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 |
4,523.25 |
4,508.50 |
-14.75 |
-0.3% |
4,498.50 |
High |
4,538.50 |
4,515.25 |
-23.25 |
-0.5% |
4,539.50 |
Low |
4,501.50 |
4,482.75 |
-18.75 |
-0.4% |
4,491.50 |
Close |
4,509.75 |
4,503.25 |
-6.50 |
-0.1% |
4,524.75 |
Range |
37.00 |
32.50 |
-4.50 |
-12.2% |
48.00 |
ATR |
36.16 |
35.89 |
-0.26 |
-0.7% |
0.00 |
Volume |
68,101 |
165,402 |
97,301 |
142.9% |
81,235 |
|
Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,598.00 |
4,583.00 |
4,521.00 |
|
R3 |
4,565.50 |
4,550.50 |
4,512.25 |
|
R2 |
4,533.00 |
4,533.00 |
4,509.25 |
|
R1 |
4,518.00 |
4,518.00 |
4,506.25 |
4,509.25 |
PP |
4,500.50 |
4,500.50 |
4,500.50 |
4,496.00 |
S1 |
4,485.50 |
4,485.50 |
4,500.25 |
4,476.75 |
S2 |
4,468.00 |
4,468.00 |
4,497.25 |
|
S3 |
4,435.50 |
4,453.00 |
4,494.25 |
|
S4 |
4,403.00 |
4,420.50 |
4,485.50 |
|
|
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 |
4,482.75 |
56.75 |
1.3% |
29.50 |
0.7% |
36% |
False |
True |
58,652 |
10 |
4,539.50 |
4,452.50 |
87.00 |
1.9% |
31.00 |
0.7% |
58% |
False |
False |
34,129 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
37.00 |
0.8% |
82% |
False |
False |
19,873 |
40 |
4,539.50 |
4,214.25 |
325.25 |
7.2% |
38.50 |
0.9% |
89% |
False |
False |
11,227 |
60 |
4,539.50 |
4,117.00 |
422.50 |
9.4% |
39.00 |
0.9% |
91% |
False |
False |
7,886 |
80 |
4,539.50 |
4,036.75 |
502.75 |
11.2% |
38.75 |
0.9% |
93% |
False |
False |
5,961 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.7% |
40.75 |
0.9% |
93% |
False |
False |
4,807 |
120 |
4,539.50 |
3,824.00 |
715.50 |
15.9% |
40.50 |
0.9% |
95% |
False |
False |
4,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,653.50 |
2.618 |
4,600.25 |
1.618 |
4,567.75 |
1.000 |
4,547.75 |
0.618 |
4,535.25 |
HIGH |
4,515.25 |
0.618 |
4,502.75 |
0.500 |
4,499.00 |
0.382 |
4,495.25 |
LOW |
4,482.75 |
0.618 |
4,462.75 |
1.000 |
4,450.25 |
1.618 |
4,430.25 |
2.618 |
4,397.75 |
4.250 |
4,344.50 |
|
|
Fisher Pivots for day following 08-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,501.75 |
4,511.00 |
PP |
4,500.50 |
4,508.50 |
S1 |
4,499.00 |
4,506.00 |
|