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 |
4,508.50 |
4,501.75 |
-6.75 |
-0.1% |
4,498.50 |
High |
4,515.25 |
4,519.75 |
4.50 |
0.1% |
4,539.50 |
Low |
4,482.75 |
4,476.25 |
-6.50 |
-0.1% |
4,491.50 |
Close |
4,503.25 |
4,483.00 |
-20.25 |
-0.4% |
4,524.75 |
Range |
32.50 |
43.50 |
11.00 |
33.8% |
48.00 |
ATR |
35.89 |
36.44 |
0.54 |
1.5% |
0.00 |
Volume |
165,402 |
498,307 |
332,905 |
201.3% |
81,235 |
|
Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,623.50 |
4,596.75 |
4,507.00 |
|
R3 |
4,580.00 |
4,553.25 |
4,495.00 |
|
R2 |
4,536.50 |
4,536.50 |
4,491.00 |
|
R1 |
4,509.75 |
4,509.75 |
4,487.00 |
4,501.50 |
PP |
4,493.00 |
4,493.00 |
4,493.00 |
4,488.75 |
S1 |
4,466.25 |
4,466.25 |
4,479.00 |
4,458.00 |
S2 |
4,449.50 |
4,449.50 |
4,475.00 |
|
S3 |
4,406.00 |
4,422.75 |
4,471.00 |
|
S4 |
4,362.50 |
4,379.25 |
4,459.00 |
|
|
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 |
4,476.25 |
63.25 |
1.4% |
34.25 |
0.8% |
11% |
False |
True |
154,315 |
10 |
4,539.50 |
4,452.50 |
87.00 |
1.9% |
33.00 |
0.7% |
35% |
False |
False |
83,257 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
38.00 |
0.8% |
72% |
False |
False |
44,571 |
40 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
38.75 |
0.9% |
83% |
False |
False |
23,621 |
60 |
4,539.50 |
4,117.00 |
422.50 |
9.4% |
39.25 |
0.9% |
87% |
False |
False |
16,178 |
80 |
4,539.50 |
4,036.75 |
502.75 |
11.2% |
38.75 |
0.9% |
89% |
False |
False |
12,187 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.8% |
41.00 |
0.9% |
89% |
False |
False |
9,790 |
120 |
4,539.50 |
3,824.00 |
715.50 |
16.0% |
40.50 |
0.9% |
92% |
False |
False |
8,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,704.50 |
2.618 |
4,633.75 |
1.618 |
4,590.25 |
1.000 |
4,563.25 |
0.618 |
4,546.75 |
HIGH |
4,519.75 |
0.618 |
4,503.25 |
0.500 |
4,498.00 |
0.382 |
4,492.75 |
LOW |
4,476.25 |
0.618 |
4,449.25 |
1.000 |
4,432.75 |
1.618 |
4,405.75 |
2.618 |
4,362.25 |
4.250 |
4,291.50 |
|
|
Fisher Pivots for day following 09-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,498.00 |
4,507.50 |
PP |
4,493.00 |
4,499.25 |
S1 |
4,488.00 |
4,491.00 |
|