| 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 |
46,590 |
46,250 |
-340 |
-0.7% |
49,070 |
| High |
47,440 |
47,465 |
25 |
0.1% |
51,260 |
| Low |
44,500 |
45,545 |
1,045 |
2.3% |
46,530 |
| Close |
46,520 |
46,645 |
125 |
0.3% |
50,710 |
| Range |
2,940 |
1,920 |
-1,020 |
-34.7% |
4,730 |
| ATR |
3,072 |
2,989 |
-82 |
-2.7% |
0 |
| Volume |
5,680 |
4,052 |
-1,628 |
-28.7% |
21,650 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52,312 |
51,398 |
47,701 |
|
| R3 |
50,392 |
49,478 |
47,173 |
|
| R2 |
48,472 |
48,472 |
46,997 |
|
| R1 |
47,558 |
47,558 |
46,821 |
48,015 |
| PP |
46,552 |
46,552 |
46,552 |
46,780 |
| S1 |
45,638 |
45,638 |
46,469 |
46,095 |
| S2 |
44,632 |
44,632 |
46,293 |
|
| S3 |
42,712 |
43,718 |
46,117 |
|
| S4 |
40,792 |
41,798 |
45,589 |
|
|
| 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 |
20.2% |
3,863 |
8.3% |
31% |
False |
False |
6,718 |
| 10 |
53,125 |
43,705 |
9,420 |
20.2% |
3,209 |
6.9% |
31% |
False |
False |
5,547 |
| 20 |
53,125 |
43,705 |
9,420 |
20.2% |
2,884 |
6.2% |
31% |
False |
False |
3,440 |
| 40 |
53,125 |
29,245 |
23,880 |
51.2% |
2,698 |
5.8% |
73% |
False |
False |
1,937 |
| 60 |
53,125 |
28,825 |
24,300 |
52.1% |
2,611 |
5.6% |
73% |
False |
False |
1,332 |
| 80 |
53,125 |
28,825 |
24,300 |
52.1% |
2,968 |
6.4% |
73% |
False |
False |
1,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55,625 |
|
2.618 |
52,492 |
|
1.618 |
50,572 |
|
1.000 |
49,385 |
|
0.618 |
48,652 |
|
HIGH |
47,465 |
|
0.618 |
46,732 |
|
0.500 |
46,505 |
|
0.382 |
46,278 |
|
LOW |
45,545 |
|
0.618 |
44,358 |
|
1.000 |
43,625 |
|
1.618 |
42,438 |
|
2.618 |
40,518 |
|
4.250 |
37,385 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
46,598 |
48,415 |
| PP |
46,552 |
47,825 |
| S1 |
46,505 |
47,235 |
|