Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,429.1470 |
3,248.1510 |
-180.9960 |
-5.3% |
3,953.3590 |
High |
3,513.2650 |
3,467.9230 |
-45.3420 |
-1.3% |
3,968.3000 |
Low |
3,221.8050 |
3,127.2710 |
-94.5340 |
-2.9% |
3,064.8270 |
Close |
3,248.1680 |
3,290.4990 |
42.3310 |
1.3% |
3,248.1680 |
Range |
291.4600 |
340.6520 |
49.1920 |
16.9% |
903.4730 |
ATR |
269.9754 |
275.0238 |
5.0483 |
1.9% |
0.0000 |
Volume |
842,655 |
626,187 |
-216,468 |
-25.7% |
4,467,621 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,317.1870 |
4,144.4950 |
3,477.8576 |
|
R3 |
3,976.5350 |
3,803.8430 |
3,384.1783 |
|
R2 |
3,635.8830 |
3,635.8830 |
3,352.9519 |
|
R1 |
3,463.1910 |
3,463.1910 |
3,321.7254 |
3,549.5370 |
PP |
3,295.2310 |
3,295.2310 |
3,295.2310 |
3,338.4040 |
S1 |
3,122.5390 |
3,122.5390 |
3,259.2726 |
3,208.8850 |
S2 |
2,954.5790 |
2,954.5790 |
3,228.0461 |
|
S3 |
2,613.9270 |
2,781.8870 |
3,196.8197 |
|
S4 |
2,273.2750 |
2,441.2350 |
3,103.1404 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,137.5173 |
5,596.3157 |
3,745.0782 |
|
R3 |
5,234.0443 |
4,692.8427 |
3,496.6231 |
|
R2 |
4,330.5713 |
4,330.5713 |
3,413.8047 |
|
R1 |
3,789.3697 |
3,789.3697 |
3,330.9864 |
3,608.2340 |
PP |
3,427.0983 |
3,427.0983 |
3,427.0983 |
3,336.5305 |
S1 |
2,885.8967 |
2,885.8967 |
3,165.3496 |
2,704.7610 |
S2 |
2,523.6253 |
2,523.6253 |
3,082.5313 |
|
S3 |
1,620.1523 |
1,982.4237 |
2,999.7129 |
|
S4 |
716.6793 |
1,078.9507 |
2,751.2579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,968.3000 |
3,064.8270 |
903.4730 |
27.5% |
404.9146 |
12.3% |
25% |
False |
False |
1,018,761 |
10 |
4,024.1120 |
3,064.8270 |
959.2850 |
29.2% |
331.5891 |
10.1% |
24% |
False |
False |
979,311 |
20 |
4,024.1120 |
2,952.9730 |
1,071.1390 |
32.6% |
267.5215 |
8.1% |
32% |
False |
False |
898,191 |
40 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
70.0% |
235.2129 |
7.1% |
68% |
False |
False |
1,106,690 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
70.3% |
222.8269 |
6.8% |
68% |
False |
False |
1,190,453 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
70.3% |
250.9341 |
7.6% |
68% |
False |
False |
1,206,397 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
80.9% |
290.1732 |
8.8% |
59% |
False |
False |
1,212,706 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
85.7% |
269.2205 |
8.2% |
62% |
False |
False |
1,120,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,915.6940 |
2.618 |
4,359.7499 |
1.618 |
4,019.0979 |
1.000 |
3,808.5750 |
0.618 |
3,678.4459 |
HIGH |
3,467.9230 |
0.618 |
3,337.7939 |
0.500 |
3,297.5970 |
0.382 |
3,257.4001 |
LOW |
3,127.2710 |
0.618 |
2,916.7481 |
1.000 |
2,786.6190 |
1.618 |
2,576.0961 |
2.618 |
2,235.4441 |
4.250 |
1,679.5000 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,297.5970 |
3,345.1965 |
PP |
3,295.2310 |
3,326.9640 |
S1 |
3,292.8650 |
3,308.7315 |
|