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 |
4,173.5 |
4,167.5 |
-6.0 |
-0.1% |
4,236.5 |
High |
4,194.5 |
4,205.0 |
10.5 |
0.3% |
4,244.0 |
Low |
4,132.5 |
4,153.0 |
20.5 |
0.5% |
4,132.5 |
Close |
4,176.0 |
4,167.0 |
-9.0 |
-0.2% |
4,167.0 |
Range |
62.0 |
52.0 |
-10.0 |
-16.1% |
111.5 |
ATR |
46.6 |
47.0 |
0.4 |
0.8% |
0.0 |
Volume |
1,100,782 |
910,519 |
-190,263 |
-17.3% |
3,653,095 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,331.0 |
4,301.0 |
4,195.6 |
|
R3 |
4,279.0 |
4,249.0 |
4,181.3 |
|
R2 |
4,227.0 |
4,227.0 |
4,176.5 |
|
R1 |
4,197.0 |
4,197.0 |
4,171.8 |
4,186.0 |
PP |
4,175.0 |
4,175.0 |
4,175.0 |
4,169.5 |
S1 |
4,145.0 |
4,145.0 |
4,162.2 |
4,134.0 |
S2 |
4,123.0 |
4,123.0 |
4,157.5 |
|
S3 |
4,071.0 |
4,093.0 |
4,152.7 |
|
S4 |
4,019.0 |
4,041.0 |
4,138.4 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,515.7 |
4,452.8 |
4,228.3 |
|
R3 |
4,404.2 |
4,341.3 |
4,197.7 |
|
R2 |
4,292.7 |
4,292.7 |
4,187.4 |
|
R1 |
4,229.8 |
4,229.8 |
4,177.2 |
4,205.5 |
PP |
4,181.2 |
4,181.2 |
4,181.2 |
4,169.0 |
S1 |
4,118.3 |
4,118.3 |
4,156.8 |
4,094.0 |
S2 |
4,069.7 |
4,069.7 |
4,146.6 |
|
S3 |
3,958.2 |
4,006.8 |
4,136.3 |
|
S4 |
3,846.7 |
3,895.3 |
4,105.7 |
|
|
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% |
53.3 |
1.3% |
31% |
False |
False |
861,162 |
10 |
4,249.5 |
4,132.5 |
117.0 |
2.8% |
45.9 |
1.1% |
29% |
False |
False |
736,261 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
42.7 |
1.0% |
52% |
False |
False |
666,075 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
44.2 |
1.1% |
77% |
False |
False |
624,693 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
48.4 |
1.2% |
77% |
False |
False |
658,627 |
80 |
4,249.5 |
3,871.0 |
378.5 |
9.1% |
45.1 |
1.1% |
78% |
False |
False |
555,085 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.1% |
44.8 |
1.1% |
80% |
False |
False |
444,170 |
120 |
4,249.5 |
3,720.0 |
529.5 |
12.7% |
41.8 |
1.0% |
84% |
False |
False |
370,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,426.0 |
2.618 |
4,341.1 |
1.618 |
4,289.1 |
1.000 |
4,257.0 |
0.618 |
4,237.1 |
HIGH |
4,205.0 |
0.618 |
4,185.1 |
0.500 |
4,179.0 |
0.382 |
4,172.9 |
LOW |
4,153.0 |
0.618 |
4,120.9 |
1.000 |
4,101.0 |
1.618 |
4,068.9 |
2.618 |
4,016.9 |
4.250 |
3,932.0 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,179.0 |
4,177.5 |
PP |
4,175.0 |
4,174.0 |
S1 |
4,171.0 |
4,170.5 |
|