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 |
15,815.0 |
15,604.0 |
-211.0 |
-1.3% |
15,855.0 |
High |
15,847.0 |
15,693.0 |
-154.0 |
-1.0% |
16,005.0 |
Low |
15,586.0 |
15,448.0 |
-138.0 |
-0.9% |
15,682.0 |
Close |
15,622.0 |
15,626.0 |
4.0 |
0.0% |
15,778.0 |
Range |
261.0 |
245.0 |
-16.0 |
-6.1% |
323.0 |
ATR |
165.3 |
171.0 |
5.7 |
3.4% |
0.0 |
Volume |
121,041 |
84,767 |
-36,274 |
-30.0% |
337,640 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,324.0 |
16,220.0 |
15,760.8 |
|
R3 |
16,079.0 |
15,975.0 |
15,693.4 |
|
R2 |
15,834.0 |
15,834.0 |
15,670.9 |
|
R1 |
15,730.0 |
15,730.0 |
15,648.5 |
15,782.0 |
PP |
15,589.0 |
15,589.0 |
15,589.0 |
15,615.0 |
S1 |
15,485.0 |
15,485.0 |
15,603.5 |
15,537.0 |
S2 |
15,344.0 |
15,344.0 |
15,581.1 |
|
S3 |
15,099.0 |
15,240.0 |
15,558.6 |
|
S4 |
14,854.0 |
14,995.0 |
15,491.3 |
|
|
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 |
15,927.0 |
15,448.0 |
479.0 |
3.1% |
183.2 |
1.2% |
37% |
False |
True |
80,132 |
10 |
16,005.0 |
15,448.0 |
557.0 |
3.6% |
175.3 |
1.1% |
32% |
False |
True |
72,362 |
20 |
16,024.0 |
15,448.0 |
576.0 |
3.7% |
157.6 |
1.0% |
31% |
False |
True |
66,872 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
164.0 |
1.0% |
60% |
False |
False |
67,768 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
176.8 |
1.1% |
60% |
False |
False |
66,469 |
80 |
16,024.0 |
14,930.0 |
1,094.0 |
7.0% |
167.9 |
1.1% |
64% |
False |
False |
50,712 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.9% |
167.4 |
1.1% |
68% |
False |
False |
40,580 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.1% |
155.7 |
1.0% |
75% |
False |
False |
33,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,734.3 |
2.618 |
16,334.4 |
1.618 |
16,089.4 |
1.000 |
15,938.0 |
0.618 |
15,844.4 |
HIGH |
15,693.0 |
0.618 |
15,599.4 |
0.500 |
15,570.5 |
0.382 |
15,541.6 |
LOW |
15,448.0 |
0.618 |
15,296.6 |
1.000 |
15,203.0 |
1.618 |
15,051.6 |
2.618 |
14,806.6 |
4.250 |
14,406.8 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,607.5 |
15,687.5 |
PP |
15,589.0 |
15,667.0 |
S1 |
15,570.5 |
15,646.5 |
|