| 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 |
7,174.0 |
7,109.0 |
-65.0 |
-0.9% |
7,130.0 |
| High |
7,179.5 |
7,131.0 |
-48.5 |
-0.7% |
7,180.0 |
| Low |
7,113.5 |
7,057.5 |
-56.0 |
-0.8% |
7,076.0 |
| Close |
7,151.0 |
7,101.0 |
-50.0 |
-0.7% |
7,138.5 |
| Range |
66.0 |
73.5 |
7.5 |
11.4% |
104.0 |
| ATR |
70.6 |
72.3 |
1.6 |
2.3% |
0.0 |
| Volume |
84,038 |
112,977 |
28,939 |
34.4% |
345,997 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,317.0 |
7,282.5 |
7,141.5 |
|
| R3 |
7,243.5 |
7,209.0 |
7,121.0 |
|
| R2 |
7,170.0 |
7,170.0 |
7,114.5 |
|
| R1 |
7,135.5 |
7,135.5 |
7,107.5 |
7,116.0 |
| PP |
7,096.5 |
7,096.5 |
7,096.5 |
7,087.0 |
| S1 |
7,062.0 |
7,062.0 |
7,094.5 |
7,042.5 |
| S2 |
7,023.0 |
7,023.0 |
7,087.5 |
|
| S3 |
6,949.5 |
6,988.5 |
7,081.0 |
|
| S4 |
6,876.0 |
6,915.0 |
7,060.5 |
|
|
| 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 |
7,057.5 |
138.5 |
2.0% |
65.0 |
0.9% |
31% |
False |
True |
79,737 |
| 10 |
7,196.0 |
7,057.5 |
138.5 |
2.0% |
63.0 |
0.9% |
31% |
False |
True |
77,112 |
| 20 |
7,196.0 |
6,970.5 |
225.5 |
3.2% |
67.5 |
1.0% |
58% |
False |
False |
79,746 |
| 40 |
7,196.0 |
6,735.5 |
460.5 |
6.5% |
72.0 |
1.0% |
79% |
False |
False |
83,876 |
| 60 |
7,196.0 |
6,735.5 |
460.5 |
6.5% |
75.5 |
1.1% |
79% |
False |
False |
85,465 |
| 80 |
7,196.0 |
6,735.5 |
460.5 |
6.5% |
68.0 |
1.0% |
79% |
False |
False |
75,124 |
| 100 |
7,196.0 |
6,733.0 |
463.0 |
6.5% |
64.0 |
0.9% |
79% |
False |
False |
60,141 |
| 120 |
7,196.0 |
6,511.0 |
685.0 |
9.6% |
56.5 |
0.8% |
86% |
False |
False |
50,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,443.5 |
|
2.618 |
7,323.5 |
|
1.618 |
7,250.0 |
|
1.000 |
7,204.5 |
|
0.618 |
7,176.5 |
|
HIGH |
7,131.0 |
|
0.618 |
7,103.0 |
|
0.500 |
7,094.0 |
|
0.382 |
7,085.5 |
|
LOW |
7,057.5 |
|
0.618 |
7,012.0 |
|
1.000 |
6,984.0 |
|
1.618 |
6,938.5 |
|
2.618 |
6,865.0 |
|
4.250 |
6,745.0 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,099.0 |
7,127.0 |
| PP |
7,096.5 |
7,118.0 |
| S1 |
7,094.0 |
7,109.5 |
|