| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,303.0 |
2,289.5 |
-13.5 |
-0.6% |
2,280.0 |
| High |
2,312.4 |
2,302.0 |
-10.4 |
-0.4% |
2,312.4 |
| Low |
2,283.7 |
2,273.1 |
-10.6 |
-0.5% |
2,254.9 |
| Close |
2,290.9 |
2,275.4 |
-15.5 |
-0.7% |
2,290.9 |
| Range |
28.7 |
28.9 |
0.2 |
0.7% |
57.5 |
| ATR |
38.7 |
38.0 |
-0.7 |
-1.8% |
0.0 |
| Volume |
145,885 |
165,273 |
19,388 |
13.3% |
773,620 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.2 |
2,351.7 |
2,291.3 |
|
| R3 |
2,341.3 |
2,322.8 |
2,283.3 |
|
| R2 |
2,312.4 |
2,312.4 |
2,280.7 |
|
| R1 |
2,293.9 |
2,293.9 |
2,278.0 |
2,288.7 |
| PP |
2,283.5 |
2,283.5 |
2,283.5 |
2,280.9 |
| S1 |
2,265.0 |
2,265.0 |
2,272.8 |
2,259.8 |
| S2 |
2,254.6 |
2,254.6 |
2,270.1 |
|
| S3 |
2,225.7 |
2,236.1 |
2,267.5 |
|
| S4 |
2,196.8 |
2,207.2 |
2,259.5 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.6 |
2,432.2 |
2,322.5 |
|
| R3 |
2,401.1 |
2,374.7 |
2,306.7 |
|
| R2 |
2,343.6 |
2,343.6 |
2,301.4 |
|
| R1 |
2,317.2 |
2,317.2 |
2,296.2 |
2,330.4 |
| PP |
2,286.1 |
2,286.1 |
2,286.1 |
2,292.7 |
| S1 |
2,259.7 |
2,259.7 |
2,285.6 |
2,272.9 |
| S2 |
2,228.6 |
2,228.6 |
2,280.4 |
|
| S3 |
2,171.1 |
2,202.2 |
2,275.1 |
|
| S4 |
2,113.6 |
2,144.7 |
2,259.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,312.4 |
2,254.9 |
57.5 |
2.5% |
28.9 |
1.3% |
36% |
False |
False |
157,014 |
| 10 |
2,312.4 |
2,206.4 |
106.0 |
4.7% |
33.5 |
1.5% |
65% |
False |
False |
162,083 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.0% |
36.7 |
1.6% |
82% |
False |
False |
169,562 |
| 40 |
2,312.4 |
2,100.1 |
212.3 |
9.3% |
42.4 |
1.9% |
83% |
False |
False |
174,309 |
| 60 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.5 |
1.9% |
71% |
False |
False |
170,662 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
41.3 |
1.8% |
71% |
False |
False |
131,178 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
10.8% |
42.3 |
1.9% |
71% |
False |
False |
104,971 |
| 120 |
2,346.9 |
2,088.9 |
258.0 |
11.3% |
44.1 |
1.9% |
72% |
False |
False |
87,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.8 |
|
2.618 |
2,377.7 |
|
1.618 |
2,348.8 |
|
1.000 |
2,330.9 |
|
0.618 |
2,319.9 |
|
HIGH |
2,302.0 |
|
0.618 |
2,291.0 |
|
0.500 |
2,287.6 |
|
0.382 |
2,284.1 |
|
LOW |
2,273.1 |
|
0.618 |
2,255.2 |
|
1.000 |
2,244.2 |
|
1.618 |
2,226.3 |
|
2.618 |
2,197.4 |
|
4.250 |
2,150.3 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,287.6 |
2,292.8 |
| PP |
2,283.5 |
2,287.0 |
| S1 |
2,279.5 |
2,281.2 |
|