| 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 |
7,138.0 |
7,083.5 |
-54.5 |
-0.8% |
7,105.0 |
| High |
7,139.0 |
7,095.0 |
-44.0 |
-0.6% |
7,145.0 |
| Low |
7,090.0 |
7,028.5 |
-61.5 |
-0.9% |
7,054.0 |
| Close |
7,118.5 |
7,068.5 |
-50.0 |
-0.7% |
7,105.5 |
| Range |
49.0 |
66.5 |
17.5 |
35.7% |
91.0 |
| ATR |
48.2 |
51.2 |
3.0 |
6.2% |
0.0 |
| Volume |
3,738 |
5,719 |
1,981 |
53.0% |
8,374 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,263.5 |
7,232.5 |
7,105.0 |
|
| R3 |
7,197.0 |
7,166.0 |
7,087.0 |
|
| R2 |
7,130.5 |
7,130.5 |
7,080.5 |
|
| R1 |
7,099.5 |
7,099.5 |
7,074.5 |
7,082.0 |
| PP |
7,064.0 |
7,064.0 |
7,064.0 |
7,055.0 |
| S1 |
7,033.0 |
7,033.0 |
7,062.5 |
7,015.0 |
| S2 |
6,997.5 |
6,997.5 |
7,056.5 |
|
| S3 |
6,931.0 |
6,966.5 |
7,050.0 |
|
| S4 |
6,864.5 |
6,900.0 |
7,032.0 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,374.5 |
7,331.0 |
7,155.5 |
|
| R3 |
7,283.5 |
7,240.0 |
7,130.5 |
|
| R2 |
7,192.5 |
7,192.5 |
7,122.0 |
|
| R1 |
7,149.0 |
7,149.0 |
7,114.0 |
7,171.0 |
| PP |
7,101.5 |
7,101.5 |
7,101.5 |
7,112.5 |
| S1 |
7,058.0 |
7,058.0 |
7,097.0 |
7,080.0 |
| S2 |
7,010.5 |
7,010.5 |
7,089.0 |
|
| S3 |
6,919.5 |
6,967.0 |
7,080.5 |
|
| S4 |
6,828.5 |
6,876.0 |
7,055.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,160.0 |
7,028.5 |
131.5 |
1.9% |
52.0 |
0.7% |
30% |
False |
True |
4,842 |
| 10 |
7,160.0 |
7,028.5 |
131.5 |
1.9% |
40.5 |
0.6% |
30% |
False |
True |
2,443 |
| 20 |
7,160.0 |
6,954.0 |
206.0 |
2.9% |
33.5 |
0.5% |
56% |
False |
False |
1,400 |
| 40 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
28.5 |
0.4% |
79% |
False |
False |
764 |
| 60 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
26.5 |
0.4% |
79% |
False |
False |
511 |
| 80 |
7,160.0 |
6,730.0 |
430.0 |
6.1% |
23.5 |
0.3% |
79% |
False |
False |
384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,377.5 |
|
2.618 |
7,269.0 |
|
1.618 |
7,202.5 |
|
1.000 |
7,161.5 |
|
0.618 |
7,136.0 |
|
HIGH |
7,095.0 |
|
0.618 |
7,069.5 |
|
0.500 |
7,062.0 |
|
0.382 |
7,054.0 |
|
LOW |
7,028.5 |
|
0.618 |
6,987.5 |
|
1.000 |
6,962.0 |
|
1.618 |
6,921.0 |
|
2.618 |
6,854.5 |
|
4.250 |
6,746.0 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,066.0 |
7,094.0 |
| PP |
7,064.0 |
7,085.5 |
| S1 |
7,062.0 |
7,077.0 |
|