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 |
35,387.55 |
35,353.06 |
-34.49 |
-0.1% |
35,160.97 |
High |
35,407.37 |
35,475.40 |
68.03 |
0.2% |
35,501.14 |
Low |
35,287.05 |
35,348.48 |
61.43 |
0.2% |
35,160.97 |
Close |
35,312.53 |
35,443.82 |
131.29 |
0.4% |
35,455.80 |
Range |
120.32 |
126.92 |
6.60 |
5.5% |
340.17 |
ATR |
256.35 |
249.68 |
-6.68 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,803.33 |
35,750.49 |
35,513.63 |
|
R3 |
35,676.41 |
35,623.57 |
35,478.72 |
|
R2 |
35,549.49 |
35,549.49 |
35,467.09 |
|
R1 |
35,496.65 |
35,496.65 |
35,455.45 |
35,523.07 |
PP |
35,422.57 |
35,422.57 |
35,422.57 |
35,435.78 |
S1 |
35,369.73 |
35,369.73 |
35,432.19 |
35,396.15 |
S2 |
35,295.65 |
35,295.65 |
35,420.55 |
|
S3 |
35,168.73 |
35,242.81 |
35,408.92 |
|
S4 |
35,041.81 |
35,115.89 |
35,374.01 |
|
|
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 |
35,231.11 |
279.60 |
0.8% |
158.26 |
0.4% |
76% |
False |
False |
|
10 |
35,510.71 |
34,868.38 |
642.33 |
1.8% |
196.28 |
0.6% |
90% |
False |
False |
|
20 |
35,631.19 |
34,691.58 |
939.61 |
2.7% |
225.05 |
0.6% |
80% |
False |
False |
|
40 |
35,631.19 |
33,741.76 |
1,889.43 |
5.3% |
269.05 |
0.8% |
90% |
False |
False |
|
60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
280.46 |
0.8% |
92% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
283.70 |
0.8% |
92% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
288.23 |
0.8% |
92% |
False |
False |
|
120 |
35,631.19 |
32,074.60 |
3,556.59 |
10.0% |
287.56 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,014.81 |
2.618 |
35,807.68 |
1.618 |
35,680.76 |
1.000 |
35,602.32 |
0.618 |
35,553.84 |
HIGH |
35,475.40 |
0.618 |
35,426.92 |
0.500 |
35,411.94 |
0.382 |
35,396.96 |
LOW |
35,348.48 |
0.618 |
35,270.04 |
1.000 |
35,221.56 |
1.618 |
35,143.12 |
2.618 |
35,016.20 |
4.250 |
34,809.07 |
|
|
Fisher Pivots for day following 02-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
35,433.19 |
35,422.96 |
PP |
35,422.57 |
35,402.09 |
S1 |
35,411.94 |
35,381.23 |
|