Trading Metrics calculated at close of trading on 16-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,377.4960 |
3,555.3500 |
177.8540 |
5.3% |
3,953.3590 |
High |
3,572.9340 |
3,670.7140 |
97.7800 |
2.7% |
3,968.3000 |
Low |
3,334.5610 |
3,488.8590 |
154.2980 |
4.6% |
3,064.8270 |
Close |
3,555.2690 |
3,497.7700 |
-57.4990 |
-1.6% |
3,248.1680 |
Range |
238.3730 |
181.8550 |
-56.5180 |
-23.7% |
903.4730 |
ATR |
263.3008 |
257.4833 |
-5.8176 |
-2.2% |
0.0000 |
Volume |
482,625 |
737,674 |
255,049 |
52.8% |
4,467,621 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,098.0127 |
3,979.7463 |
3,597.7903 |
|
R3 |
3,916.1577 |
3,797.8913 |
3,547.7801 |
|
R2 |
3,734.3027 |
3,734.3027 |
3,531.1101 |
|
R1 |
3,616.0363 |
3,616.0363 |
3,514.4400 |
3,584.2420 |
PP |
3,552.4477 |
3,552.4477 |
3,552.4477 |
3,536.5505 |
S1 |
3,434.1813 |
3,434.1813 |
3,481.1000 |
3,402.3870 |
S2 |
3,370.5927 |
3,370.5927 |
3,464.4299 |
|
S3 |
3,188.7377 |
3,252.3263 |
3,447.7599 |
|
S4 |
3,006.8827 |
3,070.4713 |
3,397.7498 |
|
|
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 |
3,670.7140 |
3,127.2710 |
543.4430 |
15.5% |
238.0176 |
6.8% |
68% |
True |
False |
763,625 |
10 |
4,024.1120 |
3,064.8270 |
959.2850 |
27.4% |
300.4977 |
8.6% |
45% |
False |
False |
934,392 |
20 |
4,024.1120 |
2,962.4710 |
1,061.6410 |
30.4% |
262.3979 |
7.5% |
50% |
False |
False |
848,053 |
40 |
4,024.1120 |
1,940.9490 |
2,083.1630 |
59.6% |
235.1335 |
6.7% |
75% |
False |
False |
1,069,890 |
60 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
65.9% |
217.0901 |
6.2% |
77% |
False |
False |
1,140,743 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
66.2% |
227.6847 |
6.5% |
77% |
False |
False |
1,165,721 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
76.1% |
285.4958 |
8.2% |
67% |
False |
False |
1,198,787 |
120 |
4,370.7670 |
1,662.2130 |
2,708.5540 |
77.4% |
271.1876 |
7.8% |
68% |
False |
False |
1,124,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,443.5978 |
2.618 |
4,146.8104 |
1.618 |
3,964.9554 |
1.000 |
3,852.5690 |
0.618 |
3,783.1004 |
HIGH |
3,670.7140 |
0.618 |
3,601.2454 |
0.500 |
3,579.7865 |
0.382 |
3,558.3276 |
LOW |
3,488.8590 |
0.618 |
3,376.4726 |
1.000 |
3,307.0040 |
1.618 |
3,194.6176 |
2.618 |
3,012.7626 |
4.250 |
2,715.9753 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,579.7865 |
3,488.1708 |
PP |
3,552.4477 |
3,478.5717 |
S1 |
3,525.1088 |
3,468.9725 |
|