Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
4,511.00 |
4,491.25 |
-19.75 |
-0.4% |
4,533.00 |
High |
4,529.50 |
4,518.25 |
-11.25 |
-0.2% |
4,548.00 |
Low |
4,485.50 |
4,456.50 |
-29.00 |
-0.6% |
4,456.50 |
Close |
4,492.25 |
4,458.25 |
-34.00 |
-0.8% |
4,458.25 |
Range |
44.00 |
61.75 |
17.75 |
40.3% |
91.50 |
ATR |
36.84 |
38.62 |
1.78 |
4.8% |
0.00 |
Volume |
1,696,301 |
1,696,301 |
0 |
0.0% |
6,277,297 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,663.00 |
4,622.25 |
4,492.25 |
|
R3 |
4,601.25 |
4,560.50 |
4,475.25 |
|
R2 |
4,539.50 |
4,539.50 |
4,469.50 |
|
R1 |
4,498.75 |
4,498.75 |
4,464.00 |
4,488.25 |
PP |
4,477.75 |
4,477.75 |
4,477.75 |
4,472.50 |
S1 |
4,437.00 |
4,437.00 |
4,452.50 |
4,426.50 |
S2 |
4,416.00 |
4,416.00 |
4,447.00 |
|
S3 |
4,354.25 |
4,375.25 |
4,441.25 |
|
S4 |
4,292.50 |
4,313.50 |
4,424.25 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,762.00 |
4,701.75 |
4,508.50 |
|
R3 |
4,670.50 |
4,610.25 |
4,483.50 |
|
R2 |
4,579.00 |
4,579.00 |
4,475.00 |
|
R1 |
4,518.75 |
4,518.75 |
4,466.75 |
4,503.00 |
PP |
4,487.50 |
4,487.50 |
4,487.50 |
4,479.75 |
S1 |
4,427.25 |
4,427.25 |
4,449.75 |
4,411.50 |
S2 |
4,396.00 |
4,396.00 |
4,441.50 |
|
S3 |
4,304.50 |
4,335.75 |
4,433.00 |
|
S4 |
4,213.00 |
4,244.25 |
4,408.00 |
|
|
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 |
4,456.50 |
93.00 |
2.1% |
41.25 |
0.9% |
2% |
False |
True |
1,486,688 |
10 |
4,549.50 |
4,456.50 |
93.00 |
2.1% |
36.50 |
0.8% |
2% |
False |
True |
1,308,208 |
20 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
40.25 |
0.9% |
55% |
False |
False |
1,279,577 |
40 |
4,549.50 |
4,224.00 |
325.50 |
7.3% |
40.00 |
0.9% |
72% |
False |
False |
1,249,595 |
60 |
4,549.50 |
4,126.75 |
422.75 |
9.5% |
40.25 |
0.9% |
78% |
False |
False |
1,244,376 |
80 |
4,549.50 |
4,046.00 |
503.50 |
11.3% |
39.50 |
0.9% |
82% |
False |
False |
1,022,884 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.9% |
42.00 |
0.9% |
83% |
False |
False |
818,983 |
120 |
4,549.50 |
3,833.75 |
715.75 |
16.1% |
41.75 |
0.9% |
87% |
False |
False |
682,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,780.75 |
2.618 |
4,680.00 |
1.618 |
4,618.25 |
1.000 |
4,580.00 |
0.618 |
4,556.50 |
HIGH |
4,518.25 |
0.618 |
4,494.75 |
0.500 |
4,487.50 |
0.382 |
4,480.00 |
LOW |
4,456.50 |
0.618 |
4,418.25 |
1.000 |
4,394.75 |
1.618 |
4,356.50 |
2.618 |
4,294.75 |
4.250 |
4,194.00 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,487.50 |
4,493.00 |
PP |
4,477.75 |
4,481.50 |
S1 |
4,468.00 |
4,469.75 |
|