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 |
4,144.0 |
4,134.0 |
-10.0 |
-0.2% |
4,211.0 |
High |
4,165.0 |
4,175.5 |
10.5 |
0.3% |
4,215.5 |
Low |
4,104.5 |
4,124.0 |
19.5 |
0.5% |
4,104.5 |
Close |
4,147.0 |
4,137.5 |
-9.5 |
-0.2% |
4,137.5 |
Range |
60.5 |
51.5 |
-9.0 |
-14.9% |
111.0 |
ATR |
40.9 |
41.7 |
0.8 |
1.8% |
0.0 |
Volume |
347,167 |
372,231 |
25,064 |
7.2% |
999,162 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,300.2 |
4,270.3 |
4,165.8 |
|
R3 |
4,248.7 |
4,218.8 |
4,151.7 |
|
R2 |
4,197.2 |
4,197.2 |
4,146.9 |
|
R1 |
4,167.3 |
4,167.3 |
4,142.2 |
4,182.3 |
PP |
4,145.7 |
4,145.7 |
4,145.7 |
4,153.1 |
S1 |
4,115.8 |
4,115.8 |
4,132.8 |
4,130.8 |
S2 |
4,094.2 |
4,094.2 |
4,128.1 |
|
S3 |
4,042.7 |
4,064.3 |
4,123.3 |
|
S4 |
3,991.2 |
4,012.8 |
4,109.2 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,485.5 |
4,422.5 |
4,198.6 |
|
R3 |
4,374.5 |
4,311.5 |
4,168.0 |
|
R2 |
4,263.5 |
4,263.5 |
4,157.9 |
|
R1 |
4,200.5 |
4,200.5 |
4,147.7 |
4,176.5 |
PP |
4,152.5 |
4,152.5 |
4,152.5 |
4,140.5 |
S1 |
4,089.5 |
4,089.5 |
4,127.3 |
4,065.5 |
S2 |
4,041.5 |
4,041.5 |
4,117.2 |
|
S3 |
3,930.5 |
3,978.5 |
4,107.0 |
|
S4 |
3,819.5 |
3,867.5 |
4,076.5 |
|
|
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% |
51.3 |
1.2% |
30% |
False |
False |
208,644 |
10 |
4,221.5 |
4,104.5 |
117.0 |
2.8% |
42.5 |
1.0% |
28% |
False |
False |
122,865 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
35.8 |
0.9% |
48% |
False |
False |
79,249 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
33.6 |
0.8% |
75% |
False |
False |
44,252 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
35.6 |
0.9% |
75% |
False |
False |
30,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,394.4 |
2.618 |
4,310.3 |
1.618 |
4,258.8 |
1.000 |
4,227.0 |
0.618 |
4,207.3 |
HIGH |
4,175.5 |
0.618 |
4,155.8 |
0.500 |
4,149.8 |
0.382 |
4,143.7 |
LOW |
4,124.0 |
0.618 |
4,092.2 |
1.000 |
4,072.5 |
1.618 |
4,040.7 |
2.618 |
3,989.2 |
4.250 |
3,905.1 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,149.8 |
4,149.0 |
PP |
4,145.7 |
4,145.2 |
S1 |
4,141.6 |
4,141.3 |
|