| 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 |
46,250 |
46,545 |
295 |
0.6% |
51,755 |
| High |
47,465 |
47,065 |
-400 |
-0.8% |
53,125 |
| Low |
45,545 |
44,750 |
-795 |
-1.7% |
43,705 |
| Close |
46,645 |
45,675 |
-970 |
-2.1% |
45,675 |
| Range |
1,920 |
2,315 |
395 |
20.6% |
9,420 |
| ATR |
2,989 |
2,941 |
-48 |
-1.6% |
0 |
| Volume |
4,052 |
4,853 |
801 |
19.8% |
28,552 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52,775 |
51,540 |
46,948 |
|
| R3 |
50,460 |
49,225 |
46,312 |
|
| R2 |
48,145 |
48,145 |
46,099 |
|
| R1 |
46,910 |
46,910 |
45,887 |
46,370 |
| PP |
45,830 |
45,830 |
45,830 |
45,560 |
| S1 |
44,595 |
44,595 |
45,463 |
44,055 |
| S2 |
43,515 |
43,515 |
45,251 |
|
| S3 |
41,200 |
42,280 |
45,038 |
|
| S4 |
38,885 |
39,965 |
44,402 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75,762 |
70,138 |
50,856 |
|
| R3 |
66,342 |
60,718 |
48,266 |
|
| R2 |
56,922 |
56,922 |
47,402 |
|
| R1 |
51,298 |
51,298 |
46,539 |
49,400 |
| PP |
47,502 |
47,502 |
47,502 |
46,553 |
| S1 |
41,878 |
41,878 |
44,812 |
39,980 |
| S2 |
38,082 |
38,082 |
43,948 |
|
| S3 |
28,662 |
32,458 |
43,085 |
|
| S4 |
19,242 |
23,038 |
40,494 |
|
|
| 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 |
20.6% |
3,892 |
8.5% |
21% |
False |
False |
6,735 |
| 10 |
53,125 |
43,705 |
9,420 |
20.6% |
3,124 |
6.8% |
21% |
False |
False |
5,581 |
| 20 |
53,125 |
43,705 |
9,420 |
20.6% |
2,877 |
6.3% |
21% |
False |
False |
3,654 |
| 40 |
53,125 |
29,245 |
23,880 |
52.3% |
2,702 |
5.9% |
69% |
False |
False |
2,056 |
| 60 |
53,125 |
28,825 |
24,300 |
53.2% |
2,613 |
5.7% |
69% |
False |
False |
1,412 |
| 80 |
53,125 |
28,825 |
24,300 |
53.2% |
2,956 |
6.5% |
69% |
False |
False |
1,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56,904 |
|
2.618 |
53,126 |
|
1.618 |
50,811 |
|
1.000 |
49,380 |
|
0.618 |
48,496 |
|
HIGH |
47,065 |
|
0.618 |
46,181 |
|
0.500 |
45,908 |
|
0.382 |
45,634 |
|
LOW |
44,750 |
|
0.618 |
43,319 |
|
1.000 |
42,435 |
|
1.618 |
41,004 |
|
2.618 |
38,689 |
|
4.250 |
34,911 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
45,908 |
45,983 |
| PP |
45,830 |
45,880 |
| S1 |
45,753 |
45,778 |
|