831.6 |
| S1 |
1,819.8 |
1,819.8 |
1,833.4 |
1,824.6 |
| S2 |
1,804.0 |
1,804.0 |
1,831.1 |
|
| S3 |
1,778.7 |
1,794.5 |
1,828.7 |
|
| S4 |
1,753.4 |
1,769.2 |
1,821.8 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.3 |
1,911.6 |
1,853.4 |
|
| R3 |
1,891.2 |
1,879.5 |
1,844.5 |
|
| R2 |
1,859.1 |
1,859.1 |
1,841.6 |
|
| R1 |
1,847.4 |
1,847.4 |
1,838.6 |
1,853.3 |
| PP |
1,827.0 |
1,827.0 |
1,827.0 |
1,829.9 |
| S1 |
1,815.3 |
1,815.3 |
1,832.8 |
1,821.2 |
| S2 |
1,794.9 |
1,794.9 |
1,829.8 |
|
| S3 |
1,762.8 |
1,783.2 |
1,826.9 |
|
| S4 |
1,730.7 |
1,751.1 |
1,818.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,838.7 |
1,806.6 |
32.1 |
1.7% |
15.7 |
0.9% |
91% |
True |
False |
1,939 |
| 10 |
1,838.7 |
1,780.2 |
58.5 |
3.2% |
19.1 |
1.0% |
95% |
True |
False |
1,383 |
| 20 |
1,838.7 |
1,680.0 |
158.7 |
8.6% |
22.2 |
1.2% |
98% |
True |
False |
1,741 |
| 40 |
1,840.3 |
1,680.0 |
160.3 |
8.7% |
20.7 |
1.1% |
97% |
False |
False |
2,040 |
| 60 |
1,910.5 |
1,680.0 |
230.5 |
12.6% |
22.4 |
1.2% |
68% |
False |
False |
1,685 |
| 80 |
1,923.0 |
1,680.0 |
243.0 |
13.2% |
21.3 |
1.2% |
64% |
False |
False |
1,454 |
| 100 |
1,923.0 |
1,680.0 |
243.0 |
13.2% |
20.0 |
1.1% |
64% |
False |
False |
1,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,946.2 |
|
2.618 |
1,904.9 |
|
1.618 |
1,879.6 |
|
1.000 |
1,864.0 |
|
0.618 |
1,854.3 |
|
HIGH |
1,838.7 |
|
0.618 |
1,829.0 |
|
0.500 |
1,826.1 |
|
0.382 |
1,823.1 |
|
LOW |
1,813.4 |
|
0.618 |
1,797.8 |
|
1.000 |
1,788.1 |
|
1.618 |
1,772.5 |
|
2.618 |
1,747.2 |
|
4.250 |
1,705.9 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,832.5 |
1,831.8 |
| PP |
1,829.3 |
1,828.0 |
| S1 |
1,826.1 |
1,824.1 |
|