| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
49,900 |
51,755 |
1,855 |
3.7% |
49,070 |
| High |
51,260 |
53,125 |
1,865 |
3.6% |
51,260 |
| Low |
48,395 |
43,705 |
-4,690 |
-9.7% |
46,530 |
| Close |
50,710 |
46,780 |
-3,930 |
-7.7% |
50,710 |
| Range |
2,865 |
9,420 |
6,555 |
228.8% |
4,730 |
| ATR |
2,594 |
3,082 |
488 |
18.8% |
0 |
| Volume |
5,123 |
13,967 |
8,844 |
172.6% |
21,650 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76,130 |
70,875 |
51,961 |
|
| R3 |
66,710 |
61,455 |
49,371 |
|
| R2 |
57,290 |
57,290 |
48,507 |
|
| R1 |
52,035 |
52,035 |
47,644 |
49,953 |
| PP |
47,870 |
47,870 |
47,870 |
46,829 |
| S1 |
42,615 |
42,615 |
45,917 |
40,533 |
| S2 |
38,450 |
38,450 |
45,053 |
|
| S3 |
29,030 |
33,195 |
44,190 |
|
| S4 |
19,610 |
23,775 |
41,599 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63,690 |
61,930 |
53,312 |
|
| R3 |
58,960 |
57,200 |
52,011 |
|
| R2 |
54,230 |
54,230 |
51,577 |
|
| R1 |
52,470 |
52,470 |
51,144 |
53,350 |
| PP |
49,500 |
49,500 |
49,500 |
49,940 |
| S1 |
47,740 |
47,740 |
50,276 |
48,620 |
| S2 |
44,770 |
44,770 |
49,843 |
|
| S3 |
40,040 |
43,010 |
49,409 |
|
| S4 |
35,310 |
38,280 |
48,109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53,125 |
43,705 |
9,420 |
20.1% |
3,822 |
8.2% |
33% |
True |
True |
6,439 |
| 10 |
53,125 |
43,705 |
9,420 |
20.1% |
3,143 |
6.7% |
33% |
True |
True |
5,170 |
| 20 |
53,125 |
43,705 |
9,420 |
20.1% |
2,828 |
6.0% |
33% |
True |
True |
3,009 |
| 40 |
53,125 |
29,245 |
23,880 |
51.0% |
2,644 |
5.7% |
73% |
True |
False |
1,697 |
| 60 |
53,125 |
28,825 |
24,300 |
51.9% |
2,597 |
5.6% |
74% |
True |
False |
1,173 |
| 80 |
53,125 |
28,825 |
24,300 |
51.9% |
3,014 |
6.4% |
74% |
True |
False |
892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93,160 |
|
2.618 |
77,787 |
|
1.618 |
68,367 |
|
1.000 |
62,545 |
|
0.618 |
58,947 |
|
HIGH |
53,125 |
|
0.618 |
49,527 |
|
0.500 |
48,415 |
|
0.382 |
47,303 |
|
LOW |
43,705 |
|
0.618 |
37,883 |
|
1.000 |
34,285 |
|
1.618 |
28,463 |
|
2.618 |
19,043 |
|
4.250 |
3,670 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
48,415 |
48,415 |
| PP |
47,870 |
47,870 |
| S1 |
47,325 |
47,325 |
|