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 |
4,192.0 |
4,171.0 |
-21.0 |
-0.5% |
4,236.5 |
High |
4,198.5 |
4,197.0 |
-1.5 |
0.0% |
4,244.0 |
Low |
4,143.0 |
4,155.5 |
12.5 |
0.3% |
4,132.5 |
Close |
4,151.5 |
4,170.5 |
19.0 |
0.5% |
4,167.0 |
Range |
55.5 |
41.5 |
-14.0 |
-25.2% |
111.5 |
ATR |
47.7 |
47.5 |
-0.2 |
-0.3% |
0.0 |
Volume |
1,197,592 |
676,564 |
-521,028 |
-43.5% |
3,653,095 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,298.8 |
4,276.2 |
4,193.3 |
|
R3 |
4,257.3 |
4,234.7 |
4,181.9 |
|
R2 |
4,215.8 |
4,215.8 |
4,178.1 |
|
R1 |
4,193.2 |
4,193.2 |
4,174.3 |
4,183.8 |
PP |
4,174.3 |
4,174.3 |
4,174.3 |
4,169.6 |
S1 |
4,151.7 |
4,151.7 |
4,166.7 |
4,142.3 |
S2 |
4,132.8 |
4,132.8 |
4,162.9 |
|
S3 |
4,091.3 |
4,110.2 |
4,159.1 |
|
S4 |
4,049.8 |
4,068.7 |
4,147.7 |
|
|
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 |
4,143.0 |
68.0 |
1.6% |
49.0 |
1.2% |
40% |
False |
False |
1,258,133 |
10 |
4,244.0 |
4,132.5 |
111.5 |
2.7% |
48.5 |
1.2% |
34% |
False |
False |
1,011,930 |
20 |
4,249.5 |
4,078.0 |
171.5 |
4.1% |
45.7 |
1.1% |
54% |
False |
False |
825,673 |
40 |
4,249.5 |
4,029.5 |
220.0 |
5.3% |
40.9 |
1.0% |
64% |
False |
False |
667,511 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
47.1 |
1.1% |
78% |
False |
False |
686,860 |
80 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
44.9 |
1.1% |
78% |
False |
False |
621,914 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.1% |
45.7 |
1.1% |
81% |
False |
False |
497,959 |
120 |
4,249.5 |
3,779.0 |
470.5 |
11.3% |
42.2 |
1.0% |
83% |
False |
False |
415,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,373.4 |
2.618 |
4,305.6 |
1.618 |
4,264.1 |
1.000 |
4,238.5 |
0.618 |
4,222.6 |
HIGH |
4,197.0 |
0.618 |
4,181.1 |
0.500 |
4,176.3 |
0.382 |
4,171.4 |
LOW |
4,155.5 |
0.618 |
4,129.9 |
1.000 |
4,114.0 |
1.618 |
4,088.4 |
2.618 |
4,046.9 |
4.250 |
3,979.1 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,176.3 |
4,173.0 |
PP |
4,174.3 |
4,172.2 |
S1 |
4,172.4 |
4,171.3 |
|