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 |
4,203.0 |
4,211.0 |
8.0 |
0.2% |
4,163.0 |
High |
4,203.0 |
4,215.5 |
12.5 |
0.3% |
4,221.5 |
Low |
4,153.5 |
4,184.5 |
31.0 |
0.7% |
4,144.5 |
Close |
4,171.0 |
4,196.0 |
25.0 |
0.6% |
4,171.0 |
Range |
49.5 |
31.0 |
-18.5 |
-37.4% |
77.0 |
ATR |
36.8 |
37.3 |
0.6 |
1.5% |
0.0 |
Volume |
44,060 |
148,012 |
103,952 |
235.9% |
205,927 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,291.7 |
4,274.8 |
4,213.1 |
|
R3 |
4,260.7 |
4,243.8 |
4,204.5 |
|
R2 |
4,229.7 |
4,229.7 |
4,201.7 |
|
R1 |
4,212.8 |
4,212.8 |
4,198.8 |
4,205.8 |
PP |
4,198.7 |
4,198.7 |
4,198.7 |
4,195.1 |
S1 |
4,181.8 |
4,181.8 |
4,193.2 |
4,174.8 |
S2 |
4,167.7 |
4,167.7 |
4,190.3 |
|
S3 |
4,136.7 |
4,150.8 |
4,187.5 |
|
S4 |
4,105.7 |
4,119.8 |
4,179.0 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,410.0 |
4,367.5 |
4,213.4 |
|
R3 |
4,333.0 |
4,290.5 |
4,192.2 |
|
R2 |
4,256.0 |
4,256.0 |
4,185.1 |
|
R1 |
4,213.5 |
4,213.5 |
4,178.1 |
4,234.8 |
PP |
4,179.0 |
4,179.0 |
4,179.0 |
4,189.6 |
S1 |
4,136.5 |
4,136.5 |
4,163.9 |
4,157.8 |
S2 |
4,102.0 |
4,102.0 |
4,156.9 |
|
S3 |
4,025.0 |
4,059.5 |
4,149.8 |
|
S4 |
3,948.0 |
3,982.5 |
4,128.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,221.5 |
4,144.5 |
77.0 |
1.8% |
40.9 |
1.0% |
67% |
False |
False |
58,607 |
10 |
4,221.5 |
4,115.0 |
106.5 |
2.5% |
31.8 |
0.8% |
76% |
False |
False |
55,020 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.8% |
30.1 |
0.7% |
84% |
False |
False |
40,314 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
31.2 |
0.7% |
92% |
False |
False |
23,028 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.1% |
33.6 |
0.8% |
92% |
False |
False |
15,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,347.3 |
2.618 |
4,296.7 |
1.618 |
4,265.7 |
1.000 |
4,246.5 |
0.618 |
4,234.7 |
HIGH |
4,215.5 |
0.618 |
4,203.7 |
0.500 |
4,200.0 |
0.382 |
4,196.3 |
LOW |
4,184.5 |
0.618 |
4,165.3 |
1.000 |
4,153.5 |
1.618 |
4,134.3 |
2.618 |
4,103.3 |
4.250 |
4,052.8 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,200.0 |
4,192.2 |
PP |
4,198.7 |
4,188.3 |
S1 |
4,197.3 |
4,184.5 |
|