| 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 |
2,268.6 |
2,275.2 |
6.6 |
0.3% |
2,164.1 |
| High |
2,278.1 |
2,294.3 |
16.2 |
0.7% |
2,282.1 |
| Low |
2,254.9 |
2,260.2 |
5.3 |
0.2% |
2,163.0 |
| Close |
2,271.2 |
2,286.6 |
15.4 |
0.7% |
2,275.3 |
| Range |
23.2 |
34.1 |
10.9 |
47.0% |
119.1 |
| ATR |
40.7 |
40.2 |
-0.5 |
-1.2% |
0.0 |
| Volume |
169,547 |
160,587 |
-8,960 |
-5.3% |
839,712 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.7 |
2,368.7 |
2,305.4 |
|
| R3 |
2,348.6 |
2,334.6 |
2,296.0 |
|
| R2 |
2,314.5 |
2,314.5 |
2,292.9 |
|
| R1 |
2,300.5 |
2,300.5 |
2,289.7 |
2,307.5 |
| PP |
2,280.4 |
2,280.4 |
2,280.4 |
2,283.9 |
| S1 |
2,266.4 |
2,266.4 |
2,283.5 |
2,273.4 |
| S2 |
2,246.3 |
2,246.3 |
2,280.3 |
|
| S3 |
2,212.2 |
2,232.3 |
2,277.2 |
|
| S4 |
2,178.1 |
2,198.2 |
2,267.8 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.4 |
2,555.5 |
2,340.8 |
|
| R3 |
2,478.3 |
2,436.4 |
2,308.1 |
|
| R2 |
2,359.2 |
2,359.2 |
2,297.1 |
|
| R1 |
2,317.3 |
2,317.3 |
2,286.2 |
2,338.3 |
| PP |
2,240.1 |
2,240.1 |
2,240.1 |
2,250.6 |
| S1 |
2,198.2 |
2,198.2 |
2,264.4 |
2,219.2 |
| S2 |
2,121.0 |
2,121.0 |
2,253.5 |
|
| S3 |
2,001.9 |
2,079.1 |
2,242.5 |
|
| S4 |
1,882.8 |
1,960.0 |
2,209.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,294.3 |
2,206.4 |
87.9 |
3.8% |
38.6 |
1.7% |
91% |
True |
False |
173,852 |
| 10 |
2,294.3 |
2,108.7 |
185.6 |
8.1% |
40.6 |
1.8% |
96% |
True |
False |
180,574 |
| 20 |
2,294.3 |
2,108.7 |
185.6 |
8.1% |
37.7 |
1.6% |
96% |
True |
False |
166,400 |
| 40 |
2,294.3 |
2,100.1 |
194.2 |
8.5% |
44.2 |
1.9% |
96% |
True |
False |
174,895 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.6 |
1.9% |
76% |
False |
False |
167,138 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.9 |
1.9% |
76% |
False |
False |
125,510 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.7 |
1.9% |
76% |
False |
False |
100,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,439.2 |
|
2.618 |
2,383.6 |
|
1.618 |
2,349.5 |
|
1.000 |
2,328.4 |
|
0.618 |
2,315.4 |
|
HIGH |
2,294.3 |
|
0.618 |
2,281.3 |
|
0.500 |
2,277.3 |
|
0.382 |
2,273.2 |
|
LOW |
2,260.2 |
|
0.618 |
2,239.1 |
|
1.000 |
2,226.1 |
|
1.618 |
2,205.0 |
|
2.618 |
2,170.9 |
|
4.250 |
2,115.3 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,283.5 |
2,282.6 |
| PP |
2,280.4 |
2,278.6 |
| S1 |
2,277.3 |
2,274.6 |
|