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 |
15,819.0 |
15,910.0 |
91.0 |
0.6% |
15,855.0 |
High |
15,868.0 |
15,927.0 |
59.0 |
0.4% |
16,005.0 |
Low |
15,682.0 |
15,814.0 |
132.0 |
0.8% |
15,682.0 |
Close |
15,778.0 |
15,842.0 |
64.0 |
0.4% |
15,778.0 |
Range |
186.0 |
113.0 |
-73.0 |
-39.2% |
323.0 |
ATR |
158.6 |
157.9 |
-0.7 |
-0.4% |
0.0 |
Volume |
72,117 |
69,062 |
-3,055 |
-4.2% |
337,640 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,200.0 |
16,134.0 |
15,904.2 |
|
R3 |
16,087.0 |
16,021.0 |
15,873.1 |
|
R2 |
15,974.0 |
15,974.0 |
15,862.7 |
|
R1 |
15,908.0 |
15,908.0 |
15,852.4 |
15,884.5 |
PP |
15,861.0 |
15,861.0 |
15,861.0 |
15,849.3 |
S1 |
15,795.0 |
15,795.0 |
15,831.6 |
15,771.5 |
S2 |
15,748.0 |
15,748.0 |
15,821.3 |
|
S3 |
15,635.0 |
15,682.0 |
15,810.9 |
|
S4 |
15,522.0 |
15,569.0 |
15,779.9 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,790.7 |
16,607.3 |
15,955.7 |
|
R3 |
16,467.7 |
16,284.3 |
15,866.8 |
|
R2 |
16,144.7 |
16,144.7 |
15,837.2 |
|
R1 |
15,961.3 |
15,961.3 |
15,807.6 |
15,891.5 |
PP |
15,821.7 |
15,821.7 |
15,821.7 |
15,786.8 |
S1 |
15,638.3 |
15,638.3 |
15,748.4 |
15,568.5 |
S2 |
15,498.7 |
15,498.7 |
15,718.8 |
|
S3 |
15,175.7 |
15,315.3 |
15,689.2 |
|
S4 |
14,852.7 |
14,992.3 |
15,600.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16,005.0 |
15,682.0 |
323.0 |
2.0% |
174.0 |
1.1% |
50% |
False |
False |
73,979 |
10 |
16,005.0 |
15,682.0 |
323.0 |
2.0% |
141.8 |
0.9% |
50% |
False |
False |
60,852 |
20 |
16,024.0 |
15,615.0 |
409.0 |
2.6% |
144.7 |
0.9% |
56% |
False |
False |
61,836 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
155.5 |
1.0% |
82% |
False |
False |
65,412 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
171.9 |
1.1% |
82% |
False |
False |
64,002 |
80 |
16,024.0 |
14,930.0 |
1,094.0 |
6.9% |
165.6 |
1.0% |
83% |
False |
False |
48,141 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
165.6 |
1.0% |
85% |
False |
False |
38,522 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
9.9% |
151.5 |
1.0% |
88% |
False |
False |
32,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,407.3 |
2.618 |
16,222.8 |
1.618 |
16,109.8 |
1.000 |
16,040.0 |
0.618 |
15,996.8 |
HIGH |
15,927.0 |
0.618 |
15,883.8 |
0.500 |
15,870.5 |
0.382 |
15,857.2 |
LOW |
15,814.0 |
0.618 |
15,744.2 |
1.000 |
15,701.0 |
1.618 |
15,631.2 |
2.618 |
15,518.2 |
4.250 |
15,333.8 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,870.5 |
15,829.5 |
PP |
15,861.0 |
15,817.0 |
S1 |
15,851.5 |
15,804.5 |
|