Trading Metrics calculated at close of trading on 02-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,637.12 |
15,671.33 |
34.21 |
0.2% |
15,142.34 |
High |
15,696.42 |
15,681.76 |
-14.66 |
-0.1% |
15,447.03 |
Low |
15,603.67 |
15,554.29 |
-49.38 |
-0.3% |
15,141.15 |
Close |
15,611.57 |
15,604.25 |
-7.32 |
0.0% |
15,432.95 |
Range |
92.75 |
127.47 |
34.72 |
37.4% |
305.88 |
ATR |
146.62 |
145.25 |
-1.37 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,995.84 |
15,927.52 |
15,674.36 |
|
R3 |
15,868.37 |
15,800.05 |
15,639.30 |
|
R2 |
15,740.90 |
15,740.90 |
15,627.62 |
|
R1 |
15,672.58 |
15,672.58 |
15,615.93 |
15,643.01 |
PP |
15,613.43 |
15,613.43 |
15,613.43 |
15,598.65 |
S1 |
15,545.11 |
15,545.11 |
15,592.57 |
15,515.54 |
S2 |
15,485.96 |
15,485.96 |
15,580.88 |
|
S3 |
15,358.49 |
15,417.64 |
15,569.20 |
|
S4 |
15,231.02 |
15,290.17 |
15,534.14 |
|
|
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 |
15,292.74 |
403.68 |
2.6% |
120.74 |
0.8% |
77% |
False |
False |
|
10 |
15,696.42 |
14,969.69 |
726.73 |
4.7% |
116.97 |
0.7% |
87% |
False |
False |
|
20 |
15,696.42 |
14,774.08 |
922.34 |
5.9% |
132.68 |
0.9% |
90% |
False |
False |
|
40 |
15,696.42 |
14,455.07 |
1,241.35 |
8.0% |
140.53 |
0.9% |
93% |
False |
False |
|
60 |
15,696.42 |
13,817.83 |
1,878.59 |
12.0% |
138.57 |
0.9% |
95% |
False |
False |
|
80 |
15,696.42 |
12,967.18 |
2,729.24 |
17.5% |
143.35 |
0.9% |
97% |
False |
False |
|
100 |
15,696.42 |
12,967.18 |
2,729.24 |
17.5% |
152.15 |
1.0% |
97% |
False |
False |
|
120 |
15,696.42 |
12,627.93 |
3,068.49 |
19.7% |
156.95 |
1.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,223.51 |
2.618 |
16,015.48 |
1.618 |
15,888.01 |
1.000 |
15,809.23 |
0.618 |
15,760.54 |
HIGH |
15,681.76 |
0.618 |
15,633.07 |
0.500 |
15,618.03 |
0.382 |
15,602.98 |
LOW |
15,554.29 |
0.618 |
15,475.51 |
1.000 |
15,426.82 |
1.618 |
15,348.04 |
2.618 |
15,220.57 |
4.250 |
15,012.54 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,618.03 |
15,609.60 |
PP |
15,613.43 |
15,607.82 |
S1 |
15,608.84 |
15,606.03 |
|