| 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 |
7,082.0 |
7,005.5 |
-76.5 |
-1.1% |
7,134.5 |
| High |
7,082.0 |
7,057.5 |
-24.5 |
-0.3% |
7,196.0 |
| Low |
6,991.0 |
7,001.0 |
10.0 |
0.1% |
6,991.0 |
| Close |
7,023.5 |
7,027.0 |
3.5 |
0.0% |
7,027.0 |
| Range |
91.0 |
56.5 |
-34.5 |
-37.9% |
205.0 |
| ATR |
75.0 |
73.7 |
-1.3 |
-1.8% |
0.0 |
| Volume |
165,086 |
225,998 |
60,912 |
36.9% |
643,234 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,198.0 |
7,169.0 |
7,058.0 |
|
| R3 |
7,141.5 |
7,112.5 |
7,042.5 |
|
| R2 |
7,085.0 |
7,085.0 |
7,037.5 |
|
| R1 |
7,056.0 |
7,056.0 |
7,032.0 |
7,070.5 |
| PP |
7,028.5 |
7,028.5 |
7,028.5 |
7,036.0 |
| S1 |
6,999.5 |
6,999.5 |
7,022.0 |
7,014.0 |
| S2 |
6,972.0 |
6,972.0 |
7,016.5 |
|
| S3 |
6,915.5 |
6,943.0 |
7,011.5 |
|
| S4 |
6,859.0 |
6,886.5 |
6,996.0 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,686.5 |
7,561.5 |
7,140.0 |
|
| R3 |
7,481.5 |
7,356.5 |
7,083.5 |
|
| R2 |
7,276.5 |
7,276.5 |
7,064.5 |
|
| R1 |
7,151.5 |
7,151.5 |
7,046.0 |
7,111.5 |
| PP |
7,071.5 |
7,071.5 |
7,071.5 |
7,051.0 |
| S1 |
6,946.5 |
6,946.5 |
7,008.0 |
6,906.5 |
| S2 |
6,866.5 |
6,866.5 |
6,989.5 |
|
| S3 |
6,661.5 |
6,741.5 |
6,970.5 |
|
| S4 |
6,456.5 |
6,536.5 |
6,914.0 |
|
|
| 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% |
72.5 |
1.0% |
18% |
False |
False |
128,646 |
| 10 |
7,196.0 |
6,991.0 |
205.0 |
2.9% |
67.5 |
1.0% |
18% |
False |
False |
104,349 |
| 20 |
7,196.0 |
6,970.5 |
225.5 |
3.2% |
70.0 |
1.0% |
25% |
False |
False |
91,583 |
| 40 |
7,196.0 |
6,735.5 |
460.5 |
6.6% |
71.5 |
1.0% |
63% |
False |
False |
88,904 |
| 60 |
7,196.0 |
6,735.5 |
460.5 |
6.6% |
76.0 |
1.1% |
63% |
False |
False |
88,083 |
| 80 |
7,196.0 |
6,735.5 |
460.5 |
6.6% |
68.0 |
1.0% |
63% |
False |
False |
79,978 |
| 100 |
7,196.0 |
6,733.0 |
463.0 |
6.6% |
64.5 |
0.9% |
63% |
False |
False |
64,052 |
| 120 |
7,196.0 |
6,511.0 |
685.0 |
9.7% |
57.0 |
0.8% |
75% |
False |
False |
53,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,297.5 |
|
2.618 |
7,205.5 |
|
1.618 |
7,149.0 |
|
1.000 |
7,114.0 |
|
0.618 |
7,092.5 |
|
HIGH |
7,057.5 |
|
0.618 |
7,036.0 |
|
0.500 |
7,029.0 |
|
0.382 |
7,022.5 |
|
LOW |
7,001.0 |
|
0.618 |
6,966.0 |
|
1.000 |
6,944.5 |
|
1.618 |
6,909.5 |
|
2.618 |
6,853.0 |
|
4.250 |
6,761.0 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,029.0 |
7,061.0 |
| PP |
7,028.5 |
7,049.5 |
| S1 |
7,028.0 |
7,038.5 |
|