Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,248.1510 |
3,290.4990 |
42.3480 |
1.3% |
3,953.3590 |
High |
3,467.9230 |
3,404.9790 |
-62.9440 |
-1.8% |
3,968.3000 |
Low |
3,127.2710 |
3,267.2310 |
139.9600 |
4.5% |
3,064.8270 |
Close |
3,290.4990 |
3,377.5280 |
87.0290 |
2.6% |
3,248.1680 |
Range |
340.6520 |
137.7480 |
-202.9040 |
-59.6% |
903.4730 |
ATR |
275.0238 |
265.2183 |
-9.8054 |
-3.6% |
0.0000 |
Volume |
626,187 |
1,128,986 |
502,799 |
80.3% |
4,467,621 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,763.1567 |
3,708.0903 |
3,453.2894 |
|
R3 |
3,625.4087 |
3,570.3423 |
3,415.4087 |
|
R2 |
3,487.6607 |
3,487.6607 |
3,402.7818 |
|
R1 |
3,432.5943 |
3,432.5943 |
3,390.1549 |
3,460.1275 |
PP |
3,349.9127 |
3,349.9127 |
3,349.9127 |
3,363.6793 |
S1 |
3,294.8463 |
3,294.8463 |
3,364.9011 |
3,322.3795 |
S2 |
3,212.1647 |
3,212.1647 |
3,352.2742 |
|
S3 |
3,074.4167 |
3,157.0983 |
3,339.6473 |
|
S4 |
2,936.6687 |
3,019.3503 |
3,301.7666 |
|
|
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 |
3,563.1220 |
3,127.2710 |
435.8510 |
12.9% |
251.7696 |
7.5% |
57% |
False |
False |
1,026,784 |
10 |
4,024.1120 |
3,064.8270 |
959.2850 |
28.4% |
325.4691 |
9.6% |
33% |
False |
False |
1,038,070 |
20 |
4,024.1120 |
2,952.9730 |
1,071.1390 |
31.7% |
263.4500 |
7.8% |
40% |
False |
False |
895,601 |
40 |
4,024.1120 |
1,721.5890 |
2,302.5230 |
68.2% |
234.0762 |
6.9% |
72% |
False |
False |
1,108,528 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
68.5% |
221.1760 |
6.5% |
72% |
False |
False |
1,188,392 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
68.5% |
242.5639 |
7.2% |
72% |
False |
False |
1,193,768 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
78.8% |
288.2929 |
8.5% |
63% |
False |
False |
1,210,877 |
120 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
83.5% |
269.0568 |
8.0% |
65% |
False |
False |
1,125,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,990.4080 |
2.618 |
3,765.6033 |
1.618 |
3,627.8553 |
1.000 |
3,542.7270 |
0.618 |
3,490.1073 |
HIGH |
3,404.9790 |
0.618 |
3,352.3593 |
0.500 |
3,336.1050 |
0.382 |
3,319.8507 |
LOW |
3,267.2310 |
0.618 |
3,182.1027 |
1.000 |
3,129.4830 |
1.618 |
3,044.3547 |
2.618 |
2,906.6067 |
4.250 |
2,681.8020 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,363.7203 |
3,358.4413 |
PP |
3,349.9127 |
3,339.3547 |
S1 |
3,336.1050 |
3,320.2680 |
|