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 |
4,446.75 |
4,486.00 |
39.25 |
0.9% |
4,533.00 |
High |
4,487.50 |
4,487.50 |
0.00 |
0.0% |
4,548.00 |
Low |
4,437.50 |
4,443.00 |
5.50 |
0.1% |
4,456.50 |
Close |
4,481.75 |
4,474.25 |
-7.50 |
-0.2% |
4,458.25 |
Range |
50.00 |
44.50 |
-5.50 |
-11.0% |
91.50 |
ATR |
41.07 |
41.31 |
0.25 |
0.6% |
0.00 |
Volume |
893,788 |
518,985 |
-374,803 |
-41.9% |
6,277,297 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.75 |
4,582.50 |
4,498.75 |
|
R3 |
4,557.25 |
4,538.00 |
4,486.50 |
|
R2 |
4,512.75 |
4,512.75 |
4,482.50 |
|
R1 |
4,493.50 |
4,493.50 |
4,478.25 |
4,481.00 |
PP |
4,468.25 |
4,468.25 |
4,468.25 |
4,462.00 |
S1 |
4,449.00 |
4,449.00 |
4,470.25 |
4,436.50 |
S2 |
4,423.75 |
4,423.75 |
4,466.00 |
|
S3 |
4,379.25 |
4,404.50 |
4,462.00 |
|
S4 |
4,334.75 |
4,360.00 |
4,449.75 |
|
|
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 |
4,518.25 |
4,435.00 |
83.25 |
1.9% |
51.75 |
1.2% |
47% |
False |
False |
1,273,041 |
10 |
4,549.50 |
4,435.00 |
114.50 |
2.6% |
43.00 |
1.0% |
34% |
False |
False |
1,311,915 |
20 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
40.75 |
0.9% |
63% |
False |
False |
1,244,812 |
40 |
4,549.50 |
4,341.50 |
208.00 |
4.6% |
38.25 |
0.9% |
64% |
False |
False |
1,184,526 |
60 |
4,549.50 |
4,224.00 |
325.50 |
7.3% |
39.25 |
0.9% |
77% |
False |
False |
1,219,074 |
80 |
4,549.50 |
4,126.75 |
422.75 |
9.4% |
38.75 |
0.9% |
82% |
False |
False |
1,081,010 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.8% |
42.00 |
0.9% |
86% |
False |
False |
865,615 |
120 |
4,549.50 |
3,919.25 |
630.25 |
14.1% |
41.50 |
0.9% |
88% |
False |
False |
721,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,676.50 |
2.618 |
4,604.00 |
1.618 |
4,559.50 |
1.000 |
4,532.00 |
0.618 |
4,515.00 |
HIGH |
4,487.50 |
0.618 |
4,470.50 |
0.500 |
4,465.25 |
0.382 |
4,460.00 |
LOW |
4,443.00 |
0.618 |
4,415.50 |
1.000 |
4,398.50 |
1.618 |
4,371.00 |
2.618 |
4,326.50 |
4.250 |
4,254.00 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,471.25 |
4,470.25 |
PP |
4,468.25 |
4,466.25 |
S1 |
4,465.25 |
4,462.25 |
|