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 |
3,340.2610 |
3,391.3900 |
51.1290 |
1.5% |
3,259.3120 |
High |
3,465.5820 |
3,768.4660 |
302.8840 |
8.7% |
3,376.5260 |
Low |
3,191.6750 |
3,372.4310 |
180.7560 |
5.7% |
3,057.5100 |
Close |
3,391.1730 |
3,729.5340 |
338.3610 |
10.0% |
3,265.0730 |
Range |
273.9070 |
396.0350 |
122.1280 |
44.6% |
319.0160 |
ATR |
212.4214 |
225.5367 |
13.1153 |
6.2% |
0.0000 |
Volume |
956,983 |
1,300,095 |
343,112 |
35.9% |
3,667,522 |
|
Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.5820 |
4,666.5930 |
3,947.3533 |
|
R3 |
4,415.5470 |
4,270.5580 |
3,838.4436 |
|
R2 |
4,019.5120 |
4,019.5120 |
3,802.1404 |
|
R1 |
3,874.5230 |
3,874.5230 |
3,765.8372 |
3,947.0175 |
PP |
3,623.4770 |
3,623.4770 |
3,623.4770 |
3,659.7243 |
S1 |
3,478.4880 |
3,478.4880 |
3,693.2308 |
3,550.9825 |
S2 |
3,227.4420 |
3,227.4420 |
3,656.9276 |
|
S3 |
2,831.4070 |
3,082.4530 |
3,620.6244 |
|
S4 |
2,435.3720 |
2,686.4180 |
3,511.7148 |
|
|
Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,190.0843 |
4,046.5947 |
3,440.5318 |
|
R3 |
3,871.0683 |
3,727.5787 |
3,352.8024 |
|
R2 |
3,552.0523 |
3,552.0523 |
3,323.5593 |
|
R1 |
3,408.5627 |
3,408.5627 |
3,294.3161 |
3,480.3075 |
PP |
3,233.0363 |
3,233.0363 |
3,233.0363 |
3,268.9088 |
S1 |
3,089.5467 |
3,089.5467 |
3,235.8299 |
3,161.2915 |
S2 |
2,914.0203 |
2,914.0203 |
3,206.5867 |
|
S3 |
2,595.0043 |
2,770.5307 |
3,177.3436 |
|
S4 |
2,275.9883 |
2,451.5147 |
3,089.6142 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,768.4660 |
3,057.5100 |
710.9560 |
19.1% |
254.4956 |
6.8% |
95% |
True |
False |
846,592 |
10 |
3,768.4660 |
2,962.4710 |
805.9950 |
21.6% |
224.2980 |
6.0% |
95% |
True |
False |
761,714 |
20 |
3,768.4660 |
2,544.1200 |
1,224.3460 |
32.8% |
230.7259 |
6.2% |
97% |
True |
False |
1,037,755 |
40 |
3,768.4660 |
1,721.5890 |
2,046.8770 |
54.9% |
201.0264 |
5.4% |
98% |
True |
False |
1,129,936 |
60 |
3,768.4660 |
1,709.6900 |
2,058.7760 |
55.2% |
204.2906 |
5.5% |
98% |
True |
False |
1,215,276 |
80 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
71.4% |
281.1578 |
7.5% |
76% |
False |
False |
1,261,307 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
71.4% |
282.7071 |
7.6% |
76% |
False |
False |
1,200,522 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
75.6% |
255.9897 |
6.9% |
77% |
False |
False |
1,100,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,451.6148 |
2.618 |
4,805.2856 |
1.618 |
4,409.2506 |
1.000 |
4,164.5010 |
0.618 |
4,013.2156 |
HIGH |
3,768.4660 |
0.618 |
3,617.1806 |
0.500 |
3,570.4485 |
0.382 |
3,523.7164 |
LOW |
3,372.4310 |
0.618 |
3,127.6814 |
1.000 |
2,976.3960 |
1.618 |
2,731.6464 |
2.618 |
2,335.6114 |
4.250 |
1,689.2823 |
|
|
Fisher Pivots for day following 01-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,676.5055 |
3,639.0855 |
PP |
3,623.4770 |
3,548.6370 |
S1 |
3,570.4485 |
3,458.1885 |
|