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 |
4,461.00 |
4,475.50 |
14.50 |
0.3% |
4,533.00 |
High |
4,492.75 |
4,489.50 |
-3.25 |
-0.1% |
4,548.00 |
Low |
4,444.75 |
4,435.00 |
-9.75 |
-0.2% |
4,456.50 |
Close |
4,469.00 |
4,444.50 |
-24.50 |
-0.5% |
4,458.25 |
Range |
48.00 |
54.50 |
6.50 |
13.5% |
91.50 |
ATR |
39.29 |
40.38 |
1.09 |
2.8% |
0.00 |
Volume |
1,721,413 |
1,534,719 |
-186,694 |
-10.8% |
6,277,297 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,619.75 |
4,586.75 |
4,474.50 |
|
R3 |
4,565.25 |
4,532.25 |
4,459.50 |
|
R2 |
4,510.75 |
4,510.75 |
4,454.50 |
|
R1 |
4,477.75 |
4,477.75 |
4,449.50 |
4,467.00 |
PP |
4,456.25 |
4,456.25 |
4,456.25 |
4,451.00 |
S1 |
4,423.25 |
4,423.25 |
4,439.50 |
4,412.50 |
S2 |
4,401.75 |
4,401.75 |
4,434.50 |
|
S3 |
4,347.25 |
4,368.75 |
4,429.50 |
|
S4 |
4,292.75 |
4,314.25 |
4,414.50 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,762.00 |
4,701.75 |
4,508.50 |
|
R3 |
4,670.50 |
4,610.25 |
4,483.50 |
|
R2 |
4,579.00 |
4,579.00 |
4,475.00 |
|
R1 |
4,518.75 |
4,518.75 |
4,466.75 |
4,503.00 |
PP |
4,487.50 |
4,487.50 |
4,487.50 |
4,479.75 |
S1 |
4,427.25 |
4,427.25 |
4,449.75 |
4,411.50 |
S2 |
4,396.00 |
4,396.00 |
4,441.50 |
|
S3 |
4,304.50 |
4,335.75 |
4,433.00 |
|
S4 |
4,213.00 |
4,244.25 |
4,408.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,529.50 |
4,435.00 |
94.50 |
2.1% |
48.25 |
1.1% |
10% |
False |
True |
1,651,098 |
10 |
4,549.50 |
4,435.00 |
114.50 |
2.6% |
38.75 |
0.9% |
8% |
False |
True |
1,414,599 |
20 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
42.50 |
1.0% |
48% |
False |
False |
1,340,952 |
40 |
4,549.50 |
4,252.75 |
296.75 |
6.7% |
38.75 |
0.9% |
65% |
False |
False |
1,225,102 |
60 |
4,549.50 |
4,126.75 |
422.75 |
9.5% |
40.00 |
0.9% |
75% |
False |
False |
1,237,018 |
80 |
4,549.50 |
4,126.75 |
422.75 |
9.5% |
39.00 |
0.9% |
75% |
False |
False |
1,063,470 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.9% |
42.00 |
0.9% |
80% |
False |
False |
851,520 |
120 |
4,549.50 |
3,833.75 |
715.75 |
16.1% |
41.75 |
0.9% |
85% |
False |
False |
709,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,721.00 |
2.618 |
4,632.25 |
1.618 |
4,577.75 |
1.000 |
4,544.00 |
0.618 |
4,523.25 |
HIGH |
4,489.50 |
0.618 |
4,468.75 |
0.500 |
4,462.25 |
0.382 |
4,455.75 |
LOW |
4,435.00 |
0.618 |
4,401.25 |
1.000 |
4,380.50 |
1.618 |
4,346.75 |
2.618 |
4,292.25 |
4.250 |
4,203.50 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,462.25 |
4,476.50 |
PP |
4,456.25 |
4,466.00 |
S1 |
4,450.50 |
4,455.25 |
|