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 |
1,813.5 |
1,834.0 |
20.5 |
1.1% |
1,822.9 |
High |
1,838.7 |
1,834.0 |
-4.7 |
-0.3% |
1,838.7 |
Low |
1,813.4 |
1,796.0 |
-17.4 |
-1.0% |
1,806.6 |
Close |
1,835.7 |
1,800.6 |
-35.1 |
-1.9% |
1,835.7 |
Range |
25.3 |
38.0 |
12.7 |
50.2% |
32.1 |
ATR |
20.8 |
22.1 |
1.4 |
6.5% |
0.0 |
Volume |
3,621 |
3,447 |
-174 |
-4.8% |
9,697 |
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.2 |
1,900.4 |
1,821.5 |
|
R3 |
1,886.2 |
1,862.4 |
1,811.1 |
|
R2 |
1,848.2 |
1,848.2 |
1,807.6 |
|
R1 |
1,824.4 |
1,824.4 |
1,804.1 |
1,817.3 |
PP |
1,810.2 |
1,810.2 |
1,810.2 |
1,806.7 |
S1 |
1,786.4 |
1,786.4 |
1,797.1 |
1,779.3 |
S2 |
1,772.2 |
1,772.2 |
1,793.6 |
|
S3 |
1,734.2 |
1,748.4 |
1,790.2 |
|
S4 |
1,696.2 |
1,710.4 |
1,779.7 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.3 |
1,911.6 |
1,853.4 |
|
R3 |
1,891.2 |
1,879.5 |
1,844.5 |
|
R2 |
1,859.1 |
1,859.1 |
1,841.6 |
|
R1 |
1,847.4 |
1,847.4 |
1,838.6 |
1,853.3 |
PP |
1,827.0 |
1,827.0 |
1,827.0 |
1,829.9 |
S1 |
1,815.3 |
1,815.3 |
1,832.8 |
1,821.2 |
S2 |
1,794.9 |
1,794.9 |
1,829.8 |
|
S3 |
1,762.8 |
1,783.2 |
1,826.9 |
|
S4 |
1,730.7 |
1,751.1 |
1,818.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,838.7 |
1,796.0 |
42.7 |
2.4% |
20.2 |
1.1% |
11% |
False |
True |
2,546 |
10 |
1,838.7 |
1,783.4 |
55.3 |
3.1% |
19.8 |
1.1% |
31% |
False |
False |
1,602 |
20 |
1,838.7 |
1,720.7 |
118.0 |
6.6% |
19.8 |
1.1% |
68% |
False |
False |
1,729 |
40 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
21.2 |
1.2% |
75% |
False |
False |
2,052 |
60 |
1,910.5 |
1,680.0 |
230.5 |
12.8% |
22.5 |
1.3% |
52% |
False |
False |
1,732 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
21.6 |
1.2% |
50% |
False |
False |
1,486 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
20.2 |
1.1% |
50% |
False |
False |
1,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.5 |
2.618 |
1,933.5 |
1.618 |
1,895.5 |
1.000 |
1,872.0 |
0.618 |
1,857.5 |
HIGH |
1,834.0 |
0.618 |
1,819.5 |
0.500 |
1,815.0 |
0.382 |
1,810.5 |
LOW |
1,796.0 |
0.618 |
1,772.5 |
1.000 |
1,758.0 |
1.618 |
1,734.5 |
2.618 |
1,696.5 |
4.250 |
1,634.5 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,815.0 |
1,817.4 |
PP |
1,810.2 |
1,811.8 |
S1 |
1,805.4 |
1,806.2 |
|