| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
2,274.3 |
2,249.5 |
-24.8 |
-1.1% |
2,280.0 |
| High |
2,280.4 |
2,274.5 |
-5.9 |
-0.3% |
2,312.4 |
| Low |
2,237.8 |
2,225.0 |
-12.8 |
-0.6% |
2,254.9 |
| Close |
2,250.1 |
2,250.7 |
0.6 |
0.0% |
2,290.9 |
| Range |
42.6 |
49.5 |
6.9 |
16.2% |
57.5 |
| ATR |
38.3 |
39.1 |
0.8 |
2.1% |
0.0 |
| Volume |
200,656 |
230,492 |
29,836 |
14.9% |
773,620 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,398.6 |
2,374.1 |
2,277.9 |
|
| R3 |
2,349.1 |
2,324.6 |
2,264.3 |
|
| R2 |
2,299.6 |
2,299.6 |
2,259.8 |
|
| R1 |
2,275.1 |
2,275.1 |
2,255.2 |
2,287.4 |
| PP |
2,250.1 |
2,250.1 |
2,250.1 |
2,256.2 |
| S1 |
2,225.6 |
2,225.6 |
2,246.2 |
2,237.9 |
| S2 |
2,200.6 |
2,200.6 |
2,241.6 |
|
| S3 |
2,151.1 |
2,176.1 |
2,237.1 |
|
| S4 |
2,101.6 |
2,126.6 |
2,223.5 |
|
|
| 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 |
2,225.0 |
87.4 |
3.9% |
35.9 |
1.6% |
29% |
False |
True |
177,217 |
| 10 |
2,312.4 |
2,206.4 |
106.0 |
4.7% |
37.3 |
1.7% |
42% |
False |
False |
175,534 |
| 20 |
2,312.4 |
2,108.7 |
203.7 |
9.1% |
38.5 |
1.7% |
70% |
False |
False |
177,798 |
| 40 |
2,312.4 |
2,100.1 |
212.3 |
9.4% |
42.1 |
1.9% |
71% |
False |
False |
176,890 |
| 60 |
2,346.7 |
2,100.1 |
246.6 |
11.0% |
43.0 |
1.9% |
61% |
False |
False |
169,821 |
| 80 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
41.3 |
1.8% |
61% |
False |
False |
136,561 |
| 100 |
2,346.9 |
2,100.1 |
246.8 |
11.0% |
42.6 |
1.9% |
61% |
False |
False |
109,281 |
| 120 |
2,346.9 |
2,088.9 |
258.0 |
11.5% |
43.7 |
1.9% |
63% |
False |
False |
91,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.9 |
|
2.618 |
2,404.1 |
|
1.618 |
2,354.6 |
|
1.000 |
2,324.0 |
|
0.618 |
2,305.1 |
|
HIGH |
2,274.5 |
|
0.618 |
2,255.6 |
|
0.500 |
2,249.8 |
|
0.382 |
2,243.9 |
|
LOW |
2,225.0 |
|
0.618 |
2,194.4 |
|
1.000 |
2,175.5 |
|
1.618 |
2,144.9 |
|
2.618 |
2,095.4 |
|
4.250 |
2,014.6 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,250.4 |
2,263.5 |
| PP |
2,250.1 |
2,259.2 |
| S1 |
2,249.8 |
2,255.0 |
|