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 |
4,195.0 |
4,192.0 |
-3.0 |
-0.1% |
4,236.5 |
High |
4,203.0 |
4,198.5 |
-4.5 |
-0.1% |
4,244.0 |
Low |
4,163.0 |
4,143.0 |
-20.0 |
-0.5% |
4,132.5 |
Close |
4,188.0 |
4,151.5 |
-36.5 |
-0.9% |
4,167.0 |
Range |
40.0 |
55.5 |
15.5 |
38.8% |
111.5 |
ATR |
47.1 |
47.7 |
0.6 |
1.3% |
0.0 |
Volume |
1,736,658 |
1,197,592 |
-539,066 |
-31.0% |
3,653,095 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.8 |
4,296.7 |
4,182.0 |
|
R3 |
4,275.3 |
4,241.2 |
4,166.8 |
|
R2 |
4,219.8 |
4,219.8 |
4,161.7 |
|
R1 |
4,185.7 |
4,185.7 |
4,156.6 |
4,175.0 |
PP |
4,164.3 |
4,164.3 |
4,164.3 |
4,159.0 |
S1 |
4,130.2 |
4,130.2 |
4,146.4 |
4,119.5 |
S2 |
4,108.8 |
4,108.8 |
4,141.3 |
|
S3 |
4,053.3 |
4,074.7 |
4,136.2 |
|
S4 |
3,997.8 |
4,019.2 |
4,121.0 |
|
|
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 |
4,211.0 |
4,132.5 |
78.5 |
1.9% |
53.1 |
1.3% |
24% |
False |
False |
1,342,977 |
10 |
4,249.5 |
4,132.5 |
117.0 |
2.8% |
49.7 |
1.2% |
16% |
False |
False |
1,025,582 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
45.7 |
1.1% |
43% |
False |
False |
816,461 |
40 |
4,249.5 |
3,944.0 |
305.5 |
7.4% |
42.2 |
1.0% |
68% |
False |
False |
667,593 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
47.0 |
1.1% |
72% |
False |
False |
683,562 |
80 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
44.7 |
1.1% |
72% |
False |
False |
613,461 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.1% |
45.4 |
1.1% |
77% |
False |
False |
491,194 |
120 |
4,249.5 |
3,720.0 |
529.5 |
12.8% |
42.4 |
1.0% |
81% |
False |
False |
409,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,434.4 |
2.618 |
4,343.8 |
1.618 |
4,288.3 |
1.000 |
4,254.0 |
0.618 |
4,232.8 |
HIGH |
4,198.5 |
0.618 |
4,177.3 |
0.500 |
4,170.8 |
0.382 |
4,164.2 |
LOW |
4,143.0 |
0.618 |
4,108.7 |
1.000 |
4,087.5 |
1.618 |
4,053.2 |
2.618 |
3,997.7 |
4.250 |
3,907.1 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,170.8 |
4,177.0 |
PP |
4,164.3 |
4,168.5 |
S1 |
4,157.9 |
4,160.0 |
|