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 |
4,536.75 |
4,533.00 |
-3.75 |
-0.1% |
4,508.75 |
High |
4,549.50 |
4,548.00 |
-1.50 |
0.0% |
4,549.50 |
Low |
4,519.25 |
4,510.75 |
-8.50 |
-0.2% |
4,500.75 |
Close |
4,534.50 |
4,519.25 |
-15.25 |
-0.3% |
4,534.50 |
Range |
30.25 |
37.25 |
7.00 |
23.1% |
48.75 |
ATR |
36.51 |
36.57 |
0.05 |
0.1% |
0.00 |
Volume |
1,156,146 |
1,277,938 |
121,792 |
10.5% |
5,588,372 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,637.75 |
4,615.75 |
4,539.75 |
|
R3 |
4,600.50 |
4,578.50 |
4,529.50 |
|
R2 |
4,563.25 |
4,563.25 |
4,526.00 |
|
R1 |
4,541.25 |
4,541.25 |
4,522.75 |
4,533.50 |
PP |
4,526.00 |
4,526.00 |
4,526.00 |
4,522.25 |
S1 |
4,504.00 |
4,504.00 |
4,515.75 |
4,496.50 |
S2 |
4,488.75 |
4,488.75 |
4,512.50 |
|
S3 |
4,451.50 |
4,466.75 |
4,509.00 |
|
S4 |
4,414.25 |
4,429.50 |
4,498.75 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,674.50 |
4,653.25 |
4,561.25 |
|
R3 |
4,625.75 |
4,604.50 |
4,548.00 |
|
R2 |
4,577.00 |
4,577.00 |
4,543.50 |
|
R1 |
4,555.75 |
4,555.75 |
4,539.00 |
4,566.50 |
PP |
4,528.25 |
4,528.25 |
4,528.25 |
4,533.50 |
S1 |
4,507.00 |
4,507.00 |
4,530.00 |
4,517.50 |
S2 |
4,479.50 |
4,479.50 |
4,525.50 |
|
S3 |
4,430.75 |
4,458.25 |
4,521.00 |
|
S4 |
4,382.00 |
4,409.50 |
4,507.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,549.50 |
4,510.75 |
38.75 |
0.9% |
29.25 |
0.6% |
22% |
False |
True |
1,178,100 |
10 |
4,549.50 |
4,462.25 |
87.25 |
1.9% |
29.50 |
0.6% |
65% |
False |
False |
1,097,805 |
20 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
36.75 |
0.8% |
85% |
False |
False |
1,169,704 |
40 |
4,549.50 |
4,224.00 |
325.50 |
7.2% |
39.00 |
0.9% |
91% |
False |
False |
1,228,866 |
60 |
4,549.50 |
4,126.75 |
422.75 |
9.4% |
39.50 |
0.9% |
93% |
False |
False |
1,244,359 |
80 |
4,549.50 |
4,046.00 |
503.50 |
11.1% |
40.00 |
0.9% |
94% |
False |
False |
960,523 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.7% |
41.75 |
0.9% |
94% |
False |
False |
769,014 |
120 |
4,549.50 |
3,833.75 |
715.75 |
15.8% |
42.00 |
0.9% |
96% |
False |
False |
641,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,706.25 |
2.618 |
4,645.50 |
1.618 |
4,608.25 |
1.000 |
4,585.25 |
0.618 |
4,571.00 |
HIGH |
4,548.00 |
0.618 |
4,533.75 |
0.500 |
4,529.50 |
0.382 |
4,525.00 |
LOW |
4,510.75 |
0.618 |
4,487.75 |
1.000 |
4,473.50 |
1.618 |
4,450.50 |
2.618 |
4,413.25 |
4.250 |
4,352.50 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,529.50 |
4,530.00 |
PP |
4,526.00 |
4,526.50 |
S1 |
4,522.50 |
4,523.00 |
|