| 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 |
15,601.00 |
15,656.00 |
55.00 |
0.4% |
15,432.75 |
| High |
15,677.50 |
15,708.75 |
31.25 |
0.2% |
15,699.00 |
| Low |
15,552.25 |
15,606.75 |
54.50 |
0.4% |
15,420.00 |
| Close |
15,651.50 |
15,674.75 |
23.25 |
0.1% |
15,651.50 |
| Range |
125.25 |
102.00 |
-23.25 |
-18.6% |
279.00 |
| ATR |
164.20 |
159.75 |
-4.44 |
-2.7% |
0.00 |
| Volume |
462,870 |
542,055 |
79,185 |
17.1% |
2,330,686 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,969.50 |
15,924.00 |
15,730.75 |
|
| R3 |
15,867.50 |
15,822.00 |
15,702.75 |
|
| R2 |
15,765.50 |
15,765.50 |
15,693.50 |
|
| R1 |
15,720.00 |
15,720.00 |
15,684.00 |
15,742.75 |
| PP |
15,663.50 |
15,663.50 |
15,663.50 |
15,674.75 |
| S1 |
15,618.00 |
15,618.00 |
15,665.50 |
15,640.75 |
| S2 |
15,561.50 |
15,561.50 |
15,656.00 |
|
| S3 |
15,459.50 |
15,516.00 |
15,646.75 |
|
| S4 |
15,357.50 |
15,414.00 |
15,618.75 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,427.25 |
16,318.25 |
15,805.00 |
|
| R3 |
16,148.25 |
16,039.25 |
15,728.25 |
|
| R2 |
15,869.25 |
15,869.25 |
15,702.75 |
|
| R1 |
15,760.25 |
15,760.25 |
15,677.00 |
15,814.75 |
| PP |
15,590.25 |
15,590.25 |
15,590.25 |
15,617.50 |
| S1 |
15,481.25 |
15,481.25 |
15,626.00 |
15,535.75 |
| S2 |
15,311.25 |
15,311.25 |
15,600.25 |
|
| S3 |
15,032.25 |
15,202.25 |
15,574.75 |
|
| S4 |
14,753.25 |
14,923.25 |
15,498.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,708.75 |
15,517.75 |
191.00 |
1.2% |
127.50 |
0.8% |
82% |
True |
False |
491,035 |
| 10 |
15,708.75 |
15,255.25 |
453.50 |
2.9% |
126.50 |
0.8% |
93% |
True |
False |
464,897 |
| 20 |
15,708.75 |
14,710.50 |
998.25 |
6.4% |
164.75 |
1.1% |
97% |
True |
False |
492,574 |
| 40 |
15,708.75 |
14,445.00 |
1,263.75 |
8.1% |
173.75 |
1.1% |
97% |
True |
False |
491,462 |
| 60 |
15,708.75 |
13,830.25 |
1,878.50 |
12.0% |
174.00 |
1.1% |
98% |
True |
False |
479,363 |
| 80 |
15,708.75 |
12,944.50 |
2,764.25 |
17.6% |
180.00 |
1.1% |
99% |
True |
False |
363,544 |
| 100 |
15,708.75 |
12,906.00 |
2,802.75 |
17.9% |
191.00 |
1.2% |
99% |
True |
False |
291,027 |
| 120 |
15,708.75 |
12,602.00 |
3,106.75 |
19.8% |
199.00 |
1.3% |
99% |
True |
False |
242,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,142.25 |
|
2.618 |
15,975.75 |
|
1.618 |
15,873.75 |
|
1.000 |
15,810.75 |
|
0.618 |
15,771.75 |
|
HIGH |
15,708.75 |
|
0.618 |
15,669.75 |
|
0.500 |
15,657.75 |
|
0.382 |
15,645.75 |
|
LOW |
15,606.75 |
|
0.618 |
15,543.75 |
|
1.000 |
15,504.75 |
|
1.618 |
15,441.75 |
|
2.618 |
15,339.75 |
|
4.250 |
15,173.25 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,669.00 |
15,660.00 |
| PP |
15,663.50 |
15,645.00 |
| S1 |
15,657.75 |
15,630.25 |
|