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 |
4,211.0 |
4,184.5 |
-26.5 |
-0.6% |
4,163.0 |
High |
4,215.5 |
4,193.5 |
-22.0 |
-0.5% |
4,221.5 |
Low |
4,184.5 |
4,129.5 |
-55.0 |
-1.3% |
4,144.5 |
Close |
4,196.0 |
4,152.0 |
-44.0 |
-1.0% |
4,171.0 |
Range |
31.0 |
64.0 |
33.0 |
106.5% |
77.0 |
ATR |
37.3 |
39.4 |
2.1 |
5.6% |
0.0 |
Volume |
148,012 |
131,752 |
-16,260 |
-11.0% |
205,927 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,350.3 |
4,315.2 |
4,187.2 |
|
R3 |
4,286.3 |
4,251.2 |
4,169.6 |
|
R2 |
4,222.3 |
4,222.3 |
4,163.7 |
|
R1 |
4,187.2 |
4,187.2 |
4,157.9 |
4,172.8 |
PP |
4,158.3 |
4,158.3 |
4,158.3 |
4,151.1 |
S1 |
4,123.2 |
4,123.2 |
4,146.1 |
4,108.8 |
S2 |
4,094.3 |
4,094.3 |
4,140.3 |
|
S3 |
4,030.3 |
4,059.2 |
4,134.4 |
|
S4 |
3,966.3 |
3,995.2 |
4,116.8 |
|
|
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 |
4,129.5 |
92.0 |
2.2% |
44.2 |
1.1% |
24% |
False |
True |
71,032 |
10 |
4,221.5 |
4,115.0 |
106.5 |
2.6% |
35.2 |
0.8% |
35% |
False |
False |
66,269 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
32.6 |
0.8% |
57% |
False |
False |
45,643 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
32.5 |
0.8% |
80% |
False |
False |
26,308 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
34.5 |
0.8% |
80% |
False |
False |
18,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,465.5 |
2.618 |
4,361.1 |
1.618 |
4,297.1 |
1.000 |
4,257.5 |
0.618 |
4,233.1 |
HIGH |
4,193.5 |
0.618 |
4,169.1 |
0.500 |
4,161.5 |
0.382 |
4,153.9 |
LOW |
4,129.5 |
0.618 |
4,089.9 |
1.000 |
4,065.5 |
1.618 |
4,025.9 |
2.618 |
3,961.9 |
4.250 |
3,857.5 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,161.5 |
4,172.5 |
PP |
4,158.3 |
4,165.7 |
S1 |
4,155.2 |
4,158.8 |
|