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 |
1,804.48 |
1,793.36 |
-11.12 |
-0.6% |
1,823.18 |
High |
1,805.49 |
1,795.78 |
-9.71 |
-0.5% |
1,826.92 |
Low |
1,791.01 |
1,749.22 |
-41.79 |
-2.3% |
1,785.18 |
Close |
1,793.36 |
1,752.75 |
-40.61 |
-2.3% |
1,787.42 |
Range |
14.48 |
46.56 |
32.08 |
221.5% |
41.74 |
ATR |
18.35 |
20.37 |
2.01 |
11.0% |
0.00 |
Volume |
6,460 |
6,559 |
99 |
1.5% |
25,524 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,905.60 |
1,875.73 |
1,778.36 |
|
R3 |
1,859.04 |
1,829.17 |
1,765.55 |
|
R2 |
1,812.48 |
1,812.48 |
1,761.29 |
|
R1 |
1,782.61 |
1,782.61 |
1,757.02 |
1,774.27 |
PP |
1,765.92 |
1,765.92 |
1,765.92 |
1,761.74 |
S1 |
1,736.05 |
1,736.05 |
1,748.48 |
1,727.71 |
S2 |
1,719.36 |
1,719.36 |
1,744.21 |
|
S3 |
1,672.80 |
1,689.49 |
1,739.95 |
|
S4 |
1,626.24 |
1,642.93 |
1,727.14 |
|
|
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 |
1,749.22 |
58.57 |
3.3% |
22.48 |
1.3% |
6% |
False |
True |
6,283 |
10 |
1,833.19 |
1,749.22 |
83.97 |
4.8% |
21.16 |
1.2% |
4% |
False |
True |
6,294 |
20 |
1,833.19 |
1,749.22 |
83.97 |
4.8% |
18.67 |
1.1% |
4% |
False |
True |
6,343 |
40 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.87 |
1.1% |
42% |
False |
False |
6,466 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.19 |
1.1% |
42% |
False |
False |
6,402 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
20.83 |
1.2% |
27% |
False |
False |
6,394 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.7% |
21.21 |
1.2% |
27% |
False |
False |
6,404 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.5% |
21.26 |
1.2% |
31% |
False |
False |
6,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.66 |
2.618 |
1,917.67 |
1.618 |
1,871.11 |
1.000 |
1,842.34 |
0.618 |
1,824.55 |
HIGH |
1,795.78 |
0.618 |
1,777.99 |
0.500 |
1,772.50 |
0.382 |
1,767.01 |
LOW |
1,749.22 |
0.618 |
1,720.45 |
1.000 |
1,702.66 |
1.618 |
1,673.89 |
2.618 |
1,627.33 |
4.250 |
1,551.34 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,772.50 |
1,778.51 |
PP |
1,765.92 |
1,769.92 |
S1 |
1,759.33 |
1,761.34 |
|