Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,290.4990 |
3,377.4960 |
86.9970 |
2.6% |
3,953.3590 |
High |
3,404.9790 |
3,572.9340 |
167.9550 |
4.9% |
3,968.3000 |
Low |
3,267.2310 |
3,334.5610 |
67.3300 |
2.1% |
3,064.8270 |
Close |
3,377.5280 |
3,555.2690 |
177.7410 |
5.3% |
3,248.1680 |
Range |
137.7480 |
238.3730 |
100.6250 |
73.1% |
903.4730 |
ATR |
265.2183 |
263.3008 |
-1.9175 |
-0.7% |
0.0000 |
Volume |
1,128,986 |
482,625 |
-646,361 |
-57.3% |
4,467,621 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,202.7070 |
4,117.3610 |
3,686.3742 |
|
R3 |
3,964.3340 |
3,878.9880 |
3,620.8216 |
|
R2 |
3,725.9610 |
3,725.9610 |
3,598.9707 |
|
R1 |
3,640.6150 |
3,640.6150 |
3,577.1199 |
3,683.2880 |
PP |
3,487.5880 |
3,487.5880 |
3,487.5880 |
3,508.9245 |
S1 |
3,402.2420 |
3,402.2420 |
3,533.4181 |
3,444.9150 |
S2 |
3,249.2150 |
3,249.2150 |
3,511.5673 |
|
S3 |
3,010.8420 |
3,163.8690 |
3,489.7164 |
|
S4 |
2,772.4690 |
2,925.4960 |
3,424.1639 |
|
|
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 |
3,572.9340 |
3,127.2710 |
445.6630 |
12.5% |
234.9514 |
6.6% |
96% |
True |
False |
863,634 |
10 |
4,024.1120 |
3,064.8270 |
959.2850 |
27.0% |
321.9157 |
9.1% |
51% |
False |
False |
990,634 |
20 |
4,024.1120 |
2,952.9730 |
1,071.1390 |
30.1% |
261.8864 |
7.4% |
56% |
False |
False |
860,093 |
40 |
4,024.1120 |
1,758.8740 |
2,265.2380 |
63.7% |
237.0943 |
6.7% |
79% |
False |
False |
1,085,412 |
60 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
65.1% |
218.8216 |
6.2% |
80% |
False |
False |
1,170,960 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
65.1% |
236.9643 |
6.7% |
80% |
False |
False |
1,178,517 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
74.8% |
287.3510 |
8.1% |
69% |
False |
False |
1,200,158 |
120 |
4,370.7670 |
1,580.5260 |
2,790.2410 |
78.5% |
270.4490 |
7.6% |
71% |
False |
False |
1,123,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,586.0193 |
2.618 |
4,196.9945 |
1.618 |
3,958.6215 |
1.000 |
3,811.3070 |
0.618 |
3,720.2485 |
HIGH |
3,572.9340 |
0.618 |
3,481.8755 |
0.500 |
3,453.7475 |
0.382 |
3,425.6195 |
LOW |
3,334.5610 |
0.618 |
3,187.2465 |
1.000 |
3,096.1880 |
1.618 |
2,948.8735 |
2.618 |
2,710.5005 |
4.250 |
2,321.4758 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,521.4285 |
3,486.8802 |
PP |
3,487.5880 |
3,418.4913 |
S1 |
3,453.7475 |
3,350.1025 |
|