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 |
1,823.18 |
1,793.58 |
-29.60 |
-1.6% |
1,817.27 |
High |
1,826.92 |
1,800.78 |
-26.14 |
-1.4% |
1,833.19 |
Low |
1,793.21 |
1,785.18 |
-8.03 |
-0.4% |
1,803.78 |
Close |
1,793.64 |
1,789.04 |
-4.60 |
-0.3% |
1,827.17 |
Range |
33.71 |
15.60 |
-18.11 |
-53.7% |
29.41 |
ATR |
19.58 |
19.30 |
-0.28 |
-1.5% |
0.00 |
Volume |
6,008 |
6,259 |
251 |
4.2% |
30,607 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.47 |
1,829.35 |
1,797.62 |
|
R3 |
1,822.87 |
1,813.75 |
1,793.33 |
|
R2 |
1,807.27 |
1,807.27 |
1,791.90 |
|
R1 |
1,798.15 |
1,798.15 |
1,790.47 |
1,794.91 |
PP |
1,791.67 |
1,791.67 |
1,791.67 |
1,790.05 |
S1 |
1,782.55 |
1,782.55 |
1,787.61 |
1,779.31 |
S2 |
1,776.07 |
1,776.07 |
1,786.18 |
|
S3 |
1,760.47 |
1,766.95 |
1,784.75 |
|
S4 |
1,744.87 |
1,751.35 |
1,780.46 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.61 |
1,897.80 |
1,843.35 |
|
R3 |
1,880.20 |
1,868.39 |
1,835.26 |
|
R2 |
1,850.79 |
1,850.79 |
1,832.56 |
|
R1 |
1,838.98 |
1,838.98 |
1,829.87 |
1,844.89 |
PP |
1,821.38 |
1,821.38 |
1,821.38 |
1,824.33 |
S1 |
1,809.57 |
1,809.57 |
1,824.47 |
1,815.48 |
S2 |
1,791.97 |
1,791.97 |
1,821.78 |
|
S3 |
1,762.56 |
1,780.16 |
1,819.08 |
|
S4 |
1,733.15 |
1,750.75 |
1,810.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,833.19 |
1,785.18 |
48.01 |
2.7% |
18.88 |
1.1% |
8% |
False |
True |
6,155 |
10 |
1,833.19 |
1,781.85 |
51.34 |
2.9% |
18.66 |
1.0% |
14% |
False |
False |
6,280 |
20 |
1,833.19 |
1,725.04 |
108.15 |
6.0% |
18.01 |
1.0% |
59% |
False |
False |
6,311 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.49 |
1.1% |
68% |
False |
False |
6,439 |
60 |
1,868.03 |
1,693.69 |
174.34 |
9.7% |
20.24 |
1.1% |
55% |
False |
False |
6,373 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
21.19 |
1.2% |
43% |
False |
False |
6,378 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
21.05 |
1.2% |
43% |
False |
False |
6,419 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.3% |
21.04 |
1.2% |
47% |
False |
False |
6,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,867.08 |
2.618 |
1,841.62 |
1.618 |
1,826.02 |
1.000 |
1,816.38 |
0.618 |
1,810.42 |
HIGH |
1,800.78 |
0.618 |
1,794.82 |
0.500 |
1,792.98 |
0.382 |
1,791.14 |
LOW |
1,785.18 |
0.618 |
1,775.54 |
1.000 |
1,769.58 |
1.618 |
1,759.94 |
2.618 |
1,744.34 |
4.250 |
1,718.88 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,792.98 |
1,809.19 |
PP |
1,791.67 |
1,802.47 |
S1 |
1,790.35 |
1,795.76 |
|