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 |
4,526.75 |
4,523.25 |
-3.50 |
-0.1% |
4,498.50 |
High |
4,539.50 |
4,538.50 |
-1.00 |
0.0% |
4,539.50 |
Low |
4,509.75 |
4,501.50 |
-8.25 |
-0.2% |
4,491.50 |
Close |
4,524.75 |
4,509.75 |
-15.00 |
-0.3% |
4,524.75 |
Range |
29.75 |
37.00 |
7.25 |
24.4% |
48.00 |
ATR |
36.09 |
36.16 |
0.06 |
0.2% |
0.00 |
Volume |
16,203 |
68,101 |
51,898 |
320.3% |
81,235 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,627.50 |
4,605.75 |
4,530.00 |
|
R3 |
4,590.50 |
4,568.75 |
4,520.00 |
|
R2 |
4,553.50 |
4,553.50 |
4,516.50 |
|
R1 |
4,531.75 |
4,531.75 |
4,513.25 |
4,524.00 |
PP |
4,516.50 |
4,516.50 |
4,516.50 |
4,512.75 |
S1 |
4,494.75 |
4,494.75 |
4,506.25 |
4,487.00 |
S2 |
4,479.50 |
4,479.50 |
4,503.00 |
|
S3 |
4,442.50 |
4,457.75 |
4,499.50 |
|
S4 |
4,405.50 |
4,420.75 |
4,489.50 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,662.50 |
4,641.75 |
4,551.25 |
|
R3 |
4,614.50 |
4,593.75 |
4,538.00 |
|
R2 |
4,566.50 |
4,566.50 |
4,533.50 |
|
R1 |
4,545.75 |
4,545.75 |
4,529.25 |
4,556.00 |
PP |
4,518.50 |
4,518.50 |
4,518.50 |
4,523.75 |
S1 |
4,497.75 |
4,497.75 |
4,520.25 |
4,508.00 |
S2 |
4,470.50 |
4,470.50 |
4,516.00 |
|
S3 |
4,422.50 |
4,449.75 |
4,511.50 |
|
S4 |
4,374.50 |
4,401.75 |
4,498.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,539.50 |
4,501.50 |
38.00 |
0.8% |
29.00 |
0.6% |
22% |
False |
True |
28,482 |
10 |
4,539.50 |
4,452.50 |
87.00 |
1.9% |
29.00 |
0.6% |
66% |
False |
False |
18,900 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
36.50 |
0.8% |
85% |
False |
False |
11,897 |
40 |
4,539.50 |
4,214.25 |
325.25 |
7.2% |
38.50 |
0.9% |
91% |
False |
False |
7,128 |
60 |
4,539.50 |
4,117.00 |
422.50 |
9.4% |
38.75 |
0.9% |
93% |
False |
False |
5,136 |
80 |
4,539.50 |
4,036.75 |
502.75 |
11.1% |
39.25 |
0.9% |
94% |
False |
False |
3,895 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.7% |
40.75 |
0.9% |
94% |
False |
False |
3,183 |
120 |
4,539.50 |
3,824.00 |
715.50 |
15.9% |
40.75 |
0.9% |
96% |
False |
False |
3,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.75 |
2.618 |
4,635.25 |
1.618 |
4,598.25 |
1.000 |
4,575.50 |
0.618 |
4,561.25 |
HIGH |
4,538.50 |
0.618 |
4,524.25 |
0.500 |
4,520.00 |
0.382 |
4,515.75 |
LOW |
4,501.50 |
0.618 |
4,478.75 |
1.000 |
4,464.50 |
1.618 |
4,441.75 |
2.618 |
4,404.75 |
4.250 |
4,344.25 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,520.00 |
4,520.50 |
PP |
4,516.50 |
4,517.00 |
S1 |
4,513.25 |
4,513.25 |
|