Trading Metrics calculated at close of trading on 08-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,910.0 |
15,815.0 |
-95.0 |
-0.6% |
15,855.0 |
High |
15,927.0 |
15,847.0 |
-80.0 |
-0.5% |
16,005.0 |
Low |
15,814.0 |
15,586.0 |
-228.0 |
-1.4% |
15,682.0 |
Close |
15,842.0 |
15,622.0 |
-220.0 |
-1.4% |
15,778.0 |
Range |
113.0 |
261.0 |
148.0 |
131.0% |
323.0 |
ATR |
157.9 |
165.3 |
7.4 |
4.7% |
0.0 |
Volume |
69,062 |
121,041 |
51,979 |
75.3% |
337,640 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,468.0 |
16,306.0 |
15,765.6 |
|
R3 |
16,207.0 |
16,045.0 |
15,693.8 |
|
R2 |
15,946.0 |
15,946.0 |
15,669.9 |
|
R1 |
15,784.0 |
15,784.0 |
15,645.9 |
15,734.5 |
PP |
15,685.0 |
15,685.0 |
15,685.0 |
15,660.3 |
S1 |
15,523.0 |
15,523.0 |
15,598.1 |
15,473.5 |
S2 |
15,424.0 |
15,424.0 |
15,574.2 |
|
S3 |
15,163.0 |
15,262.0 |
15,550.2 |
|
S4 |
14,902.0 |
15,001.0 |
15,478.5 |
|
|
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 |
15,977.0 |
15,586.0 |
391.0 |
2.5% |
176.2 |
1.1% |
9% |
False |
True |
80,193 |
10 |
16,005.0 |
15,586.0 |
419.0 |
2.7% |
160.4 |
1.0% |
9% |
False |
True |
68,245 |
20 |
16,024.0 |
15,586.0 |
438.0 |
2.8% |
153.7 |
1.0% |
8% |
False |
True |
65,711 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.4% |
160.3 |
1.0% |
59% |
False |
False |
67,104 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.4% |
174.0 |
1.1% |
59% |
False |
False |
65,688 |
80 |
16,024.0 |
14,930.0 |
1,094.0 |
7.0% |
166.3 |
1.1% |
63% |
False |
False |
49,653 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.9% |
166.1 |
1.1% |
67% |
False |
False |
39,733 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.1% |
153.7 |
1.0% |
74% |
False |
False |
33,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,956.3 |
2.618 |
16,530.3 |
1.618 |
16,269.3 |
1.000 |
16,108.0 |
0.618 |
16,008.3 |
HIGH |
15,847.0 |
0.618 |
15,747.3 |
0.500 |
15,716.5 |
0.382 |
15,685.7 |
LOW |
15,586.0 |
0.618 |
15,424.7 |
1.000 |
15,325.0 |
1.618 |
15,163.7 |
2.618 |
14,902.7 |
4.250 |
14,476.8 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,716.5 |
15,756.5 |
PP |
15,685.0 |
15,711.7 |
S1 |
15,653.5 |
15,666.8 |
|