Trading Metrics calculated at close of trading on 07-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,809.5500 |
3,953.3590 |
143.8090 |
3.8% |
3,265.3490 |
High |
4,024.1120 |
3,968.3000 |
-55.8120 |
-1.4% |
4,024.1120 |
Low |
3,715.2800 |
3,064.8270 |
-650.4530 |
-17.5% |
3,147.9110 |
Close |
3,916.5570 |
3,415.3790 |
-501.1780 |
-12.8% |
3,916.5570 |
Range |
308.8320 |
903.4730 |
594.6410 |
192.5% |
876.2010 |
ATR |
224.0617 |
272.5911 |
48.5294 |
21.7% |
0.0000 |
Volume |
899,537 |
1,088,870 |
189,333 |
21.0% |
4,699,310 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,193.2543 |
5,707.7897 |
3,912.2892 |
|
R3 |
5,289.7813 |
4,804.3167 |
3,663.8341 |
|
R2 |
4,386.3083 |
4,386.3083 |
3,581.0157 |
|
R1 |
3,900.8437 |
3,900.8437 |
3,498.1974 |
3,691.8395 |
PP |
3,482.8353 |
3,482.8353 |
3,482.8353 |
3,378.3333 |
S1 |
2,997.3707 |
2,997.3707 |
3,332.5606 |
2,788.3665 |
S2 |
2,579.3623 |
2,579.3623 |
3,249.7423 |
|
S3 |
1,675.8893 |
2,093.8977 |
3,166.9239 |
|
S4 |
772.4163 |
1,190.4247 |
2,918.4689 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,324.7963 |
5,996.8777 |
4,398.4676 |
|
R3 |
5,448.5953 |
5,120.6767 |
4,157.5123 |
|
R2 |
4,572.3943 |
4,572.3943 |
4,077.1939 |
|
R1 |
4,244.4757 |
4,244.4757 |
3,996.8754 |
4,408.4350 |
PP |
3,696.1933 |
3,696.1933 |
3,696.1933 |
3,778.1730 |
S1 |
3,368.2747 |
3,368.2747 |
3,836.2386 |
3,532.2340 |
S2 |
2,819.9923 |
2,819.9923 |
3,755.9202 |
|
S3 |
1,943.7913 |
2,492.0737 |
3,675.6017 |
|
S4 |
1,067.5903 |
1,615.8727 |
3,434.6465 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,024.1120 |
3,064.8270 |
959.2850 |
28.1% |
399.1686 |
11.7% |
37% |
False |
True |
1,049,355 |
10 |
4,024.1120 |
3,057.5100 |
966.6020 |
28.3% |
297.1554 |
8.7% |
37% |
False |
False |
887,571 |
20 |
4,024.1120 |
2,952.9730 |
1,071.1390 |
31.4% |
255.9595 |
7.5% |
43% |
False |
False |
961,210 |
40 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
67.4% |
220.5046 |
6.5% |
74% |
False |
False |
1,112,890 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
67.8% |
217.5635 |
6.4% |
74% |
False |
False |
1,197,271 |
80 |
4,173.5460 |
1,709.6900 |
2,463.8560 |
72.1% |
279.3396 |
8.2% |
69% |
False |
False |
1,245,334 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
77.9% |
291.5602 |
8.5% |
64% |
False |
False |
1,209,951 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
82.6% |
263.6375 |
7.7% |
66% |
False |
False |
1,106,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,808.0603 |
2.618 |
6,333.5923 |
1.618 |
5,430.1193 |
1.000 |
4,871.7730 |
0.618 |
4,526.6463 |
HIGH |
3,968.3000 |
0.618 |
3,623.1733 |
0.500 |
3,516.5635 |
0.382 |
3,409.9537 |
LOW |
3,064.8270 |
0.618 |
2,506.4807 |
1.000 |
2,161.3540 |
1.618 |
1,603.0077 |
2.618 |
699.5347 |
4.250 |
-774.9333 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,516.5635 |
3,544.4695 |
PP |
3,482.8353 |
3,501.4393 |
S1 |
3,449.1072 |
3,458.4092 |
|