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 |
4,517.50 |
4,511.00 |
-6.50 |
-0.1% |
4,508.75 |
High |
4,524.75 |
4,529.50 |
4.75 |
0.1% |
4,549.50 |
Low |
4,492.00 |
4,485.50 |
-6.50 |
-0.1% |
4,500.75 |
Close |
4,512.50 |
4,492.25 |
-20.25 |
-0.4% |
4,534.50 |
Range |
32.75 |
44.00 |
11.25 |
34.4% |
48.75 |
ATR |
36.29 |
36.84 |
0.55 |
1.5% |
0.00 |
Volume |
1,606,757 |
1,696,301 |
89,544 |
5.6% |
5,588,372 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,634.50 |
4,607.25 |
4,516.50 |
|
R3 |
4,590.50 |
4,563.25 |
4,504.25 |
|
R2 |
4,546.50 |
4,546.50 |
4,500.25 |
|
R1 |
4,519.25 |
4,519.25 |
4,496.25 |
4,511.00 |
PP |
4,502.50 |
4,502.50 |
4,502.50 |
4,498.25 |
S1 |
4,475.25 |
4,475.25 |
4,488.25 |
4,467.00 |
S2 |
4,458.50 |
4,458.50 |
4,484.25 |
|
S3 |
4,414.50 |
4,431.25 |
4,480.25 |
|
S4 |
4,370.50 |
4,387.25 |
4,468.00 |
|
|
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 |
4,485.50 |
64.00 |
1.4% |
34.50 |
0.8% |
11% |
False |
True |
1,350,789 |
10 |
4,549.50 |
4,462.25 |
87.25 |
1.9% |
33.25 |
0.7% |
34% |
False |
False |
1,269,250 |
20 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
38.50 |
0.9% |
72% |
False |
False |
1,237,288 |
40 |
4,549.50 |
4,224.00 |
325.50 |
7.2% |
39.50 |
0.9% |
82% |
False |
False |
1,247,481 |
60 |
4,549.50 |
4,126.75 |
422.75 |
9.4% |
40.00 |
0.9% |
86% |
False |
False |
1,242,978 |
80 |
4,549.50 |
4,046.00 |
503.50 |
11.2% |
39.50 |
0.9% |
89% |
False |
False |
1,001,723 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.8% |
42.00 |
0.9% |
89% |
False |
False |
802,032 |
120 |
4,549.50 |
3,833.75 |
715.75 |
15.9% |
41.75 |
0.9% |
92% |
False |
False |
668,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,716.50 |
2.618 |
4,644.75 |
1.618 |
4,600.75 |
1.000 |
4,573.50 |
0.618 |
4,556.75 |
HIGH |
4,529.50 |
0.618 |
4,512.75 |
0.500 |
4,507.50 |
0.382 |
4,502.25 |
LOW |
4,485.50 |
0.618 |
4,458.25 |
1.000 |
4,441.50 |
1.618 |
4,414.25 |
2.618 |
4,370.25 |
4.250 |
4,298.50 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,507.50 |
4,516.75 |
PP |
4,502.50 |
4,508.50 |
S1 |
4,497.25 |
4,500.50 |
|