| 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 |
7,109.0 |
7,082.0 |
-27.0 |
-0.4% |
7,130.0 |
| High |
7,131.0 |
7,082.0 |
-49.0 |
-0.7% |
7,180.0 |
| Low |
7,057.5 |
6,991.0 |
-66.5 |
-0.9% |
7,076.0 |
| Close |
7,101.0 |
7,023.5 |
-77.5 |
-1.1% |
7,138.5 |
| Range |
73.5 |
91.0 |
17.5 |
23.8% |
104.0 |
| ATR |
72.3 |
75.0 |
2.7 |
3.7% |
0.0 |
| Volume |
112,977 |
165,086 |
52,109 |
46.1% |
345,997 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,305.0 |
7,255.5 |
7,073.5 |
|
| R3 |
7,214.0 |
7,164.5 |
7,048.5 |
|
| R2 |
7,123.0 |
7,123.0 |
7,040.0 |
|
| R1 |
7,073.5 |
7,073.5 |
7,032.0 |
7,053.0 |
| PP |
7,032.0 |
7,032.0 |
7,032.0 |
7,022.0 |
| S1 |
6,982.5 |
6,982.5 |
7,015.0 |
6,962.0 |
| S2 |
6,941.0 |
6,941.0 |
7,007.0 |
|
| S3 |
6,850.0 |
6,891.5 |
6,998.5 |
|
| S4 |
6,759.0 |
6,800.5 |
6,973.5 |
|
|
| 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 |
6,991.0 |
205.0 |
2.9% |
73.5 |
1.0% |
16% |
False |
True |
98,340 |
| 10 |
7,196.0 |
6,991.0 |
205.0 |
2.9% |
67.5 |
1.0% |
16% |
False |
True |
88,019 |
| 20 |
7,196.0 |
6,970.5 |
225.5 |
3.2% |
69.0 |
1.0% |
24% |
False |
False |
83,771 |
| 40 |
7,196.0 |
6,735.5 |
460.5 |
6.6% |
73.0 |
1.0% |
63% |
False |
False |
86,106 |
| 60 |
7,196.0 |
6,735.5 |
460.5 |
6.6% |
75.5 |
1.1% |
63% |
False |
False |
85,858 |
| 80 |
7,196.0 |
6,735.5 |
460.5 |
6.6% |
68.5 |
1.0% |
63% |
False |
False |
77,153 |
| 100 |
7,196.0 |
6,733.0 |
463.0 |
6.6% |
64.5 |
0.9% |
63% |
False |
False |
61,792 |
| 120 |
7,196.0 |
6,511.0 |
685.0 |
9.8% |
57.0 |
0.8% |
75% |
False |
False |
51,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,469.0 |
|
2.618 |
7,320.0 |
|
1.618 |
7,229.0 |
|
1.000 |
7,173.0 |
|
0.618 |
7,138.0 |
|
HIGH |
7,082.0 |
|
0.618 |
7,047.0 |
|
0.500 |
7,036.5 |
|
0.382 |
7,026.0 |
|
LOW |
6,991.0 |
|
0.618 |
6,935.0 |
|
1.000 |
6,900.0 |
|
1.618 |
6,844.0 |
|
2.618 |
6,753.0 |
|
4.250 |
6,604.0 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,036.5 |
7,085.0 |
| PP |
7,032.0 |
7,064.5 |
| S1 |
7,028.0 |
7,044.0 |
|