Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,470.9830 |
3,429.1470 |
-41.8360 |
-1.2% |
3,953.3590 |
High |
3,563.1220 |
3,513.2650 |
-49.8570 |
-1.4% |
3,968.3000 |
Low |
3,396.5980 |
3,221.8050 |
-174.7930 |
-5.1% |
3,064.8270 |
Close |
3,429.2500 |
3,248.1680 |
-181.0820 |
-5.3% |
3,248.1680 |
Range |
166.5240 |
291.4600 |
124.9360 |
75.0% |
903.4730 |
ATR |
268.3228 |
269.9754 |
1.6527 |
0.6% |
0.0000 |
Volume |
1,237,720 |
842,655 |
-395,065 |
-31.9% |
4,467,621 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.1260 |
4,016.6070 |
3,408.4710 |
|
R3 |
3,910.6660 |
3,725.1470 |
3,328.3195 |
|
R2 |
3,619.2060 |
3,619.2060 |
3,301.6023 |
|
R1 |
3,433.6870 |
3,433.6870 |
3,274.8852 |
3,380.7165 |
PP |
3,327.7460 |
3,327.7460 |
3,327.7460 |
3,301.2608 |
S1 |
3,142.2270 |
3,142.2270 |
3,221.4508 |
3,089.2565 |
S2 |
3,036.2860 |
3,036.2860 |
3,194.7337 |
|
S3 |
2,744.8260 |
2,850.7670 |
3,168.0165 |
|
S4 |
2,453.3660 |
2,559.3070 |
3,087.8650 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,137.5173 |
5,596.3157 |
3,745.0782 |
|
R3 |
5,234.0443 |
4,692.8427 |
3,496.6231 |
|
R2 |
4,330.5713 |
4,330.5713 |
3,413.8047 |
|
R1 |
3,789.3697 |
3,789.3697 |
3,330.9864 |
3,608.2340 |
PP |
3,427.0983 |
3,427.0983 |
3,427.0983 |
3,336.5305 |
S1 |
2,885.8967 |
2,885.8967 |
3,165.3496 |
2,704.7610 |
S2 |
2,523.6253 |
2,523.6253 |
3,082.5313 |
|
S3 |
1,620.1523 |
1,982.4237 |
2,999.7129 |
|
S4 |
716.6793 |
1,078.9507 |
2,751.2579 |
|
|
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 |
29.5% |
398.5506 |
12.3% |
19% |
False |
False |
1,073,431 |
10 |
4,024.1120 |
3,061.9700 |
962.1420 |
29.6% |
318.6953 |
9.8% |
19% |
False |
False |
986,966 |
20 |
4,024.1120 |
2,952.9730 |
1,071.1390 |
33.0% |
265.5367 |
8.2% |
28% |
False |
False |
931,289 |
40 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
70.9% |
229.4422 |
7.1% |
66% |
False |
False |
1,114,750 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
71.3% |
219.6792 |
6.8% |
66% |
False |
False |
1,197,460 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
71.3% |
265.2121 |
8.2% |
66% |
False |
False |
1,240,345 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
81.9% |
289.0661 |
8.9% |
58% |
False |
False |
1,217,032 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
86.8% |
266.9453 |
8.2% |
60% |
False |
False |
1,120,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,751.9700 |
2.618 |
4,276.3073 |
1.618 |
3,984.8473 |
1.000 |
3,804.7250 |
0.618 |
3,693.3873 |
HIGH |
3,513.2650 |
0.618 |
3,401.9273 |
0.500 |
3,367.5350 |
0.382 |
3,333.1427 |
LOW |
3,221.8050 |
0.618 |
3,041.6827 |
1.000 |
2,930.3450 |
1.618 |
2,750.2227 |
2.618 |
2,458.7627 |
4.250 |
1,983.1000 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,367.5350 |
3,391.5520 |
PP |
3,327.7460 |
3,343.7573 |
S1 |
3,287.9570 |
3,295.9627 |
|