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 |
4,214.0 |
4,173.5 |
-40.5 |
-1.0% |
4,194.5 |
High |
4,222.5 |
4,194.5 |
-28.0 |
-0.7% |
4,249.5 |
Low |
4,158.0 |
4,132.5 |
-25.5 |
-0.6% |
4,172.0 |
Close |
4,181.0 |
4,176.0 |
-5.0 |
-0.1% |
4,199.0 |
Range |
64.5 |
62.0 |
-2.5 |
-3.9% |
77.5 |
ATR |
45.4 |
46.6 |
1.2 |
2.6% |
0.0 |
Volume |
959,028 |
1,100,782 |
141,754 |
14.8% |
3,251,145 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,353.7 |
4,326.8 |
4,210.1 |
|
R3 |
4,291.7 |
4,264.8 |
4,193.1 |
|
R2 |
4,229.7 |
4,229.7 |
4,187.4 |
|
R1 |
4,202.8 |
4,202.8 |
4,181.7 |
4,216.3 |
PP |
4,167.7 |
4,167.7 |
4,167.7 |
4,174.4 |
S1 |
4,140.8 |
4,140.8 |
4,170.3 |
4,154.3 |
S2 |
4,105.7 |
4,105.7 |
4,164.6 |
|
S3 |
4,043.7 |
4,078.8 |
4,159.0 |
|
S4 |
3,981.7 |
4,016.8 |
4,141.9 |
|
|
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 |
4,244.0 |
4,132.5 |
111.5 |
2.7% |
47.9 |
1.1% |
39% |
False |
True |
765,728 |
10 |
4,249.5 |
4,132.5 |
117.0 |
2.8% |
44.3 |
1.1% |
37% |
False |
True |
710,834 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
41.8 |
1.0% |
57% |
False |
False |
645,051 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
44.2 |
1.1% |
79% |
False |
False |
619,500 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
48.0 |
1.1% |
79% |
False |
False |
657,649 |
80 |
4,249.5 |
3,871.0 |
378.5 |
9.1% |
45.0 |
1.1% |
81% |
False |
False |
543,711 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.0% |
45.1 |
1.1% |
82% |
False |
False |
435,067 |
120 |
4,249.5 |
3,720.0 |
529.5 |
12.7% |
42.1 |
1.0% |
86% |
False |
False |
362,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,458.0 |
2.618 |
4,356.8 |
1.618 |
4,294.8 |
1.000 |
4,256.5 |
0.618 |
4,232.8 |
HIGH |
4,194.5 |
0.618 |
4,170.8 |
0.500 |
4,163.5 |
0.382 |
4,156.2 |
LOW |
4,132.5 |
0.618 |
4,094.2 |
1.000 |
4,070.5 |
1.618 |
4,032.2 |
2.618 |
3,970.2 |
4.250 |
3,869.0 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,171.8 |
4,188.3 |
PP |
4,167.7 |
4,184.2 |
S1 |
4,163.5 |
4,180.1 |
|