| 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 |
15,671.00 |
15,610.00 |
-61.00 |
-0.4% |
15,432.75 |
| High |
15,691.00 |
15,675.75 |
-15.25 |
-0.1% |
15,699.00 |
| Low |
15,523.75 |
15,545.75 |
22.00 |
0.1% |
15,420.00 |
| Close |
15,620.00 |
15,558.75 |
-61.25 |
-0.4% |
15,651.50 |
| Range |
167.25 |
130.00 |
-37.25 |
-22.3% |
279.00 |
| ATR |
160.29 |
158.13 |
-2.16 |
-1.3% |
0.00 |
| Volume |
559,402 |
531,288 |
-28,114 |
-5.0% |
2,330,686 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,983.50 |
15,901.00 |
15,630.25 |
|
| R3 |
15,853.50 |
15,771.00 |
15,594.50 |
|
| R2 |
15,723.50 |
15,723.50 |
15,582.50 |
|
| R1 |
15,641.00 |
15,641.00 |
15,570.75 |
15,617.25 |
| PP |
15,593.50 |
15,593.50 |
15,593.50 |
15,581.50 |
| S1 |
15,511.00 |
15,511.00 |
15,546.75 |
15,487.25 |
| S2 |
15,463.50 |
15,463.50 |
15,535.00 |
|
| S3 |
15,333.50 |
15,381.00 |
15,523.00 |
|
| S4 |
15,203.50 |
15,251.00 |
15,487.25 |
|
|
| 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% |
131.00 |
0.8% |
19% |
False |
False |
511,850 |
| 10 |
15,708.75 |
15,255.25 |
453.50 |
2.9% |
142.50 |
0.9% |
67% |
False |
False |
496,885 |
| 20 |
15,708.75 |
14,710.50 |
998.25 |
6.4% |
163.75 |
1.1% |
85% |
False |
False |
499,359 |
| 40 |
15,708.75 |
14,445.00 |
1,263.75 |
8.1% |
172.25 |
1.1% |
88% |
False |
False |
493,590 |
| 60 |
15,708.75 |
13,830.25 |
1,878.50 |
12.1% |
173.50 |
1.1% |
92% |
False |
False |
483,782 |
| 80 |
15,708.75 |
12,944.50 |
2,764.25 |
17.8% |
176.00 |
1.1% |
95% |
False |
False |
377,155 |
| 100 |
15,708.75 |
12,906.00 |
2,802.75 |
18.0% |
190.75 |
1.2% |
95% |
False |
False |
301,924 |
| 120 |
15,708.75 |
12,602.00 |
3,106.75 |
20.0% |
195.50 |
1.3% |
95% |
False |
False |
251,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,228.25 |
|
2.618 |
16,016.00 |
|
1.618 |
15,886.00 |
|
1.000 |
15,805.75 |
|
0.618 |
15,756.00 |
|
HIGH |
15,675.75 |
|
0.618 |
15,626.00 |
|
0.500 |
15,610.75 |
|
0.382 |
15,595.50 |
|
LOW |
15,545.75 |
|
0.618 |
15,465.50 |
|
1.000 |
15,415.75 |
|
1.618 |
15,335.50 |
|
2.618 |
15,205.50 |
|
4.250 |
14,993.25 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,610.75 |
15,616.25 |
| PP |
15,593.50 |
15,597.00 |
| S1 |
15,576.00 |
15,578.00 |
|