| 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 |
2,271.0 |
2,245.0 |
-26.0 |
-1.1% |
2,276.1 |
| High |
2,275.6 |
2,269.0 |
-6.6 |
-0.3% |
2,307.0 |
| Low |
2,233.4 |
2,220.5 |
-12.9 |
-0.6% |
2,250.8 |
| Close |
2,245.7 |
2,246.0 |
0.3 |
0.0% |
2,286.3 |
| Range |
42.2 |
48.5 |
6.3 |
14.9% |
56.2 |
| ATR |
37.2 |
38.0 |
0.8 |
2.2% |
0.0 |
| Volume |
12,773 |
66,806 |
54,033 |
423.0% |
4,628 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.7 |
2,366.8 |
2,272.7 |
|
| R3 |
2,342.2 |
2,318.3 |
2,259.3 |
|
| R2 |
2,293.7 |
2,293.7 |
2,254.9 |
|
| R1 |
2,269.8 |
2,269.8 |
2,250.4 |
2,281.8 |
| PP |
2,245.2 |
2,245.2 |
2,245.2 |
2,251.1 |
| S1 |
2,221.3 |
2,221.3 |
2,241.6 |
2,233.3 |
| S2 |
2,196.7 |
2,196.7 |
2,237.1 |
|
| S3 |
2,148.2 |
2,172.8 |
2,232.7 |
|
| S4 |
2,099.7 |
2,124.3 |
2,219.3 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,450.0 |
2,424.3 |
2,317.2 |
|
| R3 |
2,393.8 |
2,368.1 |
2,301.8 |
|
| R2 |
2,337.6 |
2,337.6 |
2,296.6 |
|
| R1 |
2,311.9 |
2,311.9 |
2,291.5 |
2,324.8 |
| PP |
2,281.4 |
2,281.4 |
2,281.4 |
2,287.8 |
| S1 |
2,255.7 |
2,255.7 |
2,281.1 |
2,268.6 |
| S2 |
2,225.2 |
2,225.2 |
2,276.0 |
|
| S3 |
2,169.0 |
2,199.5 |
2,270.8 |
|
| S4 |
2,112.8 |
2,143.3 |
2,255.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,307.0 |
2,220.5 |
86.5 |
3.9% |
35.2 |
1.6% |
29% |
False |
True |
17,071 |
| 10 |
2,307.0 |
2,202.1 |
104.9 |
4.7% |
36.5 |
1.6% |
42% |
False |
False |
8,867 |
| 20 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
37.5 |
1.7% |
70% |
False |
False |
4,705 |
| 40 |
2,307.0 |
2,096.4 |
210.6 |
9.4% |
40.6 |
1.8% |
71% |
False |
False |
2,407 |
| 60 |
2,341.0 |
2,096.4 |
244.6 |
10.9% |
39.9 |
1.8% |
61% |
False |
False |
1,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.1 |
|
2.618 |
2,396.0 |
|
1.618 |
2,347.5 |
|
1.000 |
2,317.5 |
|
0.618 |
2,299.0 |
|
HIGH |
2,269.0 |
|
0.618 |
2,250.5 |
|
0.500 |
2,244.8 |
|
0.382 |
2,239.0 |
|
LOW |
2,220.5 |
|
0.618 |
2,190.5 |
|
1.000 |
2,172.0 |
|
1.618 |
2,142.0 |
|
2.618 |
2,093.5 |
|
4.250 |
2,014.4 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,245.6 |
2,258.8 |
| PP |
2,245.2 |
2,254.5 |
| S1 |
2,244.8 |
2,250.3 |
|