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 |
1,811.5 |
1,833.5 |
22.0 |
1.2% |
1,821.6 |
High |
1,836.9 |
1,833.5 |
-3.4 |
-0.2% |
1,836.9 |
Low |
1,810.9 |
1,793.7 |
-17.2 |
-0.9% |
1,803.4 |
Close |
1,833.7 |
1,798.5 |
-35.2 |
-1.9% |
1,833.7 |
Range |
26.0 |
39.8 |
13.8 |
53.1% |
33.5 |
ATR |
22.0 |
23.3 |
1.3 |
5.8% |
0.0 |
Volume |
184,984 |
252,475 |
67,491 |
36.5% |
713,387 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,928.0 |
1,903.0 |
1,820.4 |
|
R3 |
1,888.2 |
1,863.2 |
1,809.4 |
|
R2 |
1,848.4 |
1,848.4 |
1,805.8 |
|
R1 |
1,823.4 |
1,823.4 |
1,802.1 |
1,816.0 |
PP |
1,808.6 |
1,808.6 |
1,808.6 |
1,804.9 |
S1 |
1,783.6 |
1,783.6 |
1,794.9 |
1,776.2 |
S2 |
1,768.8 |
1,768.8 |
1,791.2 |
|
S3 |
1,729.0 |
1,743.8 |
1,787.6 |
|
S4 |
1,689.2 |
1,704.0 |
1,776.6 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.2 |
1,912.9 |
1,852.1 |
|
R3 |
1,891.7 |
1,879.4 |
1,842.9 |
|
R2 |
1,858.2 |
1,858.2 |
1,839.8 |
|
R1 |
1,845.9 |
1,845.9 |
1,836.8 |
1,852.1 |
PP |
1,824.7 |
1,824.7 |
1,824.7 |
1,827.7 |
S1 |
1,812.4 |
1,812.4 |
1,830.6 |
1,818.6 |
S2 |
1,791.2 |
1,791.2 |
1,827.6 |
|
S3 |
1,757.7 |
1,778.9 |
1,824.5 |
|
S4 |
1,724.2 |
1,745.4 |
1,815.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,836.9 |
1,793.7 |
43.2 |
2.4% |
21.9 |
1.2% |
11% |
False |
True |
172,197 |
10 |
1,836.9 |
1,781.3 |
55.6 |
3.1% |
21.3 |
1.2% |
31% |
False |
False |
158,228 |
20 |
1,836.9 |
1,718.5 |
118.4 |
6.6% |
21.3 |
1.2% |
68% |
False |
False |
153,149 |
40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.8 |
1.3% |
75% |
False |
False |
138,441 |
60 |
1,883.8 |
1,675.9 |
207.9 |
11.6% |
23.6 |
1.3% |
59% |
False |
False |
95,828 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.7 |
1.3% |
50% |
False |
False |
73,106 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.4 |
1.3% |
50% |
False |
False |
59,100 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.2 |
1.3% |
50% |
False |
False |
49,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.7 |
2.618 |
1,937.7 |
1.618 |
1,897.9 |
1.000 |
1,873.3 |
0.618 |
1,858.1 |
HIGH |
1,833.5 |
0.618 |
1,818.3 |
0.500 |
1,813.6 |
0.382 |
1,808.9 |
LOW |
1,793.7 |
0.618 |
1,769.1 |
1.000 |
1,753.9 |
1.618 |
1,729.3 |
2.618 |
1,689.5 |
4.250 |
1,624.6 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,813.6 |
1,815.3 |
PP |
1,808.6 |
1,809.7 |
S1 |
1,803.5 |
1,804.1 |
|