| 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 |
46,780 |
46,550 |
-230 |
-0.5% |
51,935 |
| High |
47,490 |
47,160 |
-330 |
-0.7% |
53,210 |
| Low |
45,675 |
44,850 |
-825 |
-1.8% |
43,910 |
| Close |
46,735 |
45,785 |
-950 |
-2.0% |
45,785 |
| Range |
1,815 |
2,310 |
495 |
27.3% |
9,300 |
| ATR |
2,900 |
2,858 |
-42 |
-1.5% |
0 |
| Volume |
390 |
506 |
116 |
29.7% |
2,962 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52,862 |
51,633 |
47,056 |
|
| R3 |
50,552 |
49,323 |
46,420 |
|
| R2 |
48,242 |
48,242 |
46,209 |
|
| R1 |
47,013 |
47,013 |
45,997 |
46,473 |
| PP |
45,932 |
45,932 |
45,932 |
45,661 |
| S1 |
44,703 |
44,703 |
45,573 |
44,163 |
| S2 |
43,622 |
43,622 |
45,362 |
|
| S3 |
41,312 |
42,393 |
45,150 |
|
| S4 |
39,002 |
40,083 |
44,515 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75,535 |
69,960 |
50,900 |
|
| R3 |
66,235 |
60,660 |
48,343 |
|
| R2 |
56,935 |
56,935 |
47,490 |
|
| R1 |
51,360 |
51,360 |
46,638 |
49,498 |
| PP |
47,635 |
47,635 |
47,635 |
46,704 |
| S1 |
42,060 |
42,060 |
44,933 |
40,198 |
| S2 |
38,335 |
38,335 |
44,080 |
|
| S3 |
29,035 |
32,760 |
43,228 |
|
| S4 |
19,735 |
23,460 |
40,670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53,210 |
43,910 |
9,300 |
20.3% |
3,837 |
8.4% |
20% |
False |
False |
650 |
| 10 |
53,210 |
43,910 |
9,300 |
20.3% |
3,049 |
6.7% |
20% |
False |
False |
446 |
| 20 |
53,210 |
43,910 |
9,300 |
20.3% |
2,819 |
6.2% |
20% |
False |
False |
277 |
| 40 |
53,210 |
29,310 |
23,900 |
52.2% |
2,600 |
5.7% |
69% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56,978 |
|
2.618 |
53,208 |
|
1.618 |
50,898 |
|
1.000 |
49,470 |
|
0.618 |
48,588 |
|
HIGH |
47,160 |
|
0.618 |
46,278 |
|
0.500 |
46,005 |
|
0.382 |
45,732 |
|
LOW |
44,850 |
|
0.618 |
43,422 |
|
1.000 |
42,540 |
|
1.618 |
41,112 |
|
2.618 |
38,802 |
|
4.250 |
35,033 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
46,005 |
46,083 |
| PP |
45,932 |
45,983 |
| S1 |
45,858 |
45,884 |
|