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 |
15,671.33 |
15,578.96 |
-92.37 |
-0.6% |
15,476.62 |
High |
15,681.76 |
15,668.12 |
-13.64 |
-0.1% |
15,696.42 |
Low |
15,554.29 |
15,561.55 |
7.26 |
0.0% |
15,472.18 |
Close |
15,604.25 |
15,652.86 |
48.61 |
0.3% |
15,652.86 |
Range |
127.47 |
106.57 |
-20.90 |
-16.4% |
224.24 |
ATR |
145.25 |
142.49 |
-2.76 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,947.22 |
15,906.61 |
15,711.47 |
|
R3 |
15,840.65 |
15,800.04 |
15,682.17 |
|
R2 |
15,734.08 |
15,734.08 |
15,672.40 |
|
R1 |
15,693.47 |
15,693.47 |
15,662.63 |
15,713.78 |
PP |
15,627.51 |
15,627.51 |
15,627.51 |
15,637.66 |
S1 |
15,586.90 |
15,586.90 |
15,643.09 |
15,607.21 |
S2 |
15,520.94 |
15,520.94 |
15,633.32 |
|
S3 |
15,414.37 |
15,480.33 |
15,623.55 |
|
S4 |
15,307.80 |
15,373.76 |
15,594.25 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,279.87 |
16,190.61 |
15,776.19 |
|
R3 |
16,055.63 |
15,966.37 |
15,714.53 |
|
R2 |
15,831.39 |
15,831.39 |
15,693.97 |
|
R1 |
15,742.13 |
15,742.13 |
15,673.42 |
15,786.76 |
PP |
15,607.15 |
15,607.15 |
15,607.15 |
15,629.47 |
S1 |
15,517.89 |
15,517.89 |
15,632.30 |
15,562.52 |
S2 |
15,382.91 |
15,382.91 |
15,611.75 |
|
S3 |
15,158.67 |
15,293.65 |
15,591.19 |
|
S4 |
14,934.43 |
15,069.41 |
15,529.53 |
|
|
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 |
15,472.18 |
224.24 |
1.4% |
111.20 |
0.7% |
81% |
False |
False |
|
10 |
15,696.42 |
15,141.15 |
555.27 |
3.5% |
114.20 |
0.7% |
92% |
False |
False |
|
20 |
15,696.42 |
14,774.08 |
922.34 |
5.9% |
133.04 |
0.8% |
95% |
False |
False |
|
40 |
15,696.42 |
14,455.07 |
1,241.35 |
7.9% |
139.37 |
0.9% |
96% |
False |
False |
|
60 |
15,696.42 |
13,847.32 |
1,849.10 |
11.8% |
137.93 |
0.9% |
98% |
False |
False |
|
80 |
15,696.42 |
12,994.35 |
2,702.07 |
17.3% |
141.34 |
0.9% |
98% |
False |
False |
|
100 |
15,696.42 |
12,967.18 |
2,729.24 |
17.4% |
151.14 |
1.0% |
98% |
False |
False |
|
120 |
15,696.42 |
12,627.93 |
3,068.49 |
19.6% |
156.12 |
1.0% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,121.04 |
2.618 |
15,947.12 |
1.618 |
15,840.55 |
1.000 |
15,774.69 |
0.618 |
15,733.98 |
HIGH |
15,668.12 |
0.618 |
15,627.41 |
0.500 |
15,614.84 |
0.382 |
15,602.26 |
LOW |
15,561.55 |
0.618 |
15,495.69 |
1.000 |
15,454.98 |
1.618 |
15,389.12 |
2.618 |
15,282.55 |
4.250 |
15,108.63 |
|
|
Fisher Pivots for day following 03-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,640.19 |
15,643.69 |
PP |
15,627.51 |
15,634.52 |
S1 |
15,614.84 |
15,625.36 |
|