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 |
4,475.50 |
4,446.75 |
-28.75 |
-0.6% |
4,533.00 |
High |
4,489.50 |
4,487.50 |
-2.00 |
0.0% |
4,548.00 |
Low |
4,435.00 |
4,437.50 |
2.50 |
0.1% |
4,456.50 |
Close |
4,444.50 |
4,481.75 |
37.25 |
0.8% |
4,458.25 |
Range |
54.50 |
50.00 |
-4.50 |
-8.3% |
91.50 |
ATR |
40.38 |
41.07 |
0.69 |
1.7% |
0.00 |
Volume |
1,534,719 |
893,788 |
-640,931 |
-41.8% |
6,277,297 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,619.00 |
4,600.25 |
4,509.25 |
|
R3 |
4,569.00 |
4,550.25 |
4,495.50 |
|
R2 |
4,519.00 |
4,519.00 |
4,491.00 |
|
R1 |
4,500.25 |
4,500.25 |
4,486.25 |
4,509.50 |
PP |
4,469.00 |
4,469.00 |
4,469.00 |
4,473.50 |
S1 |
4,450.25 |
4,450.25 |
4,477.25 |
4,459.50 |
S2 |
4,419.00 |
4,419.00 |
4,472.50 |
|
S3 |
4,369.00 |
4,400.25 |
4,468.00 |
|
S4 |
4,319.00 |
4,350.25 |
4,454.25 |
|
|
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% |
51.75 |
1.2% |
49% |
False |
False |
1,508,504 |
10 |
4,549.50 |
4,435.00 |
114.50 |
2.6% |
40.75 |
0.9% |
41% |
False |
False |
1,366,158 |
20 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
42.00 |
0.9% |
66% |
False |
False |
1,296,163 |
40 |
4,549.50 |
4,310.00 |
239.50 |
5.3% |
38.25 |
0.9% |
72% |
False |
False |
1,201,337 |
60 |
4,549.50 |
4,205.75 |
343.75 |
7.7% |
39.25 |
0.9% |
80% |
False |
False |
1,228,154 |
80 |
4,549.50 |
4,126.75 |
422.75 |
9.4% |
39.00 |
0.9% |
84% |
False |
False |
1,074,572 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.8% |
41.75 |
0.9% |
87% |
False |
False |
860,435 |
120 |
4,549.50 |
3,890.50 |
659.00 |
14.7% |
41.50 |
0.9% |
90% |
False |
False |
717,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,700.00 |
2.618 |
4,618.50 |
1.618 |
4,568.50 |
1.000 |
4,537.50 |
0.618 |
4,518.50 |
HIGH |
4,487.50 |
0.618 |
4,468.50 |
0.500 |
4,462.50 |
0.382 |
4,456.50 |
LOW |
4,437.50 |
0.618 |
4,406.50 |
1.000 |
4,387.50 |
1.618 |
4,356.50 |
2.618 |
4,306.50 |
4.250 |
4,225.00 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,475.25 |
4,475.75 |
PP |
4,469.00 |
4,469.75 |
S1 |
4,462.50 |
4,464.00 |
|