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 |
15,598.74 |
15,637.12 |
38.38 |
0.2% |
15,142.34 |
High |
15,603.55 |
15,696.42 |
92.87 |
0.6% |
15,447.03 |
Low |
15,522.78 |
15,603.67 |
80.89 |
0.5% |
15,141.15 |
Close |
15,582.51 |
15,611.57 |
29.06 |
0.2% |
15,432.95 |
Range |
80.77 |
92.75 |
11.98 |
14.8% |
305.88 |
ATR |
149.13 |
146.62 |
-2.52 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,915.47 |
15,856.27 |
15,662.58 |
|
R3 |
15,822.72 |
15,763.52 |
15,637.08 |
|
R2 |
15,729.97 |
15,729.97 |
15,628.57 |
|
R1 |
15,670.77 |
15,670.77 |
15,620.07 |
15,654.00 |
PP |
15,637.22 |
15,637.22 |
15,637.22 |
15,628.83 |
S1 |
15,578.02 |
15,578.02 |
15,603.07 |
15,561.25 |
S2 |
15,544.47 |
15,544.47 |
15,594.57 |
|
S3 |
15,451.72 |
15,485.27 |
15,586.06 |
|
S4 |
15,358.97 |
15,392.52 |
15,560.56 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,258.02 |
16,151.36 |
15,601.18 |
|
R3 |
15,952.14 |
15,845.48 |
15,517.07 |
|
R2 |
15,646.26 |
15,646.26 |
15,489.03 |
|
R1 |
15,539.60 |
15,539.60 |
15,460.99 |
15,592.93 |
PP |
15,340.38 |
15,340.38 |
15,340.38 |
15,367.04 |
S1 |
15,233.72 |
15,233.72 |
15,404.91 |
15,287.05 |
S2 |
15,034.50 |
15,034.50 |
15,376.87 |
|
S3 |
14,728.62 |
14,927.84 |
15,348.83 |
|
S4 |
14,422.74 |
14,621.96 |
15,264.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,696.42 |
15,265.23 |
431.19 |
2.8% |
116.06 |
0.7% |
80% |
True |
False |
|
10 |
15,696.42 |
14,774.08 |
922.34 |
5.9% |
126.83 |
0.8% |
91% |
True |
False |
|
20 |
15,696.42 |
14,774.08 |
922.34 |
5.9% |
131.33 |
0.8% |
91% |
True |
False |
|
40 |
15,696.42 |
14,455.07 |
1,241.35 |
8.0% |
142.64 |
0.9% |
93% |
True |
False |
|
60 |
15,696.42 |
13,811.05 |
1,885.37 |
12.1% |
137.94 |
0.9% |
95% |
True |
False |
|
80 |
15,696.42 |
12,967.18 |
2,729.24 |
17.5% |
145.30 |
0.9% |
97% |
True |
False |
|
100 |
15,696.42 |
12,967.18 |
2,729.24 |
17.5% |
152.16 |
1.0% |
97% |
True |
False |
|
120 |
15,696.42 |
12,627.93 |
3,068.49 |
19.7% |
157.54 |
1.0% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,090.61 |
2.618 |
15,939.24 |
1.618 |
15,846.49 |
1.000 |
15,789.17 |
0.618 |
15,753.74 |
HIGH |
15,696.42 |
0.618 |
15,660.99 |
0.500 |
15,650.05 |
0.382 |
15,639.10 |
LOW |
15,603.67 |
0.618 |
15,546.35 |
1.000 |
15,510.92 |
1.618 |
15,453.60 |
2.618 |
15,360.85 |
4.250 |
15,209.48 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,650.05 |
15,602.48 |
PP |
15,637.22 |
15,593.39 |
S1 |
15,624.40 |
15,584.30 |
|