| 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 |
2,289.5 |
2,274.3 |
-15.2 |
-0.7% |
2,280.0 |
| High |
2,302.0 |
2,280.4 |
-21.6 |
-0.9% |
2,312.4 |
| Low |
2,273.1 |
2,237.8 |
-35.3 |
-1.6% |
2,254.9 |
| Close |
2,275.4 |
2,250.1 |
-25.3 |
-1.1% |
2,290.9 |
| Range |
28.9 |
42.6 |
13.7 |
47.4% |
57.5 |
| ATR |
38.0 |
38.3 |
0.3 |
0.9% |
0.0 |
| Volume |
165,273 |
200,656 |
35,383 |
21.4% |
773,620 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.9 |
2,359.6 |
2,273.5 |
|
| R3 |
2,341.3 |
2,317.0 |
2,261.8 |
|
| R2 |
2,298.7 |
2,298.7 |
2,257.9 |
|
| R1 |
2,274.4 |
2,274.4 |
2,254.0 |
2,265.3 |
| PP |
2,256.1 |
2,256.1 |
2,256.1 |
2,251.5 |
| S1 |
2,231.8 |
2,231.8 |
2,246.2 |
2,222.7 |
| S2 |
2,213.5 |
2,213.5 |
2,242.3 |
|
| S3 |
2,170.9 |
2,189.2 |
2,238.4 |
|
| S4 |
2,128.3 |
2,146.6 |
2,226.7 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.6 |
2,432.2 |
2,322.5 |
|
| R3 |
2,401.1 |
2,374.7 |
2,306.7 |
|
| R2 |
2,343.6 |
2,343.6 |
2,301.4 |
|
| R1 |
2,317.2 |
2,317.2 |
2,296.2 |
2,330.4 |
| PP |
2,286.1 |
2,286.1 |
2,286.1 |
2,292.7 |
| S1 |
2,259.7 |
2,259.7 |
2,285.6 |
2,272.9 |
| S2 |
2,228.6 |
2,228.6 |
2,280.4 |
|
| S3 |
2,171.1 |
2,202.2 |
2,275.1 |
|
| S4 |
2,113.6 |
2,144.7 |
2,259.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,312.4 |
2,237.8 |
74.6 |
3.3% |
32.8 |
1.5% |
16% |
False |
True |
163,236 |
| 10 |
2,312.4 |
2,206.4 |
106.0 |
4.7% |
35.5 |
1.6% |
41% |
False |
False |
167,888 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
37.8 |
1.7% |
69% |
False |
False |
173,701 |
| 40 |
2,312.4 |
2,100.1 |
212.3 |
9.4% |
42.4 |
1.9% |
71% |
False |
False |
175,550 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
42.7 |
1.9% |
61% |
False |
False |
169,631 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
41.2 |
1.8% |
61% |
False |
False |
133,682 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.5 |
1.9% |
61% |
False |
False |
106,977 |
| 120 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
43.8 |
1.9% |
62% |
False |
False |
89,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.5 |
|
2.618 |
2,391.9 |
|
1.618 |
2,349.3 |
|
1.000 |
2,323.0 |
|
0.618 |
2,306.7 |
|
HIGH |
2,280.4 |
|
0.618 |
2,264.1 |
|
0.500 |
2,259.1 |
|
0.382 |
2,254.1 |
|
LOW |
2,237.8 |
|
0.618 |
2,211.5 |
|
1.000 |
2,195.2 |
|
1.618 |
2,168.9 |
|
2.618 |
2,126.3 |
|
4.250 |
2,056.8 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,259.1 |
2,275.1 |
| PP |
2,256.1 |
2,266.8 |
| S1 |
2,253.1 |
2,258.4 |
|