| 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 |
15,649.50 |
15,662.00 |
12.50 |
0.1% |
15,419.00 |
| High |
15,702.25 |
15,680.00 |
-22.25 |
-0.1% |
15,686.00 |
| Low |
15,597.75 |
15,515.00 |
-82.75 |
-0.5% |
15,409.25 |
| Close |
15,664.50 |
15,611.00 |
-53.50 |
-0.3% |
15,640.75 |
| Range |
104.50 |
165.00 |
60.50 |
57.9% |
276.75 |
| ATR |
156.88 |
157.46 |
0.58 |
0.4% |
0.00 |
| Volume |
6,980 |
16,150 |
9,170 |
131.4% |
11,156 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,097.00 |
16,019.00 |
15,701.75 |
|
| R3 |
15,932.00 |
15,854.00 |
15,656.50 |
|
| R2 |
15,767.00 |
15,767.00 |
15,641.25 |
|
| R1 |
15,689.00 |
15,689.00 |
15,626.00 |
15,645.50 |
| PP |
15,602.00 |
15,602.00 |
15,602.00 |
15,580.25 |
| S1 |
15,524.00 |
15,524.00 |
15,596.00 |
15,480.50 |
| S2 |
15,437.00 |
15,437.00 |
15,580.75 |
|
| S3 |
15,272.00 |
15,359.00 |
15,565.50 |
|
| S4 |
15,107.00 |
15,194.00 |
15,520.25 |
|
|
| 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 |
15,515.00 |
187.25 |
1.2% |
127.25 |
0.8% |
51% |
False |
True |
6,163 |
| 10 |
15,702.25 |
15,245.75 |
456.50 |
2.9% |
133.25 |
0.9% |
80% |
False |
False |
3,689 |
| 20 |
15,702.25 |
14,699.00 |
1,003.25 |
6.4% |
162.25 |
1.0% |
91% |
False |
False |
2,410 |
| 40 |
15,702.25 |
14,437.00 |
1,265.25 |
8.1% |
169.50 |
1.1% |
93% |
False |
False |
1,651 |
| 60 |
15,702.25 |
13,823.50 |
1,878.75 |
12.0% |
170.00 |
1.1% |
95% |
False |
False |
1,285 |
| 80 |
15,702.25 |
12,941.50 |
2,760.75 |
17.7% |
171.25 |
1.1% |
97% |
False |
False |
977 |
| 100 |
15,702.25 |
12,897.75 |
2,804.50 |
18.0% |
182.50 |
1.2% |
97% |
False |
False |
786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,381.25 |
|
2.618 |
16,112.00 |
|
1.618 |
15,947.00 |
|
1.000 |
15,845.00 |
|
0.618 |
15,782.00 |
|
HIGH |
15,680.00 |
|
0.618 |
15,617.00 |
|
0.500 |
15,597.50 |
|
0.382 |
15,578.00 |
|
LOW |
15,515.00 |
|
0.618 |
15,413.00 |
|
1.000 |
15,350.00 |
|
1.618 |
15,248.00 |
|
2.618 |
15,083.00 |
|
4.250 |
14,813.75 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,606.50 |
15,610.25 |
| PP |
15,602.00 |
15,609.50 |
| S1 |
15,597.50 |
15,608.50 |
|