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 |
1,793.36 |
1,752.80 |
-40.56 |
-2.3% |
1,787.42 |
High |
1,795.78 |
1,766.42 |
-29.36 |
-1.6% |
1,807.79 |
Low |
1,749.22 |
1,748.98 |
-0.24 |
0.0% |
1,748.98 |
Close |
1,752.75 |
1,753.96 |
1.21 |
0.1% |
1,753.96 |
Range |
46.56 |
17.44 |
-29.12 |
-62.5% |
58.81 |
ATR |
20.37 |
20.16 |
-0.21 |
-1.0% |
0.00 |
Volume |
6,559 |
6,204 |
-355 |
-5.4% |
31,260 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.77 |
1,798.81 |
1,763.55 |
|
R3 |
1,791.33 |
1,781.37 |
1,758.76 |
|
R2 |
1,773.89 |
1,773.89 |
1,757.16 |
|
R1 |
1,763.93 |
1,763.93 |
1,755.56 |
1,768.91 |
PP |
1,756.45 |
1,756.45 |
1,756.45 |
1,758.95 |
S1 |
1,746.49 |
1,746.49 |
1,752.36 |
1,751.47 |
S2 |
1,739.01 |
1,739.01 |
1,750.76 |
|
S3 |
1,721.57 |
1,729.05 |
1,749.16 |
|
S4 |
1,704.13 |
1,711.61 |
1,744.37 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,946.67 |
1,909.13 |
1,786.31 |
|
R3 |
1,887.86 |
1,850.32 |
1,770.13 |
|
R2 |
1,829.05 |
1,829.05 |
1,764.74 |
|
R1 |
1,791.51 |
1,791.51 |
1,759.35 |
1,780.88 |
PP |
1,770.24 |
1,770.24 |
1,770.24 |
1,764.93 |
S1 |
1,732.70 |
1,732.70 |
1,748.57 |
1,722.07 |
S2 |
1,711.43 |
1,711.43 |
1,743.18 |
|
S3 |
1,652.62 |
1,673.89 |
1,737.79 |
|
S4 |
1,593.81 |
1,615.08 |
1,721.61 |
|
|
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 |
1,748.98 |
58.81 |
3.4% |
22.83 |
1.3% |
8% |
False |
True |
6,252 |
10 |
1,833.19 |
1,748.98 |
84.21 |
4.8% |
21.83 |
1.2% |
6% |
False |
True |
6,296 |
20 |
1,833.19 |
1,748.98 |
84.21 |
4.8% |
18.79 |
1.1% |
6% |
False |
True |
6,337 |
40 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.95 |
1.1% |
43% |
False |
False |
6,466 |
60 |
1,833.19 |
1,693.69 |
139.50 |
8.0% |
19.15 |
1.1% |
43% |
False |
False |
6,403 |
80 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
20.65 |
1.2% |
27% |
False |
False |
6,392 |
100 |
1,915.42 |
1,693.69 |
221.73 |
12.6% |
21.29 |
1.2% |
27% |
False |
False |
6,399 |
120 |
1,915.42 |
1,678.24 |
237.18 |
13.5% |
21.18 |
1.2% |
32% |
False |
False |
6,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,840.54 |
2.618 |
1,812.08 |
1.618 |
1,794.64 |
1.000 |
1,783.86 |
0.618 |
1,777.20 |
HIGH |
1,766.42 |
0.618 |
1,759.76 |
0.500 |
1,757.70 |
0.382 |
1,755.64 |
LOW |
1,748.98 |
0.618 |
1,738.20 |
1.000 |
1,731.54 |
1.618 |
1,720.76 |
2.618 |
1,703.32 |
4.250 |
1,674.86 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,757.70 |
1,777.24 |
PP |
1,756.45 |
1,769.48 |
S1 |
1,755.21 |
1,761.72 |
|