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 |
4,236.5 |
4,214.0 |
-22.5 |
-0.5% |
4,194.5 |
High |
4,244.0 |
4,222.5 |
-21.5 |
-0.5% |
4,249.5 |
Low |
4,212.5 |
4,158.0 |
-54.5 |
-1.3% |
4,172.0 |
Close |
4,224.5 |
4,181.0 |
-43.5 |
-1.0% |
4,199.0 |
Range |
31.5 |
64.5 |
33.0 |
104.8% |
77.5 |
ATR |
43.8 |
45.4 |
1.6 |
3.7% |
0.0 |
Volume |
682,766 |
959,028 |
276,262 |
40.5% |
3,251,145 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,380.7 |
4,345.3 |
4,216.5 |
|
R3 |
4,316.2 |
4,280.8 |
4,198.7 |
|
R2 |
4,251.7 |
4,251.7 |
4,192.8 |
|
R1 |
4,216.3 |
4,216.3 |
4,186.9 |
4,201.8 |
PP |
4,187.2 |
4,187.2 |
4,187.2 |
4,179.9 |
S1 |
4,151.8 |
4,151.8 |
4,175.1 |
4,137.3 |
S2 |
4,122.7 |
4,122.7 |
4,169.2 |
|
S3 |
4,058.2 |
4,087.3 |
4,163.3 |
|
S4 |
3,993.7 |
4,022.8 |
4,145.5 |
|
|
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 |
4,158.0 |
91.5 |
2.2% |
46.2 |
1.1% |
25% |
False |
True |
708,187 |
10 |
4,249.5 |
4,138.5 |
111.0 |
2.7% |
39.8 |
1.0% |
38% |
False |
False |
636,256 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
40.4 |
1.0% |
60% |
False |
False |
613,261 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
43.4 |
1.0% |
81% |
False |
False |
606,009 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
47.2 |
1.1% |
81% |
False |
False |
664,160 |
80 |
4,249.5 |
3,871.0 |
378.5 |
9.1% |
44.6 |
1.1% |
82% |
False |
False |
529,982 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.0% |
44.8 |
1.1% |
84% |
False |
False |
424,061 |
120 |
4,249.5 |
3,720.0 |
529.5 |
12.7% |
42.2 |
1.0% |
87% |
False |
False |
353,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,496.6 |
2.618 |
4,391.4 |
1.618 |
4,326.9 |
1.000 |
4,287.0 |
0.618 |
4,262.4 |
HIGH |
4,222.5 |
0.618 |
4,197.9 |
0.500 |
4,190.3 |
0.382 |
4,182.6 |
LOW |
4,158.0 |
0.618 |
4,118.1 |
1.000 |
4,093.5 |
1.618 |
4,053.6 |
2.618 |
3,989.1 |
4.250 |
3,883.9 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,190.3 |
4,201.0 |
PP |
4,187.2 |
4,194.3 |
S1 |
4,184.1 |
4,187.7 |
|