| 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 |
15,595.00 |
15,649.50 |
54.50 |
0.3% |
15,419.00 |
| High |
15,665.00 |
15,702.25 |
37.25 |
0.2% |
15,686.00 |
| Low |
15,543.25 |
15,597.75 |
54.50 |
0.4% |
15,409.25 |
| Close |
15,640.75 |
15,664.50 |
23.75 |
0.2% |
15,640.75 |
| Range |
121.75 |
104.50 |
-17.25 |
-14.2% |
276.75 |
| ATR |
160.91 |
156.88 |
-4.03 |
-2.5% |
0.00 |
| Volume |
3,117 |
6,980 |
3,863 |
123.9% |
11,156 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,968.25 |
15,921.00 |
15,722.00 |
|
| R3 |
15,863.75 |
15,816.50 |
15,693.25 |
|
| R2 |
15,759.25 |
15,759.25 |
15,683.75 |
|
| R1 |
15,712.00 |
15,712.00 |
15,674.00 |
15,735.50 |
| PP |
15,654.75 |
15,654.75 |
15,654.75 |
15,666.75 |
| S1 |
15,607.50 |
15,607.50 |
15,655.00 |
15,631.00 |
| S2 |
15,550.25 |
15,550.25 |
15,645.25 |
|
| S3 |
15,445.75 |
15,503.00 |
15,635.75 |
|
| S4 |
15,341.25 |
15,398.50 |
15,607.00 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,409.00 |
16,301.50 |
15,793.00 |
|
| R3 |
16,132.25 |
16,024.75 |
15,716.75 |
|
| R2 |
15,855.50 |
15,855.50 |
15,691.50 |
|
| R1 |
15,748.00 |
15,748.00 |
15,666.00 |
15,801.75 |
| PP |
15,578.75 |
15,578.75 |
15,578.75 |
15,605.50 |
| S1 |
15,471.25 |
15,471.25 |
15,615.50 |
15,525.00 |
| S2 |
15,302.00 |
15,302.00 |
15,590.00 |
|
| S3 |
15,025.25 |
15,194.50 |
15,564.75 |
|
| S4 |
14,748.50 |
14,917.75 |
15,488.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,702.25 |
15,509.25 |
193.00 |
1.2% |
125.25 |
0.8% |
80% |
True |
False |
3,326 |
| 10 |
15,702.25 |
15,245.75 |
456.50 |
2.9% |
124.00 |
0.8% |
92% |
True |
False |
2,161 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.4% |
162.00 |
1.0% |
96% |
True |
False |
1,629 |
| 40 |
15,702.25 |
14,437.00 |
1,265.25 |
8.1% |
170.25 |
1.1% |
97% |
True |
False |
1,275 |
| 60 |
15,702.25 |
13,823.50 |
1,878.75 |
12.0% |
170.00 |
1.1% |
98% |
True |
False |
1,018 |
| 80 |
15,702.25 |
12,941.50 |
2,760.75 |
17.6% |
173.50 |
1.1% |
99% |
True |
False |
775 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
17.9% |
181.50 |
1.2% |
99% |
True |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,146.50 |
|
2.618 |
15,975.75 |
|
1.618 |
15,871.25 |
|
1.000 |
15,806.75 |
|
0.618 |
15,766.75 |
|
HIGH |
15,702.25 |
|
0.618 |
15,662.25 |
|
0.500 |
15,650.00 |
|
0.382 |
15,637.75 |
|
LOW |
15,597.75 |
|
0.618 |
15,533.25 |
|
1.000 |
15,493.25 |
|
1.618 |
15,428.75 |
|
2.618 |
15,324.25 |
|
4.250 |
15,153.50 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,659.75 |
15,650.50 |
| PP |
15,654.75 |
15,636.25 |
| S1 |
15,650.00 |
15,622.00 |
|