Trading Metrics calculated at close of trading on 09-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,416.6960 |
3,470.9830 |
54.2870 |
1.6% |
3,265.3490 |
High |
3,542.4460 |
3,563.1220 |
20.6760 |
0.6% |
4,024.1120 |
Low |
3,219.9820 |
3,396.5980 |
176.6160 |
5.5% |
3,147.9110 |
Close |
3,471.3620 |
3,429.2500 |
-42.1120 |
-1.2% |
3,916.5570 |
Range |
322.4640 |
166.5240 |
-155.9400 |
-48.4% |
876.2010 |
ATR |
276.1534 |
268.3228 |
-7.8307 |
-2.8% |
0.0000 |
Volume |
1,298,376 |
1,237,720 |
-60,656 |
-4.7% |
4,699,310 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,962.5620 |
3,862.4300 |
3,520.8382 |
|
R3 |
3,796.0380 |
3,695.9060 |
3,475.0441 |
|
R2 |
3,629.5140 |
3,629.5140 |
3,459.7794 |
|
R1 |
3,529.3820 |
3,529.3820 |
3,444.5147 |
3,496.1860 |
PP |
3,462.9900 |
3,462.9900 |
3,462.9900 |
3,446.3920 |
S1 |
3,362.8580 |
3,362.8580 |
3,413.9853 |
3,329.6620 |
S2 |
3,296.4660 |
3,296.4660 |
3,398.7206 |
|
S3 |
3,129.9420 |
3,196.3340 |
3,383.4559 |
|
S4 |
2,963.4180 |
3,029.8100 |
3,337.6618 |
|
|
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 |
28.0% |
362.9778 |
10.6% |
38% |
False |
False |
1,105,158 |
10 |
4,024.1120 |
3,057.5100 |
966.6020 |
28.2% |
308.7367 |
9.0% |
38% |
False |
False |
975,875 |
20 |
4,024.1120 |
2,952.9730 |
1,071.1390 |
31.2% |
263.8646 |
7.7% |
44% |
False |
False |
949,482 |
40 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
67.1% |
225.9902 |
6.6% |
74% |
False |
False |
1,118,925 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
67.5% |
217.8587 |
6.4% |
74% |
False |
False |
1,200,253 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
67.5% |
266.0712 |
7.8% |
74% |
False |
False |
1,242,804 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
77.6% |
288.9083 |
8.4% |
65% |
False |
False |
1,218,136 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
82.2% |
266.1110 |
7.8% |
67% |
False |
False |
1,118,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,270.8490 |
2.618 |
3,999.0818 |
1.618 |
3,832.5578 |
1.000 |
3,729.6460 |
0.618 |
3,666.0338 |
HIGH |
3,563.1220 |
0.618 |
3,499.5098 |
0.500 |
3,479.8600 |
0.382 |
3,460.2102 |
LOW |
3,396.5980 |
0.618 |
3,293.6862 |
1.000 |
3,230.0740 |
1.618 |
3,127.1622 |
2.618 |
2,960.6382 |
4.250 |
2,688.8710 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,479.8600 |
3,516.5635 |
PP |
3,462.9900 |
3,487.4590 |
S1 |
3,446.1200 |
3,458.3545 |
|