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 |
4,226.5 |
4,236.5 |
10.0 |
0.2% |
4,194.5 |
High |
4,236.5 |
4,244.0 |
7.5 |
0.2% |
4,249.5 |
Low |
4,180.0 |
4,212.5 |
32.5 |
0.8% |
4,172.0 |
Close |
4,199.0 |
4,224.5 |
25.5 |
0.6% |
4,199.0 |
Range |
56.5 |
31.5 |
-25.0 |
-44.2% |
77.5 |
ATR |
43.7 |
43.8 |
0.1 |
0.2% |
0.0 |
Volume |
652,716 |
682,766 |
30,050 |
4.6% |
3,251,145 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,321.5 |
4,304.5 |
4,241.8 |
|
R3 |
4,290.0 |
4,273.0 |
4,233.2 |
|
R2 |
4,258.5 |
4,258.5 |
4,230.3 |
|
R1 |
4,241.5 |
4,241.5 |
4,227.4 |
4,234.3 |
PP |
4,227.0 |
4,227.0 |
4,227.0 |
4,223.4 |
S1 |
4,210.0 |
4,210.0 |
4,221.6 |
4,202.8 |
S2 |
4,195.5 |
4,195.5 |
4,218.7 |
|
S3 |
4,164.0 |
4,178.5 |
4,215.8 |
|
S4 |
4,132.5 |
4,147.0 |
4,207.2 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,439.3 |
4,396.7 |
4,241.6 |
|
R3 |
4,361.8 |
4,319.2 |
4,220.3 |
|
R2 |
4,284.3 |
4,284.3 |
4,213.2 |
|
R1 |
4,241.7 |
4,241.7 |
4,206.1 |
4,263.0 |
PP |
4,206.8 |
4,206.8 |
4,206.8 |
4,217.5 |
S1 |
4,164.2 |
4,164.2 |
4,191.9 |
4,185.5 |
S2 |
4,129.3 |
4,129.3 |
4,184.8 |
|
S3 |
4,051.8 |
4,086.7 |
4,177.7 |
|
S4 |
3,974.3 |
4,009.2 |
4,156.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,249.5 |
4,172.0 |
77.5 |
1.8% |
42.9 |
1.0% |
68% |
False |
False |
712,949 |
10 |
4,249.5 |
4,138.5 |
111.0 |
2.6% |
37.0 |
0.9% |
77% |
False |
False |
587,905 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
38.3 |
0.9% |
85% |
False |
False |
585,483 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
42.4 |
1.0% |
93% |
False |
False |
595,416 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.4% |
46.6 |
1.1% |
93% |
False |
False |
669,174 |
80 |
4,249.5 |
3,871.0 |
378.5 |
9.0% |
44.7 |
1.1% |
93% |
False |
False |
518,024 |
100 |
4,249.5 |
3,830.0 |
419.5 |
9.9% |
44.6 |
1.1% |
94% |
False |
False |
414,473 |
120 |
4,249.5 |
3,720.0 |
529.5 |
12.5% |
41.8 |
1.0% |
95% |
False |
False |
345,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,377.9 |
2.618 |
4,326.5 |
1.618 |
4,295.0 |
1.000 |
4,275.5 |
0.618 |
4,263.5 |
HIGH |
4,244.0 |
0.618 |
4,232.0 |
0.500 |
4,228.3 |
0.382 |
4,224.5 |
LOW |
4,212.5 |
0.618 |
4,193.0 |
1.000 |
4,181.0 |
1.618 |
4,161.5 |
2.618 |
4,130.0 |
4.250 |
4,078.6 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,228.3 |
4,220.3 |
PP |
4,227.0 |
4,216.2 |
S1 |
4,225.8 |
4,212.0 |
|