| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
7,134.5 |
7,174.0 |
39.5 |
0.6% |
7,130.0 |
| High |
7,196.0 |
7,179.5 |
-16.5 |
-0.2% |
7,180.0 |
| Low |
7,119.5 |
7,113.5 |
-6.0 |
-0.1% |
7,076.0 |
| Close |
7,189.0 |
7,151.0 |
-38.0 |
-0.5% |
7,138.5 |
| Range |
76.5 |
66.0 |
-10.5 |
-13.7% |
104.0 |
| ATR |
70.3 |
70.6 |
0.4 |
0.5% |
0.0 |
| Volume |
55,135 |
84,038 |
28,903 |
52.4% |
345,997 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,346.0 |
7,314.5 |
7,187.5 |
|
| R3 |
7,280.0 |
7,248.5 |
7,169.0 |
|
| R2 |
7,214.0 |
7,214.0 |
7,163.0 |
|
| R1 |
7,182.5 |
7,182.5 |
7,157.0 |
7,165.0 |
| PP |
7,148.0 |
7,148.0 |
7,148.0 |
7,139.5 |
| S1 |
7,116.5 |
7,116.5 |
7,145.0 |
7,099.0 |
| S2 |
7,082.0 |
7,082.0 |
7,139.0 |
|
| S3 |
7,016.0 |
7,050.5 |
7,133.0 |
|
| S4 |
6,950.0 |
6,984.5 |
7,114.5 |
|
|
| 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 |
7,108.0 |
88.0 |
1.2% |
63.5 |
0.9% |
49% |
False |
False |
75,404 |
| 10 |
7,196.0 |
7,053.5 |
142.5 |
2.0% |
61.5 |
0.9% |
68% |
False |
False |
73,143 |
| 20 |
7,196.0 |
6,970.5 |
225.5 |
3.2% |
67.0 |
0.9% |
80% |
False |
False |
77,299 |
| 40 |
7,196.0 |
6,735.5 |
460.5 |
6.4% |
71.5 |
1.0% |
90% |
False |
False |
82,526 |
| 60 |
7,196.0 |
6,735.5 |
460.5 |
6.4% |
74.5 |
1.0% |
90% |
False |
False |
88,894 |
| 80 |
7,196.0 |
6,735.5 |
460.5 |
6.4% |
67.5 |
0.9% |
90% |
False |
False |
73,712 |
| 100 |
7,196.0 |
6,733.0 |
463.0 |
6.5% |
63.0 |
0.9% |
90% |
False |
False |
59,012 |
| 120 |
7,196.0 |
6,511.0 |
685.0 |
9.6% |
56.0 |
0.8% |
93% |
False |
False |
49,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,460.0 |
|
2.618 |
7,352.5 |
|
1.618 |
7,286.5 |
|
1.000 |
7,245.5 |
|
0.618 |
7,220.5 |
|
HIGH |
7,179.5 |
|
0.618 |
7,154.5 |
|
0.500 |
7,146.5 |
|
0.382 |
7,138.5 |
|
LOW |
7,113.5 |
|
0.618 |
7,072.5 |
|
1.000 |
7,047.5 |
|
1.618 |
7,006.5 |
|
2.618 |
6,940.5 |
|
4.250 |
6,833.0 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,149.5 |
7,155.0 |
| PP |
7,148.0 |
7,153.5 |
| S1 |
7,146.5 |
7,152.0 |
|