| 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 |
48,275.98 |
49,558.61 |
1,282.63 |
2.7% |
48,939.11 |
| High |
50,371.68 |
50,980.42 |
608.74 |
1.2% |
50,980.42 |
| Low |
48,270.16 |
48,388.85 |
118.69 |
0.2% |
46,553.09 |
| Close |
49,562.74 |
50,156.85 |
594.11 |
1.2% |
50,156.85 |
| Range |
2,101.52 |
2,591.57 |
490.05 |
23.3% |
4,427.33 |
| ATR |
2,468.16 |
2,476.97 |
8.82 |
0.4% |
0.00 |
| Volume |
24,202 |
26,267 |
2,065 |
8.5% |
122,054 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
57,616.75 |
56,478.37 |
51,582.21 |
|
| R3 |
55,025.18 |
53,886.80 |
50,869.53 |
|
| R2 |
52,433.61 |
52,433.61 |
50,631.97 |
|
| R1 |
51,295.23 |
51,295.23 |
50,394.41 |
51,864.42 |
| PP |
49,842.04 |
49,842.04 |
49,842.04 |
50,126.64 |
| S1 |
48,703.66 |
48,703.66 |
49,919.29 |
49,272.85 |
| S2 |
47,250.47 |
47,250.47 |
49,681.73 |
|
| S3 |
44,658.90 |
46,112.09 |
49,444.17 |
|
| S4 |
42,067.33 |
43,520.52 |
48,731.49 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62,512.11 |
60,761.81 |
52,591.88 |
|
| R3 |
58,084.78 |
56,334.48 |
51,374.37 |
|
| R2 |
53,657.45 |
53,657.45 |
50,968.53 |
|
| R1 |
51,907.15 |
51,907.15 |
50,562.69 |
52,782.30 |
| PP |
49,230.12 |
49,230.12 |
49,230.12 |
49,667.70 |
| S1 |
47,479.82 |
47,479.82 |
49,751.01 |
48,354.97 |
| S2 |
44,802.79 |
44,802.79 |
49,345.17 |
|
| S3 |
40,375.46 |
43,052.49 |
48,939.33 |
|
| S4 |
35,948.13 |
38,625.16 |
47,721.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
50,980.42 |
46,553.09 |
4,427.33 |
8.8% |
2,260.35 |
4.5% |
81% |
True |
False |
24,410 |
| 10 |
50,980.42 |
46,400.17 |
4,580.25 |
9.1% |
2,324.35 |
4.6% |
82% |
True |
False |
23,895 |
| 20 |
50,980.42 |
42,443.65 |
8,536.77 |
17.0% |
2,456.92 |
4.9% |
90% |
True |
False |
27,916 |
| 40 |
50,980.42 |
29,348.60 |
21,631.82 |
43.1% |
2,441.33 |
4.9% |
96% |
True |
False |
43,821 |
| 60 |
50,980.42 |
28,957.79 |
22,022.63 |
43.9% |
2,545.84 |
5.1% |
96% |
True |
False |
53,868 |
| 80 |
54,747.42 |
28,957.79 |
25,789.63 |
51.4% |
3,109.22 |
6.2% |
82% |
False |
False |
66,665 |
| 100 |
63,821.08 |
28,957.79 |
34,863.29 |
69.5% |
3,292.70 |
6.6% |
61% |
False |
False |
64,612 |
| 120 |
64,789.27 |
28,957.79 |
35,831.48 |
71.4% |
3,261.72 |
6.5% |
59% |
False |
False |
61,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
61,994.59 |
|
2.618 |
57,765.15 |
|
1.618 |
55,173.58 |
|
1.000 |
53,571.99 |
|
0.618 |
52,582.01 |
|
HIGH |
50,980.42 |
|
0.618 |
49,990.44 |
|
0.500 |
49,684.64 |
|
0.382 |
49,378.83 |
|
LOW |
48,388.85 |
|
0.618 |
46,787.26 |
|
1.000 |
45,797.28 |
|
1.618 |
44,195.69 |
|
2.618 |
41,604.12 |
|
4.250 |
37,374.68 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
49,999.45 |
49,693.49 |
| PP |
49,842.04 |
49,230.12 |
| S1 |
49,684.64 |
48,766.76 |
|