Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
3,555.3500 |
3,497.8700 |
-57.4800 |
-1.6% |
3,248.1510 |
High |
3,670.7140 |
3,592.4940 |
-78.2200 |
-2.1% |
3,670.7140 |
Low |
3,488.8590 |
3,366.8140 |
-122.0450 |
-3.5% |
3,127.2710 |
Close |
3,497.7700 |
3,377.3500 |
-120.4200 |
-3.4% |
3,377.3500 |
Range |
181.8550 |
225.6800 |
43.8250 |
24.1% |
543.4430 |
ATR |
257.4833 |
255.2116 |
-2.2717 |
-0.9% |
0.0000 |
Volume |
737,674 |
727,043 |
-10,631 |
-1.4% |
3,702,515 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,122.5927 |
3,975.6513 |
3,501.4740 |
|
R3 |
3,896.9127 |
3,749.9713 |
3,439.4120 |
|
R2 |
3,671.2327 |
3,671.2327 |
3,418.7247 |
|
R1 |
3,524.2913 |
3,524.2913 |
3,398.0373 |
3,484.9220 |
PP |
3,445.5527 |
3,445.5527 |
3,445.5527 |
3,425.8680 |
S1 |
3,298.6113 |
3,298.6113 |
3,356.6627 |
3,259.2420 |
S2 |
3,219.8727 |
3,219.8727 |
3,335.9753 |
|
S3 |
2,994.1927 |
3,072.9313 |
3,315.2880 |
|
S4 |
2,768.5127 |
2,847.2513 |
3,253.2260 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,022.1073 |
4,743.1717 |
3,676.2437 |
|
R3 |
4,478.6643 |
4,199.7287 |
3,526.7968 |
|
R2 |
3,935.2213 |
3,935.2213 |
3,476.9812 |
|
R1 |
3,656.2857 |
3,656.2857 |
3,427.1656 |
3,795.7535 |
PP |
3,391.7783 |
3,391.7783 |
3,391.7783 |
3,461.5123 |
S1 |
3,112.8427 |
3,112.8427 |
3,327.5344 |
3,252.3105 |
S2 |
2,848.3353 |
2,848.3353 |
3,277.7188 |
|
S3 |
2,304.8923 |
2,569.3997 |
3,227.9032 |
|
S4 |
1,761.4493 |
2,025.9567 |
3,078.4564 |
|
|
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 |
16.1% |
224.8616 |
6.7% |
46% |
False |
False |
740,503 |
10 |
4,024.1120 |
3,064.8270 |
959.2850 |
28.4% |
311.7061 |
9.2% |
33% |
False |
False |
906,967 |
20 |
4,024.1120 |
3,057.5100 |
966.6020 |
28.6% |
263.6706 |
7.8% |
33% |
False |
False |
861,316 |
40 |
4,024.1120 |
1,998.0910 |
2,026.0210 |
60.0% |
238.2622 |
7.1% |
68% |
False |
False |
1,055,908 |
60 |
4,024.1120 |
1,718.7330 |
2,305.3790 |
68.3% |
217.2489 |
6.4% |
72% |
False |
False |
1,126,856 |
80 |
4,024.1120 |
1,709.6900 |
2,314.4220 |
68.5% |
226.0533 |
6.7% |
72% |
False |
False |
1,156,732 |
100 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
78.8% |
285.2859 |
8.4% |
63% |
False |
False |
1,196,752 |
120 |
4,370.7670 |
1,709.6900 |
2,661.0770 |
78.8% |
271.5939 |
8.0% |
63% |
False |
False |
1,125,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,551.6340 |
2.618 |
4,183.3242 |
1.618 |
3,957.6442 |
1.000 |
3,818.1740 |
0.618 |
3,731.9642 |
HIGH |
3,592.4940 |
0.618 |
3,506.2842 |
0.500 |
3,479.6540 |
0.382 |
3,453.0238 |
LOW |
3,366.8140 |
0.618 |
3,227.3438 |
1.000 |
3,141.1340 |
1.618 |
3,001.6638 |
2.618 |
2,775.9838 |
4.250 |
2,407.6740 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
3,479.6540 |
3,502.6375 |
PP |
3,445.5527 |
3,460.8750 |
S1 |
3,411.4513 |
3,419.1125 |
|