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 |
4,501.75 |
4,482.00 |
-19.75 |
-0.4% |
4,523.25 |
High |
4,519.75 |
4,509.25 |
-10.50 |
-0.2% |
4,538.50 |
Low |
4,476.25 |
4,447.25 |
-29.00 |
-0.6% |
4,447.25 |
Close |
4,483.00 |
4,449.00 |
-34.00 |
-0.8% |
4,449.00 |
Range |
43.50 |
62.00 |
18.50 |
42.5% |
91.25 |
ATR |
36.44 |
38.26 |
1.83 |
5.0% |
0.00 |
Volume |
498,307 |
1,855,184 |
1,356,877 |
272.3% |
2,586,994 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.50 |
4,613.75 |
4,483.00 |
|
R3 |
4,592.50 |
4,551.75 |
4,466.00 |
|
R2 |
4,530.50 |
4,530.50 |
4,460.25 |
|
R1 |
4,489.75 |
4,489.75 |
4,454.75 |
4,479.00 |
PP |
4,468.50 |
4,468.50 |
4,468.50 |
4,463.25 |
S1 |
4,427.75 |
4,427.75 |
4,443.25 |
4,417.00 |
S2 |
4,406.50 |
4,406.50 |
4,437.75 |
|
S3 |
4,344.50 |
4,365.75 |
4,432.00 |
|
S4 |
4,282.50 |
4,303.75 |
4,415.00 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,752.00 |
4,691.75 |
4,499.25 |
|
R3 |
4,660.75 |
4,600.50 |
4,474.00 |
|
R2 |
4,569.50 |
4,569.50 |
4,465.75 |
|
R1 |
4,509.25 |
4,509.25 |
4,457.25 |
4,493.75 |
PP |
4,478.25 |
4,478.25 |
4,478.25 |
4,470.50 |
S1 |
4,418.00 |
4,418.00 |
4,440.75 |
4,402.50 |
S2 |
4,387.00 |
4,387.00 |
4,432.25 |
|
S3 |
4,295.75 |
4,326.75 |
4,424.00 |
|
S4 |
4,204.50 |
4,235.50 |
4,398.75 |
|
|
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 |
4,447.25 |
92.25 |
2.1% |
41.00 |
0.9% |
2% |
False |
True |
520,639 |
10 |
4,539.50 |
4,447.25 |
92.25 |
2.1% |
36.50 |
0.8% |
2% |
False |
True |
267,806 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
40.00 |
0.9% |
55% |
False |
False |
137,098 |
40 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
39.50 |
0.9% |
72% |
False |
False |
69,977 |
60 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
39.50 |
0.9% |
79% |
False |
False |
47,074 |
80 |
4,539.50 |
4,036.75 |
502.75 |
11.3% |
38.75 |
0.9% |
82% |
False |
False |
35,376 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
41.00 |
0.9% |
83% |
False |
False |
28,341 |
120 |
4,539.50 |
3,824.00 |
715.50 |
16.1% |
40.50 |
0.9% |
87% |
False |
False |
23,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,772.75 |
2.618 |
4,671.50 |
1.618 |
4,609.50 |
1.000 |
4,571.25 |
0.618 |
4,547.50 |
HIGH |
4,509.25 |
0.618 |
4,485.50 |
0.500 |
4,478.25 |
0.382 |
4,471.00 |
LOW |
4,447.25 |
0.618 |
4,409.00 |
1.000 |
4,385.25 |
1.618 |
4,347.00 |
2.618 |
4,285.00 |
4.250 |
4,183.75 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,478.25 |
4,483.50 |
PP |
4,468.50 |
4,472.00 |
S1 |
4,458.75 |
4,460.50 |
|