Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
1,790.9 |
1,796.2 |
5.3 |
0.3% |
1,833.5 |
High |
1,803.4 |
1,806.0 |
2.6 |
0.1% |
1,833.5 |
Low |
1,785.1 |
1,788.2 |
3.1 |
0.2% |
1,783.1 |
Close |
1,800.0 |
1,792.1 |
-7.9 |
-0.4% |
1,792.1 |
Range |
18.3 |
17.8 |
-0.5 |
-2.7% |
50.4 |
ATR |
22.8 |
22.4 |
-0.4 |
-1.6% |
0.0 |
Volume |
154,126 |
136,246 |
-17,880 |
-11.6% |
704,105 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.8 |
1,838.3 |
1,801.9 |
|
R3 |
1,831.0 |
1,820.5 |
1,797.0 |
|
R2 |
1,813.2 |
1,813.2 |
1,795.4 |
|
R1 |
1,802.7 |
1,802.7 |
1,793.7 |
1,799.1 |
PP |
1,795.4 |
1,795.4 |
1,795.4 |
1,793.6 |
S1 |
1,784.9 |
1,784.9 |
1,790.5 |
1,781.3 |
S2 |
1,777.6 |
1,777.6 |
1,788.8 |
|
S3 |
1,759.8 |
1,767.1 |
1,787.2 |
|
S4 |
1,742.0 |
1,749.3 |
1,782.3 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.1 |
1,923.5 |
1,819.8 |
|
R3 |
1,903.7 |
1,873.1 |
1,806.0 |
|
R2 |
1,853.3 |
1,853.3 |
1,801.3 |
|
R1 |
1,822.7 |
1,822.7 |
1,796.7 |
1,812.8 |
PP |
1,802.9 |
1,802.9 |
1,802.9 |
1,798.0 |
S1 |
1,772.3 |
1,772.3 |
1,787.5 |
1,762.4 |
S2 |
1,752.5 |
1,752.5 |
1,782.9 |
|
S3 |
1,702.1 |
1,721.9 |
1,778.2 |
|
S4 |
1,651.7 |
1,671.5 |
1,764.4 |
|
|
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% |
24.6 |
1.4% |
17% |
False |
False |
177,817 |
10 |
1,836.9 |
1,783.1 |
53.8 |
3.0% |
22.0 |
1.2% |
17% |
False |
False |
162,113 |
20 |
1,836.9 |
1,753.0 |
83.9 |
4.7% |
20.7 |
1.2% |
47% |
False |
False |
150,474 |
40 |
1,837.5 |
1,675.9 |
161.6 |
9.0% |
22.7 |
1.3% |
72% |
False |
False |
146,364 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
22.7 |
1.3% |
71% |
False |
False |
103,186 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.6 |
1.3% |
47% |
False |
False |
78,586 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.4 |
1.3% |
47% |
False |
False |
63,576 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.8% |
23.2 |
1.3% |
47% |
False |
False |
53,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,881.7 |
2.618 |
1,852.6 |
1.618 |
1,834.8 |
1.000 |
1,823.8 |
0.618 |
1,817.0 |
HIGH |
1,806.0 |
0.618 |
1,799.2 |
0.500 |
1,797.1 |
0.382 |
1,795.0 |
LOW |
1,788.2 |
0.618 |
1,777.2 |
1.000 |
1,770.4 |
1.618 |
1,759.4 |
2.618 |
1,741.6 |
4.250 |
1,712.6 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,797.1 |
1,794.6 |
PP |
1,795.4 |
1,793.7 |
S1 |
1,793.8 |
1,792.9 |
|