| 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 |
2,275.2 |
2,285.9 |
10.7 |
0.5% |
2,164.1 |
| High |
2,294.3 |
2,310.1 |
15.8 |
0.7% |
2,282.1 |
| Low |
2,260.2 |
2,280.3 |
20.1 |
0.9% |
2,163.0 |
| Close |
2,286.6 |
2,301.1 |
14.5 |
0.6% |
2,275.3 |
| Range |
34.1 |
29.8 |
-4.3 |
-12.6% |
119.1 |
| ATR |
40.2 |
39.5 |
-0.7 |
-1.8% |
0.0 |
| Volume |
160,587 |
143,779 |
-16,808 |
-10.5% |
839,712 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.6 |
2,373.6 |
2,317.5 |
|
| R3 |
2,356.8 |
2,343.8 |
2,309.3 |
|
| R2 |
2,327.0 |
2,327.0 |
2,306.6 |
|
| R1 |
2,314.0 |
2,314.0 |
2,303.8 |
2,320.5 |
| PP |
2,297.2 |
2,297.2 |
2,297.2 |
2,300.4 |
| S1 |
2,284.2 |
2,284.2 |
2,298.4 |
2,290.7 |
| S2 |
2,267.4 |
2,267.4 |
2,295.6 |
|
| S3 |
2,237.6 |
2,254.4 |
2,292.9 |
|
| S4 |
2,207.8 |
2,224.6 |
2,284.7 |
|
|
| 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 |
2,310.1 |
2,206.4 |
103.7 |
4.5% |
37.8 |
1.6% |
91% |
True |
False |
166,593 |
| 10 |
2,310.1 |
2,109.8 |
200.3 |
8.7% |
38.6 |
1.7% |
96% |
True |
False |
167,282 |
| 20 |
2,310.1 |
2,108.7 |
201.4 |
8.8% |
36.7 |
1.6% |
96% |
True |
False |
166,472 |
| 40 |
2,310.1 |
2,100.1 |
210.0 |
9.1% |
43.4 |
1.9% |
96% |
True |
False |
173,050 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
10.7% |
42.6 |
1.9% |
81% |
False |
False |
169,386 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
10.7% |
42.5 |
1.8% |
81% |
False |
False |
127,305 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
10.7% |
42.6 |
1.9% |
81% |
False |
False |
101,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,436.8 |
|
2.618 |
2,388.1 |
|
1.618 |
2,358.3 |
|
1.000 |
2,339.9 |
|
0.618 |
2,328.5 |
|
HIGH |
2,310.1 |
|
0.618 |
2,298.7 |
|
0.500 |
2,295.2 |
|
0.382 |
2,291.7 |
|
LOW |
2,280.3 |
|
0.618 |
2,261.9 |
|
1.000 |
2,250.5 |
|
1.618 |
2,232.1 |
|
2.618 |
2,202.3 |
|
4.250 |
2,153.7 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.1 |
2,294.9 |
| PP |
2,297.2 |
2,288.7 |
| S1 |
2,295.2 |
2,282.5 |
|