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 |
4,166.5 |
4,195.0 |
28.5 |
0.7% |
4,236.5 |
High |
4,211.0 |
4,203.0 |
-8.0 |
-0.2% |
4,244.0 |
Low |
4,155.0 |
4,163.0 |
8.0 |
0.2% |
4,132.5 |
Close |
4,187.0 |
4,188.0 |
1.0 |
0.0% |
4,167.0 |
Range |
56.0 |
40.0 |
-16.0 |
-28.6% |
111.5 |
ATR |
47.6 |
47.1 |
-0.5 |
-1.1% |
0.0 |
Volume |
1,769,334 |
1,736,658 |
-32,676 |
-1.8% |
3,653,095 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,304.7 |
4,286.3 |
4,210.0 |
|
R3 |
4,264.7 |
4,246.3 |
4,199.0 |
|
R2 |
4,224.7 |
4,224.7 |
4,195.3 |
|
R1 |
4,206.3 |
4,206.3 |
4,191.7 |
4,195.5 |
PP |
4,184.7 |
4,184.7 |
4,184.7 |
4,179.3 |
S1 |
4,166.3 |
4,166.3 |
4,184.3 |
4,155.5 |
S2 |
4,144.7 |
4,144.7 |
4,180.7 |
|
S3 |
4,104.7 |
4,126.3 |
4,177.0 |
|
S4 |
4,064.7 |
4,086.3 |
4,166.0 |
|
|
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 |
4,222.5 |
4,132.5 |
90.0 |
2.1% |
54.9 |
1.3% |
62% |
False |
False |
1,295,264 |
10 |
4,249.5 |
4,132.5 |
117.0 |
2.8% |
48.9 |
1.2% |
47% |
False |
False |
1,004,106 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
45.0 |
1.1% |
64% |
False |
False |
790,151 |
40 |
4,249.5 |
3,912.0 |
337.5 |
8.1% |
42.3 |
1.0% |
82% |
False |
False |
662,339 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
47.7 |
1.1% |
83% |
False |
False |
684,093 |
80 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
44.4 |
1.1% |
83% |
False |
False |
598,903 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.0% |
45.2 |
1.1% |
85% |
False |
False |
479,223 |
120 |
4,249.5 |
3,720.0 |
529.5 |
12.6% |
42.1 |
1.0% |
88% |
False |
False |
399,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,373.0 |
2.618 |
4,307.7 |
1.618 |
4,267.7 |
1.000 |
4,243.0 |
0.618 |
4,227.7 |
HIGH |
4,203.0 |
0.618 |
4,187.7 |
0.500 |
4,183.0 |
0.382 |
4,178.3 |
LOW |
4,163.0 |
0.618 |
4,138.3 |
1.000 |
4,123.0 |
1.618 |
4,098.3 |
2.618 |
4,058.3 |
4.250 |
3,993.0 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,186.3 |
4,186.0 |
PP |
4,184.7 |
4,184.0 |
S1 |
4,183.0 |
4,182.0 |
|