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 |
35,372.84 |
35,373.24 |
0.40 |
0.0% |
35,471.80 |
High |
35,422.71 |
35,373.24 |
-49.47 |
-0.1% |
35,510.71 |
Low |
35,270.57 |
35,060.90 |
-209.67 |
-0.6% |
35,270.57 |
Close |
35,369.09 |
35,100.00 |
-269.09 |
-0.8% |
35,369.09 |
Range |
152.14 |
312.34 |
160.20 |
105.3% |
240.14 |
ATR |
244.22 |
249.08 |
4.87 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,115.07 |
35,919.87 |
35,271.79 |
|
R3 |
35,802.73 |
35,607.53 |
35,185.89 |
|
R2 |
35,490.39 |
35,490.39 |
35,157.26 |
|
R1 |
35,295.19 |
35,295.19 |
35,128.63 |
35,236.62 |
PP |
35,178.05 |
35,178.05 |
35,178.05 |
35,148.76 |
S1 |
34,982.85 |
34,982.85 |
35,071.37 |
34,924.28 |
S2 |
34,865.71 |
34,865.71 |
35,042.74 |
|
S3 |
34,553.37 |
34,670.51 |
35,014.11 |
|
S4 |
34,241.03 |
34,358.17 |
34,928.21 |
|
|
Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,103.88 |
35,976.62 |
35,501.17 |
|
R3 |
35,863.74 |
35,736.48 |
35,435.13 |
|
R2 |
35,623.60 |
35,623.60 |
35,413.12 |
|
R1 |
35,496.34 |
35,496.34 |
35,391.10 |
35,439.90 |
PP |
35,383.46 |
35,383.46 |
35,383.46 |
35,355.24 |
S1 |
35,256.20 |
35,256.20 |
35,347.08 |
35,199.76 |
S2 |
35,143.32 |
35,143.32 |
35,325.06 |
|
S3 |
34,903.18 |
35,016.06 |
35,303.05 |
|
S4 |
34,663.04 |
34,775.92 |
35,237.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,475.40 |
35,060.90 |
414.50 |
1.2% |
174.29 |
0.5% |
9% |
False |
True |
|
10 |
35,510.71 |
35,060.90 |
449.81 |
1.3% |
185.04 |
0.5% |
9% |
False |
True |
|
20 |
35,631.19 |
34,691.58 |
939.61 |
2.7% |
230.51 |
0.7% |
43% |
False |
False |
|
40 |
35,631.19 |
33,741.76 |
1,889.43 |
5.4% |
262.73 |
0.7% |
72% |
False |
False |
|
60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
278.54 |
0.8% |
77% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
274.39 |
0.8% |
77% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.7% |
287.65 |
0.8% |
77% |
False |
False |
|
120 |
35,631.19 |
32,074.60 |
3,556.59 |
10.1% |
287.64 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,700.69 |
2.618 |
36,190.95 |
1.618 |
35,878.61 |
1.000 |
35,685.58 |
0.618 |
35,566.27 |
HIGH |
35,373.24 |
0.618 |
35,253.93 |
0.500 |
35,217.07 |
0.382 |
35,180.21 |
LOW |
35,060.90 |
0.618 |
34,867.87 |
1.000 |
34,748.56 |
1.618 |
34,555.53 |
2.618 |
34,243.19 |
4.250 |
33,733.46 |
|
|
Fisher Pivots for day following 07-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
35,217.07 |
35,268.15 |
PP |
35,178.05 |
35,212.10 |
S1 |
35,139.02 |
35,156.05 |
|