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 |
35,391.38 |
35,387.55 |
-3.83 |
0.0% |
35,160.97 |
High |
35,449.79 |
35,407.37 |
-42.42 |
-0.1% |
35,501.14 |
Low |
35,290.07 |
35,287.05 |
-3.02 |
0.0% |
35,160.97 |
Close |
35,360.73 |
35,312.53 |
-48.20 |
-0.1% |
35,455.80 |
Range |
159.72 |
120.32 |
-39.40 |
-24.7% |
340.17 |
ATR |
266.82 |
256.35 |
-10.46 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,696.61 |
35,624.89 |
35,378.71 |
|
R3 |
35,576.29 |
35,504.57 |
35,345.62 |
|
R2 |
35,455.97 |
35,455.97 |
35,334.59 |
|
R1 |
35,384.25 |
35,384.25 |
35,323.56 |
35,359.95 |
PP |
35,335.65 |
35,335.65 |
35,335.65 |
35,323.50 |
S1 |
35,263.93 |
35,263.93 |
35,301.50 |
35,239.63 |
S2 |
35,215.33 |
35,215.33 |
35,290.47 |
|
S3 |
35,095.01 |
35,143.61 |
35,279.44 |
|
S4 |
34,974.69 |
35,023.29 |
35,246.35 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,393.15 |
36,264.64 |
35,642.89 |
|
R3 |
36,052.98 |
35,924.47 |
35,549.35 |
|
R2 |
35,712.81 |
35,712.81 |
35,518.16 |
|
R1 |
35,584.30 |
35,584.30 |
35,486.98 |
35,648.56 |
PP |
35,372.64 |
35,372.64 |
35,372.64 |
35,404.76 |
S1 |
35,244.13 |
35,244.13 |
35,424.62 |
35,308.39 |
S2 |
35,032.47 |
35,032.47 |
35,393.44 |
|
S3 |
34,692.30 |
34,903.96 |
35,362.25 |
|
S4 |
34,352.13 |
34,563.79 |
35,268.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,510.71 |
35,205.10 |
305.61 |
0.9% |
191.54 |
0.5% |
35% |
False |
False |
|
10 |
35,510.71 |
34,691.58 |
819.13 |
2.3% |
214.21 |
0.6% |
76% |
False |
False |
|
20 |
35,631.19 |
34,691.58 |
939.61 |
2.7% |
231.30 |
0.7% |
66% |
False |
False |
|
40 |
35,631.19 |
33,741.76 |
1,889.43 |
5.4% |
276.47 |
0.8% |
83% |
False |
False |
|
60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
281.94 |
0.8% |
86% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
288.33 |
0.8% |
86% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
288.92 |
0.8% |
86% |
False |
False |
|
120 |
35,631.19 |
32,074.60 |
3,556.59 |
10.1% |
289.32 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,918.73 |
2.618 |
35,722.37 |
1.618 |
35,602.05 |
1.000 |
35,527.69 |
0.618 |
35,481.73 |
HIGH |
35,407.37 |
0.618 |
35,361.41 |
0.500 |
35,347.21 |
0.382 |
35,333.01 |
LOW |
35,287.05 |
0.618 |
35,212.69 |
1.000 |
35,166.73 |
1.618 |
35,092.37 |
2.618 |
34,972.05 |
4.250 |
34,775.69 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
35,347.21 |
35,398.88 |
PP |
35,335.65 |
35,370.10 |
S1 |
35,324.09 |
35,341.31 |
|