| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,666.30 |
15,656.62 |
-9.68 |
-0.1% |
15,476.62 |
| High |
15,701.40 |
15,665.79 |
-35.61 |
-0.2% |
15,696.42 |
| Low |
15,610.23 |
15,528.45 |
-81.78 |
-0.5% |
15,472.18 |
| Close |
15,675.76 |
15,620.85 |
-54.91 |
-0.4% |
15,652.86 |
| Range |
91.17 |
137.34 |
46.17 |
50.6% |
224.24 |
| ATR |
138.82 |
139.43 |
0.61 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,017.05 |
15,956.29 |
15,696.39 |
|
| R3 |
15,879.71 |
15,818.95 |
15,658.62 |
|
| R2 |
15,742.37 |
15,742.37 |
15,646.03 |
|
| R1 |
15,681.61 |
15,681.61 |
15,633.44 |
15,643.32 |
| PP |
15,605.03 |
15,605.03 |
15,605.03 |
15,585.89 |
| S1 |
15,544.27 |
15,544.27 |
15,608.26 |
15,505.98 |
| S2 |
15,467.69 |
15,467.69 |
15,595.67 |
|
| S3 |
15,330.35 |
15,406.93 |
15,583.08 |
|
| S4 |
15,193.01 |
15,269.59 |
15,545.31 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,279.87 |
16,190.61 |
15,776.19 |
|
| R3 |
16,055.63 |
15,966.37 |
15,714.53 |
|
| R2 |
15,831.39 |
15,831.39 |
15,693.97 |
|
| R1 |
15,742.13 |
15,742.13 |
15,673.42 |
15,786.76 |
| PP |
15,607.15 |
15,607.15 |
15,607.15 |
15,629.47 |
| S1 |
15,517.89 |
15,517.89 |
15,632.30 |
15,562.52 |
| S2 |
15,382.91 |
15,382.91 |
15,611.75 |
|
| S3 |
15,158.67 |
15,293.65 |
15,591.19 |
|
| S4 |
14,934.43 |
15,069.41 |
15,529.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,701.40 |
15,528.45 |
172.95 |
1.1% |
111.06 |
0.7% |
53% |
False |
True |
|
| 10 |
15,701.40 |
15,265.23 |
436.17 |
2.8% |
110.53 |
0.7% |
82% |
False |
False |
|
| 20 |
15,701.40 |
14,774.08 |
927.32 |
5.9% |
132.91 |
0.9% |
91% |
False |
False |
|
| 40 |
15,701.40 |
14,455.07 |
1,246.33 |
8.0% |
139.03 |
0.9% |
94% |
False |
False |
|
| 60 |
15,701.40 |
13,847.32 |
1,854.08 |
11.9% |
137.90 |
0.9% |
96% |
False |
False |
|
| 80 |
15,701.40 |
12,994.35 |
2,707.05 |
17.3% |
138.82 |
0.9% |
97% |
False |
False |
|
| 100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.5% |
151.49 |
1.0% |
97% |
False |
False |
|
| 120 |
15,701.40 |
12,627.93 |
3,073.47 |
19.7% |
153.12 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,249.49 |
|
2.618 |
16,025.35 |
|
1.618 |
15,888.01 |
|
1.000 |
15,803.13 |
|
0.618 |
15,750.67 |
|
HIGH |
15,665.79 |
|
0.618 |
15,613.33 |
|
0.500 |
15,597.12 |
|
0.382 |
15,580.91 |
|
LOW |
15,528.45 |
|
0.618 |
15,443.57 |
|
1.000 |
15,391.11 |
|
1.618 |
15,306.23 |
|
2.618 |
15,168.89 |
|
4.250 |
14,944.76 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,612.94 |
15,618.88 |
| PP |
15,605.03 |
15,616.90 |
| S1 |
15,597.12 |
15,614.93 |
|