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 |
1,787.42 |
1,793.23 |
5.81 |
0.3% |
1,823.18 |
High |
1,797.16 |
1,807.79 |
10.63 |
0.6% |
1,826.92 |
Low |
1,786.06 |
1,783.23 |
-2.83 |
-0.2% |
1,785.18 |
Close |
1,793.27 |
1,804.46 |
11.19 |
0.6% |
1,787.42 |
Range |
11.10 |
24.56 |
13.46 |
121.3% |
41.74 |
ATR |
18.20 |
18.65 |
0.45 |
2.5% |
0.00 |
Volume |
5,977 |
6,060 |
83 |
1.4% |
25,524 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.17 |
1,862.88 |
1,817.97 |
|
R3 |
1,847.61 |
1,838.32 |
1,811.21 |
|
R2 |
1,823.05 |
1,823.05 |
1,808.96 |
|
R1 |
1,813.76 |
1,813.76 |
1,806.71 |
1,818.41 |
PP |
1,798.49 |
1,798.49 |
1,798.49 |
1,800.82 |
S1 |
1,789.20 |
1,789.20 |
1,802.21 |
1,793.85 |
S2 |
1,773.93 |
1,773.93 |
1,799.96 |
|
S3 |
1,749.37 |
1,764.64 |
1,797.71 |
|
S4 |
1,724.81 |
1,740.08 |
1,790.95 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,925.06 |
1,897.98 |
1,810.38 |
|
R3 |
1,883.32 |
1,856.24 |
1,798.90 |
|
R2 |
1,841.58 |
1,841.58 |
1,795.07 |
|
R1 |
1,814.50 |
1,814.50 |
1,791.25 |
1,807.17 |
PP |
1,799.84 |
1,799.84 |
1,799.84 |
1,796.18 |
S1 |
1,772.76 |
1,772.76 |
1,783.59 |
1,765.43 |
S2 |
1,758.10 |
1,758.10 |
1,779.77 |
|
S3 |
1,716.36 |
1,731.02 |
1,775.94 |
|
S4 |
1,674.62 |
1,689.28 |
1,764.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,807.79 |
1,783.23 |
24.56 |
1.4% |
16.34 |
0.9% |
86% |
True |
True |
6,310 |
10 |
1,833.19 |
1,783.23 |
49.96 |
2.8% |
17.51 |
1.0% |
42% |
False |
True |
6,230 |
20 |
1,833.19 |
1,775.78 |
57.41 |
3.2% |
17.05 |
0.9% |
50% |
False |
False |
6,332 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.7% |
19.21 |
1.1% |
79% |
False |
False |
6,460 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.7% |
18.78 |
1.0% |
79% |
False |
False |
6,394 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
20.59 |
1.1% |
50% |
False |
False |
6,386 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.3% |
20.96 |
1.2% |
50% |
False |
False |
6,408 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.1% |
21.02 |
1.2% |
53% |
False |
False |
6,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,912.17 |
2.618 |
1,872.09 |
1.618 |
1,847.53 |
1.000 |
1,832.35 |
0.618 |
1,822.97 |
HIGH |
1,807.79 |
0.618 |
1,798.41 |
0.500 |
1,795.51 |
0.382 |
1,792.61 |
LOW |
1,783.23 |
0.618 |
1,768.05 |
1.000 |
1,758.67 |
1.618 |
1,743.49 |
2.618 |
1,718.93 |
4.250 |
1,678.85 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,801.48 |
1,801.48 |
PP |
1,798.49 |
1,798.49 |
S1 |
1,795.51 |
1,795.51 |
|