| 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 |
15,656.62 |
15,638.72 |
-17.90 |
-0.1% |
15,476.62 |
| High |
15,665.79 |
15,675.46 |
9.67 |
0.1% |
15,696.42 |
| Low |
15,528.45 |
15,556.74 |
28.29 |
0.2% |
15,472.18 |
| Close |
15,620.85 |
15,561.05 |
-59.80 |
-0.4% |
15,652.86 |
| Range |
137.34 |
118.72 |
-18.62 |
-13.6% |
224.24 |
| ATR |
139.43 |
137.95 |
-1.48 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,953.91 |
15,876.20 |
15,626.35 |
|
| R3 |
15,835.19 |
15,757.48 |
15,593.70 |
|
| R2 |
15,716.47 |
15,716.47 |
15,582.82 |
|
| R1 |
15,638.76 |
15,638.76 |
15,571.93 |
15,618.26 |
| PP |
15,597.75 |
15,597.75 |
15,597.75 |
15,587.50 |
| S1 |
15,520.04 |
15,520.04 |
15,550.17 |
15,499.54 |
| S2 |
15,479.03 |
15,479.03 |
15,539.28 |
|
| S3 |
15,360.31 |
15,401.32 |
15,528.40 |
|
| S4 |
15,241.59 |
15,282.60 |
15,495.75 |
|
|
| 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% |
116.25 |
0.7% |
19% |
False |
False |
|
| 10 |
15,701.40 |
15,265.23 |
436.17 |
2.8% |
116.16 |
0.7% |
68% |
False |
False |
|
| 20 |
15,701.40 |
14,774.08 |
927.32 |
6.0% |
131.16 |
0.8% |
85% |
False |
False |
|
| 40 |
15,701.40 |
14,455.07 |
1,246.33 |
8.0% |
138.76 |
0.9% |
89% |
False |
False |
|
| 60 |
15,701.40 |
13,847.32 |
1,854.08 |
11.9% |
137.93 |
0.9% |
92% |
False |
False |
|
| 80 |
15,701.40 |
12,994.35 |
2,707.05 |
17.4% |
138.39 |
0.9% |
95% |
False |
False |
|
| 100 |
15,701.40 |
12,967.18 |
2,734.22 |
17.6% |
150.78 |
1.0% |
95% |
False |
False |
|
| 120 |
15,701.40 |
12,627.93 |
3,073.47 |
19.8% |
152.43 |
1.0% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,180.02 |
|
2.618 |
15,986.27 |
|
1.618 |
15,867.55 |
|
1.000 |
15,794.18 |
|
0.618 |
15,748.83 |
|
HIGH |
15,675.46 |
|
0.618 |
15,630.11 |
|
0.500 |
15,616.10 |
|
0.382 |
15,602.09 |
|
LOW |
15,556.74 |
|
0.618 |
15,483.37 |
|
1.000 |
15,438.02 |
|
1.618 |
15,364.65 |
|
2.618 |
15,245.93 |
|
4.250 |
15,052.18 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,616.10 |
15,614.93 |
| PP |
15,597.75 |
15,596.97 |
| S1 |
15,579.40 |
15,579.01 |
|