Trading Metrics calculated at close of trading on 08-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,953.3590 |
3,416.6960 |
-536.6630 |
-13.6% |
3,265.3490 |
High |
3,968.3000 |
3,542.4460 |
-425.8540 |
-10.7% |
4,024.1120 |
Low |
3,064.8270 |
3,219.9820 |
155.1550 |
5.1% |
3,147.9110 |
Close |
3,415.3790 |
3,471.3620 |
55.9830 |
1.6% |
3,916.5570 |
Range |
903.4730 |
322.4640 |
-581.0090 |
-64.3% |
876.2010 |
ATR |
272.5911 |
276.1534 |
3.5624 |
1.3% |
0.0000 |
Volume |
1,088,870 |
1,298,376 |
209,506 |
19.2% |
4,699,310 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,378.6553 |
4,247.4727 |
3,648.7172 |
|
R3 |
4,056.1913 |
3,925.0087 |
3,560.0396 |
|
R2 |
3,733.7273 |
3,733.7273 |
3,530.4804 |
|
R1 |
3,602.5447 |
3,602.5447 |
3,500.9212 |
3,668.1360 |
PP |
3,411.2633 |
3,411.2633 |
3,411.2633 |
3,444.0590 |
S1 |
3,280.0807 |
3,280.0807 |
3,441.8028 |
3,345.6720 |
S2 |
3,088.7993 |
3,088.7993 |
3,412.2436 |
|
S3 |
2,766.3353 |
2,957.6167 |
3,382.6844 |
|
S4 |
2,443.8713 |
2,635.1527 |
3,294.0068 |
|
|
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 |
27.6% |
408.8800 |
11.8% |
42% |
False |
False |
1,117,633 |
10 |
4,024.1120 |
3,057.5100 |
966.6020 |
27.8% |
308.6041 |
8.9% |
43% |
False |
False |
920,530 |
20 |
4,024.1120 |
2,952.9730 |
1,071.1390 |
30.9% |
262.6626 |
7.6% |
48% |
False |
False |
956,086 |
40 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
66.3% |
225.5148 |
6.5% |
76% |
False |
False |
1,117,523 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
66.7% |
217.1904 |
6.3% |
76% |
False |
False |
1,200,334 |
80 |
4,131.2460 |
1,709.6900 |
2,421.5560 |
69.8% |
276.4493 |
8.0% |
73% |
False |
False |
1,245,945 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
76.7% |
292.4936 |
8.4% |
66% |
False |
False |
1,214,930 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
81.3% |
265.5934 |
7.7% |
68% |
False |
False |
1,111,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,912.9180 |
2.618 |
4,386.6568 |
1.618 |
4,064.1928 |
1.000 |
3,864.9100 |
0.618 |
3,741.7288 |
HIGH |
3,542.4460 |
0.618 |
3,419.2648 |
0.500 |
3,381.2140 |
0.382 |
3,343.1632 |
LOW |
3,219.9820 |
0.618 |
3,020.6992 |
1.000 |
2,897.5180 |
1.618 |
2,698.2352 |
2.618 |
2,375.7712 |
4.250 |
1,849.5100 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,441.3127 |
3,544.4695 |
PP |
3,411.2633 |
3,520.1003 |
S1 |
3,381.2140 |
3,495.7312 |
|