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 |
15,656.00 |
15,671.00 |
15.00 |
0.1% |
15,432.75 |
High |
15,708.75 |
15,691.00 |
-17.75 |
-0.1% |
15,699.00 |
Low |
15,606.75 |
15,523.75 |
-83.00 |
-0.5% |
15,420.00 |
Close |
15,674.75 |
15,620.00 |
-54.75 |
-0.3% |
15,651.50 |
Range |
102.00 |
167.25 |
65.25 |
64.0% |
279.00 |
ATR |
159.75 |
160.29 |
0.54 |
0.3% |
0.00 |
Volume |
542,055 |
559,402 |
17,347 |
3.2% |
2,330,686 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,113.25 |
16,034.00 |
15,712.00 |
|
R3 |
15,946.00 |
15,866.75 |
15,666.00 |
|
R2 |
15,778.75 |
15,778.75 |
15,650.75 |
|
R1 |
15,699.50 |
15,699.50 |
15,635.25 |
15,655.50 |
PP |
15,611.50 |
15,611.50 |
15,611.50 |
15,589.50 |
S1 |
15,532.25 |
15,532.25 |
15,604.75 |
15,488.25 |
S2 |
15,444.25 |
15,444.25 |
15,589.25 |
|
S3 |
15,277.00 |
15,365.00 |
15,574.00 |
|
S4 |
15,109.75 |
15,197.75 |
15,528.00 |
|
|
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 |
15,523.75 |
185.00 |
1.2% |
129.00 |
0.8% |
52% |
False |
True |
498,690 |
10 |
15,708.75 |
15,255.25 |
453.50 |
2.9% |
135.75 |
0.9% |
80% |
False |
False |
484,279 |
20 |
15,708.75 |
14,710.50 |
998.25 |
6.4% |
165.00 |
1.1% |
91% |
False |
False |
496,780 |
40 |
15,708.75 |
14,445.00 |
1,263.75 |
8.1% |
172.75 |
1.1% |
93% |
False |
False |
492,788 |
60 |
15,708.75 |
13,830.25 |
1,878.50 |
12.0% |
174.00 |
1.1% |
95% |
False |
False |
482,417 |
80 |
15,708.75 |
12,944.50 |
2,764.25 |
17.7% |
177.75 |
1.1% |
97% |
False |
False |
370,526 |
100 |
15,708.75 |
12,906.00 |
2,802.75 |
17.9% |
191.50 |
1.2% |
97% |
False |
False |
296,617 |
120 |
15,708.75 |
12,602.00 |
3,106.75 |
19.9% |
196.25 |
1.3% |
97% |
False |
False |
247,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,401.75 |
2.618 |
16,128.75 |
1.618 |
15,961.50 |
1.000 |
15,858.25 |
0.618 |
15,794.25 |
HIGH |
15,691.00 |
0.618 |
15,627.00 |
0.500 |
15,607.50 |
0.382 |
15,587.75 |
LOW |
15,523.75 |
0.618 |
15,420.50 |
1.000 |
15,356.50 |
1.618 |
15,253.25 |
2.618 |
15,086.00 |
4.250 |
14,813.00 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,615.75 |
15,618.75 |
PP |
15,611.50 |
15,617.50 |
S1 |
15,607.50 |
15,616.25 |
|