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 |
1,793.23 |
1,804.48 |
11.25 |
0.6% |
1,823.18 |
High |
1,807.79 |
1,805.49 |
-2.30 |
-0.1% |
1,826.92 |
Low |
1,783.23 |
1,791.01 |
7.78 |
0.4% |
1,785.18 |
Close |
1,804.46 |
1,793.36 |
-11.10 |
-0.6% |
1,787.42 |
Range |
24.56 |
14.48 |
-10.08 |
-41.0% |
41.74 |
ATR |
18.65 |
18.35 |
-0.30 |
-1.6% |
0.00 |
Volume |
6,060 |
6,460 |
400 |
6.6% |
25,524 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,840.06 |
1,831.19 |
1,801.32 |
|
R3 |
1,825.58 |
1,816.71 |
1,797.34 |
|
R2 |
1,811.10 |
1,811.10 |
1,796.01 |
|
R1 |
1,802.23 |
1,802.23 |
1,794.69 |
1,799.43 |
PP |
1,796.62 |
1,796.62 |
1,796.62 |
1,795.22 |
S1 |
1,787.75 |
1,787.75 |
1,792.03 |
1,784.95 |
S2 |
1,782.14 |
1,782.14 |
1,790.71 |
|
S3 |
1,767.66 |
1,773.27 |
1,789.38 |
|
S4 |
1,753.18 |
1,758.79 |
1,785.40 |
|
|
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% |
16.12 |
0.9% |
41% |
False |
False |
6,350 |
10 |
1,833.19 |
1,783.23 |
49.96 |
2.8% |
17.50 |
1.0% |
20% |
False |
False |
6,253 |
20 |
1,833.19 |
1,775.78 |
57.41 |
3.2% |
17.08 |
1.0% |
31% |
False |
False |
6,338 |
40 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
19.12 |
1.1% |
71% |
False |
False |
6,457 |
60 |
1,833.19 |
1,693.69 |
139.50 |
7.8% |
18.66 |
1.0% |
71% |
False |
False |
6,394 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
20.46 |
1.1% |
45% |
False |
False |
6,389 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.4% |
20.87 |
1.2% |
45% |
False |
False |
6,406 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.2% |
20.98 |
1.2% |
49% |
False |
False |
6,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,867.03 |
2.618 |
1,843.40 |
1.618 |
1,828.92 |
1.000 |
1,819.97 |
0.618 |
1,814.44 |
HIGH |
1,805.49 |
0.618 |
1,799.96 |
0.500 |
1,798.25 |
0.382 |
1,796.54 |
LOW |
1,791.01 |
0.618 |
1,782.06 |
1.000 |
1,776.53 |
1.618 |
1,767.58 |
2.618 |
1,753.10 |
4.250 |
1,729.47 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,798.25 |
1,795.51 |
PP |
1,796.62 |
1,794.79 |
S1 |
1,794.99 |
1,794.08 |
|