Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
35,013.08 |
34,949.59 |
-63.49 |
-0.2% |
35,373.24 |
High |
35,199.89 |
35,104.25 |
-95.64 |
-0.3% |
35,373.24 |
Low |
34,847.30 |
34,599.61 |
-247.69 |
-0.7% |
34,599.61 |
Close |
34,879.38 |
34,607.72 |
-271.66 |
-0.8% |
34,607.72 |
Range |
352.59 |
504.64 |
152.05 |
43.1% |
773.63 |
ATR |
256.46 |
274.18 |
17.73 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,284.45 |
35,950.72 |
34,885.27 |
|
R3 |
35,779.81 |
35,446.08 |
34,746.50 |
|
R2 |
35,275.17 |
35,275.17 |
34,700.24 |
|
R1 |
34,941.44 |
34,941.44 |
34,653.98 |
34,855.99 |
PP |
34,770.53 |
34,770.53 |
34,770.53 |
34,727.80 |
S1 |
34,436.80 |
34,436.80 |
34,561.46 |
34,351.35 |
S2 |
34,265.89 |
34,265.89 |
34,515.20 |
|
S3 |
33,761.25 |
33,932.16 |
34,468.94 |
|
S4 |
33,256.61 |
33,427.52 |
34,330.17 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,181.08 |
36,668.03 |
35,033.22 |
|
R3 |
36,407.45 |
35,894.40 |
34,820.47 |
|
R2 |
35,633.82 |
35,633.82 |
34,749.55 |
|
R1 |
35,120.77 |
35,120.77 |
34,678.64 |
34,990.48 |
PP |
34,860.19 |
34,860.19 |
34,860.19 |
34,795.05 |
S1 |
34,347.14 |
34,347.14 |
34,536.80 |
34,216.85 |
S2 |
34,086.56 |
34,086.56 |
34,465.89 |
|
S3 |
33,312.93 |
33,573.51 |
34,394.97 |
|
S4 |
32,539.30 |
32,799.88 |
34,182.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,422.71 |
34,599.61 |
823.10 |
2.4% |
314.10 |
0.9% |
1% |
False |
True |
|
10 |
35,510.71 |
34,599.61 |
911.10 |
2.6% |
236.18 |
0.7% |
1% |
False |
True |
|
20 |
35,631.19 |
34,599.61 |
1,031.58 |
3.0% |
258.38 |
0.7% |
1% |
False |
True |
|
40 |
35,631.19 |
33,741.76 |
1,889.43 |
5.5% |
275.08 |
0.8% |
46% |
False |
False |
|
60 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
282.00 |
0.8% |
57% |
False |
False |
|
80 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
276.02 |
0.8% |
57% |
False |
False |
|
100 |
35,631.19 |
33,271.93 |
2,359.26 |
6.8% |
291.23 |
0.8% |
57% |
False |
False |
|
120 |
35,631.19 |
32,074.60 |
3,556.59 |
10.3% |
288.13 |
0.8% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,248.97 |
2.618 |
36,425.40 |
1.618 |
35,920.76 |
1.000 |
35,608.89 |
0.618 |
35,416.12 |
HIGH |
35,104.25 |
0.618 |
34,911.48 |
0.500 |
34,851.93 |
0.382 |
34,792.38 |
LOW |
34,599.61 |
0.618 |
34,287.74 |
1.000 |
34,094.97 |
1.618 |
33,783.10 |
2.618 |
33,278.46 |
4.250 |
32,454.89 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,851.93 |
34,899.75 |
PP |
34,770.53 |
34,802.41 |
S1 |
34,689.12 |
34,705.06 |
|