| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,285.9 |
2,303.0 |
17.1 |
0.7% |
2,280.0 |
| High |
2,310.1 |
2,312.4 |
2.3 |
0.1% |
2,312.4 |
| Low |
2,280.3 |
2,283.7 |
3.4 |
0.1% |
2,254.9 |
| Close |
2,301.1 |
2,290.9 |
-10.2 |
-0.4% |
2,290.9 |
| Range |
29.8 |
28.7 |
-1.1 |
-3.7% |
57.5 |
| ATR |
39.5 |
38.7 |
-0.8 |
-1.9% |
0.0 |
| Volume |
143,779 |
145,885 |
2,106 |
1.5% |
773,620 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.8 |
2,365.0 |
2,306.7 |
|
| R3 |
2,353.1 |
2,336.3 |
2,298.8 |
|
| R2 |
2,324.4 |
2,324.4 |
2,296.2 |
|
| R1 |
2,307.6 |
2,307.6 |
2,293.5 |
2,301.7 |
| PP |
2,295.7 |
2,295.7 |
2,295.7 |
2,292.7 |
| S1 |
2,278.9 |
2,278.9 |
2,288.3 |
2,273.0 |
| S2 |
2,267.0 |
2,267.0 |
2,285.6 |
|
| S3 |
2,238.3 |
2,250.2 |
2,283.0 |
|
| S4 |
2,209.6 |
2,221.5 |
2,275.1 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.6 |
2,432.2 |
2,322.5 |
|
| R3 |
2,401.1 |
2,374.7 |
2,306.7 |
|
| R2 |
2,343.6 |
2,343.6 |
2,301.4 |
|
| R1 |
2,317.2 |
2,317.2 |
2,296.2 |
2,330.4 |
| PP |
2,286.1 |
2,286.1 |
2,286.1 |
2,292.7 |
| S1 |
2,259.7 |
2,259.7 |
2,285.6 |
2,272.9 |
| S2 |
2,228.6 |
2,228.6 |
2,280.4 |
|
| S3 |
2,171.1 |
2,202.2 |
2,275.1 |
|
| S4 |
2,113.6 |
2,144.7 |
2,259.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,312.4 |
2,254.9 |
57.5 |
2.5% |
28.4 |
1.2% |
63% |
True |
False |
154,724 |
| 10 |
2,312.4 |
2,163.0 |
149.4 |
6.5% |
35.4 |
1.5% |
86% |
True |
False |
161,333 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
8.9% |
36.3 |
1.6% |
89% |
True |
False |
166,636 |
| 40 |
2,312.4 |
2,100.1 |
212.3 |
9.3% |
42.5 |
1.9% |
90% |
True |
False |
172,988 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.5 |
1.9% |
77% |
False |
False |
170,942 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
41.8 |
1.8% |
77% |
False |
False |
129,116 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.4 |
1.9% |
77% |
False |
False |
103,319 |
| 120 |
2,346.9 |
2,088.9 |
258.0 |
11.3% |
44.2 |
1.9% |
78% |
False |
False |
86,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,434.4 |
|
2.618 |
2,387.5 |
|
1.618 |
2,358.8 |
|
1.000 |
2,341.1 |
|
0.618 |
2,330.1 |
|
HIGH |
2,312.4 |
|
0.618 |
2,301.4 |
|
0.500 |
2,298.1 |
|
0.382 |
2,294.7 |
|
LOW |
2,283.7 |
|
0.618 |
2,266.0 |
|
1.000 |
2,255.0 |
|
1.618 |
2,237.3 |
|
2.618 |
2,208.6 |
|
4.250 |
2,161.7 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,298.1 |
2,289.4 |
| PP |
2,295.7 |
2,287.8 |
| S1 |
2,293.3 |
2,286.3 |
|