Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
4,167.5 |
4,166.5 |
-1.0 |
0.0% |
4,236.5 |
High |
4,205.0 |
4,211.0 |
6.0 |
0.1% |
4,244.0 |
Low |
4,153.0 |
4,155.0 |
2.0 |
0.0% |
4,132.5 |
Close |
4,167.0 |
4,187.0 |
20.0 |
0.5% |
4,167.0 |
Range |
52.0 |
56.0 |
4.0 |
7.7% |
111.5 |
ATR |
47.0 |
47.6 |
0.6 |
1.4% |
0.0 |
Volume |
910,519 |
1,769,334 |
858,815 |
94.3% |
3,653,095 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,352.3 |
4,325.7 |
4,217.8 |
|
R3 |
4,296.3 |
4,269.7 |
4,202.4 |
|
R2 |
4,240.3 |
4,240.3 |
4,197.3 |
|
R1 |
4,213.7 |
4,213.7 |
4,192.1 |
4,227.0 |
PP |
4,184.3 |
4,184.3 |
4,184.3 |
4,191.0 |
S1 |
4,157.7 |
4,157.7 |
4,181.9 |
4,171.0 |
S2 |
4,128.3 |
4,128.3 |
4,176.7 |
|
S3 |
4,072.3 |
4,101.7 |
4,171.6 |
|
S4 |
4,016.3 |
4,045.7 |
4,156.2 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,515.7 |
4,452.8 |
4,228.3 |
|
R3 |
4,404.2 |
4,341.3 |
4,197.7 |
|
R2 |
4,292.7 |
4,292.7 |
4,187.4 |
|
R1 |
4,229.8 |
4,229.8 |
4,177.2 |
4,205.5 |
PP |
4,181.2 |
4,181.2 |
4,181.2 |
4,169.0 |
S1 |
4,118.3 |
4,118.3 |
4,156.8 |
4,094.0 |
S2 |
4,069.7 |
4,069.7 |
4,146.6 |
|
S3 |
3,958.2 |
4,006.8 |
4,136.3 |
|
S4 |
3,846.7 |
3,895.3 |
4,105.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,244.0 |
4,132.5 |
111.5 |
2.7% |
53.2 |
1.3% |
49% |
False |
False |
1,084,485 |
10 |
4,249.5 |
4,132.5 |
117.0 |
2.8% |
47.0 |
1.1% |
47% |
False |
False |
867,357 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
44.5 |
1.1% |
64% |
False |
False |
734,546 |
40 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
44.1 |
1.1% |
82% |
False |
False |
648,134 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
48.6 |
1.2% |
82% |
False |
False |
675,639 |
80 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
44.8 |
1.1% |
82% |
False |
False |
577,198 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.0% |
45.0 |
1.1% |
85% |
False |
False |
461,863 |
120 |
4,249.5 |
3,720.0 |
529.5 |
12.6% |
42.0 |
1.0% |
88% |
False |
False |
384,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,449.0 |
2.618 |
4,357.6 |
1.618 |
4,301.6 |
1.000 |
4,267.0 |
0.618 |
4,245.6 |
HIGH |
4,211.0 |
0.618 |
4,189.6 |
0.500 |
4,183.0 |
0.382 |
4,176.4 |
LOW |
4,155.0 |
0.618 |
4,120.4 |
1.000 |
4,099.0 |
1.618 |
4,064.4 |
2.618 |
4,008.4 |
4.250 |
3,917.0 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,185.7 |
4,181.9 |
PP |
4,184.3 |
4,176.8 |
S1 |
4,183.0 |
4,171.8 |
|