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 |
4,184.5 |
4,144.0 |
-40.5 |
-1.0% |
4,163.0 |
High |
4,193.5 |
4,165.0 |
-28.5 |
-0.7% |
4,221.5 |
Low |
4,129.5 |
4,104.5 |
-25.0 |
-0.6% |
4,144.5 |
Close |
4,152.0 |
4,147.0 |
-5.0 |
-0.1% |
4,171.0 |
Range |
64.0 |
60.5 |
-3.5 |
-5.5% |
77.0 |
ATR |
39.4 |
40.9 |
1.5 |
3.8% |
0.0 |
Volume |
131,752 |
347,167 |
215,415 |
163.5% |
205,927 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.3 |
4,294.2 |
4,180.3 |
|
R3 |
4,259.8 |
4,233.7 |
4,163.6 |
|
R2 |
4,199.3 |
4,199.3 |
4,158.1 |
|
R1 |
4,173.2 |
4,173.2 |
4,152.5 |
4,186.3 |
PP |
4,138.8 |
4,138.8 |
4,138.8 |
4,145.4 |
S1 |
4,112.7 |
4,112.7 |
4,141.5 |
4,125.8 |
S2 |
4,078.3 |
4,078.3 |
4,135.9 |
|
S3 |
4,017.8 |
4,052.2 |
4,130.4 |
|
S4 |
3,957.3 |
3,991.7 |
4,113.7 |
|
|
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 |
4,215.5 |
4,104.5 |
111.0 |
2.7% |
45.7 |
1.1% |
38% |
False |
True |
136,286 |
10 |
4,221.5 |
4,104.5 |
117.0 |
2.8% |
40.4 |
1.0% |
36% |
False |
True |
98,189 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
34.3 |
0.8% |
54% |
False |
False |
60,789 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
33.3 |
0.8% |
78% |
False |
False |
34,948 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
35.2 |
0.8% |
78% |
False |
False |
23,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,422.1 |
2.618 |
4,323.4 |
1.618 |
4,262.9 |
1.000 |
4,225.5 |
0.618 |
4,202.4 |
HIGH |
4,165.0 |
0.618 |
4,141.9 |
0.500 |
4,134.8 |
0.382 |
4,127.6 |
LOW |
4,104.5 |
0.618 |
4,067.1 |
1.000 |
4,044.0 |
1.618 |
4,006.6 |
2.618 |
3,946.1 |
4.250 |
3,847.4 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,142.9 |
4,160.0 |
PP |
4,138.8 |
4,155.7 |
S1 |
4,134.8 |
4,151.3 |
|