| 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 |
1,796.1 |
1,790.9 |
-5.2 |
-0.3% |
1,821.6 |
| High |
1,804.4 |
1,803.4 |
-1.0 |
-0.1% |
1,836.9 |
| Low |
1,783.1 |
1,785.1 |
2.0 |
0.1% |
1,803.4 |
| Close |
1,793.5 |
1,800.0 |
6.5 |
0.4% |
1,833.7 |
| Range |
21.3 |
18.3 |
-3.0 |
-14.1% |
33.5 |
| ATR |
23.2 |
22.8 |
-0.3 |
-1.5% |
0.0 |
| Volume |
161,258 |
154,126 |
-7,132 |
-4.4% |
713,387 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,851.1 |
1,843.8 |
1,810.1 |
|
| R3 |
1,832.8 |
1,825.5 |
1,805.0 |
|
| R2 |
1,814.5 |
1,814.5 |
1,803.4 |
|
| R1 |
1,807.2 |
1,807.2 |
1,801.7 |
1,810.9 |
| PP |
1,796.2 |
1,796.2 |
1,796.2 |
1,798.0 |
| S1 |
1,788.9 |
1,788.9 |
1,798.3 |
1,792.6 |
| S2 |
1,777.9 |
1,777.9 |
1,796.6 |
|
| S3 |
1,759.6 |
1,770.6 |
1,795.0 |
|
| S4 |
1,741.3 |
1,752.3 |
1,789.9 |
|
|
| 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% |
23.7 |
1.3% |
31% |
False |
False |
173,173 |
| 10 |
1,836.9 |
1,781.3 |
55.6 |
3.1% |
22.1 |
1.2% |
34% |
False |
False |
161,942 |
| 20 |
1,836.9 |
1,742.6 |
94.3 |
5.2% |
20.6 |
1.1% |
61% |
False |
False |
150,518 |
| 40 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.6 |
1.3% |
76% |
False |
False |
143,779 |
| 60 |
1,869.0 |
1,675.9 |
193.1 |
10.7% |
23.4 |
1.3% |
64% |
False |
False |
100,983 |
| 80 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.5 |
1.3% |
50% |
False |
False |
76,927 |
| 100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.4 |
1.3% |
50% |
False |
False |
62,226 |
| 120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.1 |
1.3% |
50% |
False |
False |
52,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,881.2 |
|
2.618 |
1,851.3 |
|
1.618 |
1,833.0 |
|
1.000 |
1,821.7 |
|
0.618 |
1,814.7 |
|
HIGH |
1,803.4 |
|
0.618 |
1,796.4 |
|
0.500 |
1,794.3 |
|
0.382 |
1,792.1 |
|
LOW |
1,785.1 |
|
0.618 |
1,773.8 |
|
1.000 |
1,766.8 |
|
1.618 |
1,755.5 |
|
2.618 |
1,737.2 |
|
4.250 |
1,707.3 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.1 |
1,808.3 |
| PP |
1,796.2 |
1,805.5 |
| S1 |
1,794.3 |
1,802.8 |
|