Trading Metrics calculated at close of trading on 06-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
06-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
7,146.5 |
7,134.5 |
-12.0 |
-0.2% |
7,130.0 |
High |
7,180.0 |
7,196.0 |
16.0 |
0.2% |
7,180.0 |
Low |
7,119.5 |
7,119.5 |
0.0 |
0.0% |
7,076.0 |
Close |
7,138.5 |
7,189.0 |
50.5 |
0.7% |
7,138.5 |
Range |
60.5 |
76.5 |
16.0 |
26.4% |
104.0 |
ATR |
69.8 |
70.3 |
0.5 |
0.7% |
0.0 |
Volume |
74,467 |
55,135 |
-19,332 |
-26.0% |
345,997 |
|
Daily Pivots for day following 06-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,397.5 |
7,370.0 |
7,231.0 |
|
R3 |
7,321.0 |
7,293.5 |
7,210.0 |
|
R2 |
7,244.5 |
7,244.5 |
7,203.0 |
|
R1 |
7,217.0 |
7,217.0 |
7,196.0 |
7,231.0 |
PP |
7,168.0 |
7,168.0 |
7,168.0 |
7,175.0 |
S1 |
7,140.5 |
7,140.5 |
7,182.0 |
7,154.0 |
S2 |
7,091.5 |
7,091.5 |
7,175.0 |
|
S3 |
7,015.0 |
7,064.0 |
7,168.0 |
|
S4 |
6,938.5 |
6,987.5 |
7,147.0 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,443.5 |
7,395.0 |
7,195.5 |
|
R3 |
7,339.5 |
7,291.0 |
7,167.0 |
|
R2 |
7,235.5 |
7,235.5 |
7,157.5 |
|
R1 |
7,187.0 |
7,187.0 |
7,148.0 |
7,211.0 |
PP |
7,131.5 |
7,131.5 |
7,131.5 |
7,143.5 |
S1 |
7,083.0 |
7,083.0 |
7,129.0 |
7,107.0 |
S2 |
7,027.5 |
7,027.5 |
7,119.5 |
|
S3 |
6,923.5 |
6,979.0 |
7,110.0 |
|
S4 |
6,819.5 |
6,875.0 |
7,081.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,196.0 |
7,076.0 |
120.0 |
1.7% |
67.5 |
0.9% |
94% |
True |
False |
80,226 |
10 |
7,196.0 |
7,053.5 |
142.5 |
2.0% |
61.5 |
0.9% |
95% |
True |
False |
71,225 |
20 |
7,196.0 |
6,970.5 |
225.5 |
3.1% |
66.5 |
0.9% |
97% |
True |
False |
75,785 |
40 |
7,196.0 |
6,735.5 |
460.5 |
6.4% |
71.5 |
1.0% |
98% |
True |
False |
82,140 |
60 |
7,196.0 |
6,735.5 |
460.5 |
6.4% |
74.5 |
1.0% |
98% |
True |
False |
93,236 |
80 |
7,196.0 |
6,735.5 |
460.5 |
6.4% |
67.5 |
0.9% |
98% |
True |
False |
72,661 |
100 |
7,196.0 |
6,733.0 |
463.0 |
6.4% |
62.5 |
0.9% |
98% |
True |
False |
58,171 |
120 |
7,196.0 |
6,511.0 |
685.0 |
9.5% |
55.5 |
0.8% |
99% |
True |
False |
48,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,521.0 |
2.618 |
7,396.5 |
1.618 |
7,320.0 |
1.000 |
7,272.5 |
0.618 |
7,243.5 |
HIGH |
7,196.0 |
0.618 |
7,167.0 |
0.500 |
7,158.0 |
0.382 |
7,148.5 |
LOW |
7,119.5 |
0.618 |
7,072.0 |
1.000 |
7,043.0 |
1.618 |
6,995.5 |
2.618 |
6,919.0 |
4.250 |
6,794.5 |
|
|
Fisher Pivots for day following 06-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
7,178.5 |
7,178.5 |
PP |
7,168.0 |
7,168.0 |
S1 |
7,158.0 |
7,158.0 |
|