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 |
4,171.0 |
4,188.0 |
17.0 |
0.4% |
4,166.5 |
High |
4,197.0 |
4,215.5 |
18.5 |
0.4% |
4,215.5 |
Low |
4,155.5 |
4,169.5 |
14.0 |
0.3% |
4,143.0 |
Close |
4,170.5 |
4,170.1 |
-0.4 |
0.0% |
4,170.1 |
Range |
41.5 |
46.0 |
4.5 |
10.8% |
72.5 |
ATR |
47.5 |
47.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
676,564 |
135,583 |
-540,981 |
-80.0% |
5,515,731 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,323.0 |
4,292.6 |
4,195.4 |
|
R3 |
4,277.0 |
4,246.6 |
4,182.8 |
|
R2 |
4,231.0 |
4,231.0 |
4,178.5 |
|
R1 |
4,200.6 |
4,200.6 |
4,174.3 |
4,192.8 |
PP |
4,185.0 |
4,185.0 |
4,185.0 |
4,181.2 |
S1 |
4,154.6 |
4,154.6 |
4,165.9 |
4,146.8 |
S2 |
4,139.0 |
4,139.0 |
4,161.7 |
|
S3 |
4,093.0 |
4,108.6 |
4,157.5 |
|
S4 |
4,047.0 |
4,062.6 |
4,144.8 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,393.7 |
4,354.4 |
4,210.0 |
|
R3 |
4,321.2 |
4,281.9 |
4,190.0 |
|
R2 |
4,248.7 |
4,248.7 |
4,183.4 |
|
R1 |
4,209.4 |
4,209.4 |
4,176.7 |
4,229.1 |
PP |
4,176.2 |
4,176.2 |
4,176.2 |
4,186.0 |
S1 |
4,136.9 |
4,136.9 |
4,163.5 |
4,156.6 |
S2 |
4,103.7 |
4,103.7 |
4,156.8 |
|
S3 |
4,031.2 |
4,064.4 |
4,150.2 |
|
S4 |
3,958.7 |
3,991.9 |
4,130.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,215.5 |
4,143.0 |
72.5 |
1.7% |
47.8 |
1.1% |
37% |
True |
False |
1,103,146 |
10 |
4,244.0 |
4,132.5 |
111.5 |
2.7% |
50.6 |
1.2% |
34% |
False |
False |
982,154 |
20 |
4,249.5 |
4,101.5 |
148.0 |
3.5% |
43.5 |
1.0% |
46% |
False |
False |
777,464 |
40 |
4,249.5 |
4,047.5 |
202.0 |
4.8% |
41.0 |
1.0% |
61% |
False |
False |
656,280 |
60 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
46.8 |
1.1% |
78% |
False |
False |
679,439 |
80 |
4,249.5 |
3,895.0 |
354.5 |
8.5% |
45.1 |
1.1% |
78% |
False |
False |
623,323 |
100 |
4,249.5 |
3,830.0 |
419.5 |
10.1% |
46.0 |
1.1% |
81% |
False |
False |
499,314 |
120 |
4,249.5 |
3,810.0 |
439.5 |
10.5% |
42.3 |
1.0% |
82% |
False |
False |
416,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,411.0 |
2.618 |
4,335.9 |
1.618 |
4,289.9 |
1.000 |
4,261.5 |
0.618 |
4,243.9 |
HIGH |
4,215.5 |
0.618 |
4,197.9 |
0.500 |
4,192.5 |
0.382 |
4,187.1 |
LOW |
4,169.5 |
0.618 |
4,141.1 |
1.000 |
4,123.5 |
1.618 |
4,095.1 |
2.618 |
4,049.1 |
4.250 |
3,974.0 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,192.5 |
4,179.3 |
PP |
4,185.0 |
4,176.2 |
S1 |
4,177.6 |
4,173.2 |
|