| 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 |
1,833.5 |
1,796.1 |
-37.4 |
-2.0% |
1,821.6 |
| High |
1,833.5 |
1,804.4 |
-29.1 |
-1.6% |
1,836.9 |
| Low |
1,793.7 |
1,783.1 |
-10.6 |
-0.6% |
1,803.4 |
| Close |
1,798.5 |
1,793.5 |
-5.0 |
-0.3% |
1,833.7 |
| Range |
39.8 |
21.3 |
-18.5 |
-46.5% |
33.5 |
| ATR |
23.3 |
23.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
252,475 |
161,258 |
-91,217 |
-36.1% |
713,387 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,857.6 |
1,846.8 |
1,805.2 |
|
| R3 |
1,836.3 |
1,825.5 |
1,799.4 |
|
| R2 |
1,815.0 |
1,815.0 |
1,797.4 |
|
| R1 |
1,804.2 |
1,804.2 |
1,795.5 |
1,799.0 |
| PP |
1,793.7 |
1,793.7 |
1,793.7 |
1,791.0 |
| S1 |
1,782.9 |
1,782.9 |
1,791.5 |
1,777.7 |
| S2 |
1,772.4 |
1,772.4 |
1,789.6 |
|
| S3 |
1,751.1 |
1,761.6 |
1,787.6 |
|
| S4 |
1,729.8 |
1,740.3 |
1,781.8 |
|
|
| 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 |
1,783.1 |
53.8 |
3.0% |
22.5 |
1.3% |
19% |
False |
True |
170,371 |
| 10 |
1,836.9 |
1,781.3 |
55.6 |
3.1% |
22.4 |
1.3% |
22% |
False |
False |
162,875 |
| 20 |
1,836.9 |
1,724.6 |
112.3 |
6.3% |
21.3 |
1.2% |
61% |
False |
False |
152,084 |
| 40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.8 |
1.3% |
72% |
False |
False |
141,226 |
| 60 |
1,874.3 |
1,675.9 |
198.4 |
11.1% |
23.4 |
1.3% |
59% |
False |
False |
98,443 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.6 |
1.3% |
48% |
False |
False |
75,080 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.4 |
1.3% |
48% |
False |
False |
60,703 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.1 |
1.3% |
48% |
False |
False |
50,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,894.9 |
|
2.618 |
1,860.2 |
|
1.618 |
1,838.9 |
|
1.000 |
1,825.7 |
|
0.618 |
1,817.6 |
|
HIGH |
1,804.4 |
|
0.618 |
1,796.3 |
|
0.500 |
1,793.8 |
|
0.382 |
1,791.2 |
|
LOW |
1,783.1 |
|
0.618 |
1,769.9 |
|
1.000 |
1,761.8 |
|
1.618 |
1,748.6 |
|
2.618 |
1,727.3 |
|
4.250 |
1,692.6 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,793.8 |
1,810.0 |
| PP |
1,793.7 |
1,804.5 |
| S1 |
1,793.6 |
1,799.0 |
|