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 |
4,486.00 |
4,471.00 |
-15.00 |
-0.3% |
4,461.00 |
High |
4,487.50 |
4,482.50 |
-5.00 |
-0.1% |
4,492.75 |
Low |
4,443.00 |
4,459.00 |
16.00 |
0.4% |
4,435.00 |
Close |
4,474.25 |
4,464.33 |
-9.92 |
-0.2% |
4,464.33 |
Range |
44.50 |
23.50 |
-21.00 |
-47.2% |
57.75 |
ATR |
41.31 |
40.04 |
-1.27 |
-3.1% |
0.00 |
Volume |
518,985 |
24,139 |
-494,846 |
-95.3% |
4,693,044 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,539.00 |
4,525.25 |
4,477.25 |
|
R3 |
4,515.50 |
4,501.75 |
4,470.75 |
|
R2 |
4,492.00 |
4,492.00 |
4,468.75 |
|
R1 |
4,478.25 |
4,478.25 |
4,466.50 |
4,473.50 |
PP |
4,468.50 |
4,468.50 |
4,468.50 |
4,466.25 |
S1 |
4,454.75 |
4,454.75 |
4,462.25 |
4,450.00 |
S2 |
4,445.00 |
4,445.00 |
4,460.00 |
|
S3 |
4,421.50 |
4,431.25 |
4,457.75 |
|
S4 |
4,398.00 |
4,407.75 |
4,451.50 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,637.25 |
4,608.50 |
4,496.00 |
|
R3 |
4,579.50 |
4,550.75 |
4,480.25 |
|
R2 |
4,521.75 |
4,521.75 |
4,475.00 |
|
R1 |
4,493.00 |
4,493.00 |
4,469.50 |
4,507.50 |
PP |
4,464.00 |
4,464.00 |
4,464.00 |
4,471.25 |
S1 |
4,435.25 |
4,435.25 |
4,459.00 |
4,449.75 |
S2 |
4,406.25 |
4,406.25 |
4,453.75 |
|
S3 |
4,348.50 |
4,377.50 |
4,448.50 |
|
S4 |
4,290.75 |
4,319.75 |
4,432.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,492.75 |
4,435.00 |
57.75 |
1.3% |
44.00 |
1.0% |
51% |
False |
False |
938,608 |
10 |
4,549.50 |
4,435.00 |
114.50 |
2.6% |
42.75 |
1.0% |
26% |
False |
False |
1,212,648 |
20 |
4,549.50 |
4,371.75 |
177.75 |
4.0% |
38.75 |
0.9% |
52% |
False |
False |
1,149,816 |
40 |
4,549.50 |
4,347.75 |
201.75 |
4.5% |
38.00 |
0.9% |
58% |
False |
False |
1,160,581 |
60 |
4,549.50 |
4,224.00 |
325.50 |
7.3% |
39.25 |
0.9% |
74% |
False |
False |
1,203,838 |
80 |
4,549.50 |
4,126.75 |
422.75 |
9.5% |
38.75 |
0.9% |
80% |
False |
False |
1,081,248 |
100 |
4,549.50 |
4,020.00 |
529.50 |
11.9% |
42.00 |
0.9% |
84% |
False |
False |
865,845 |
120 |
4,549.50 |
3,924.00 |
625.50 |
14.0% |
41.25 |
0.9% |
86% |
False |
False |
721,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,582.50 |
2.618 |
4,544.00 |
1.618 |
4,520.50 |
1.000 |
4,506.00 |
0.618 |
4,497.00 |
HIGH |
4,482.50 |
0.618 |
4,473.50 |
0.500 |
4,470.75 |
0.382 |
4,468.00 |
LOW |
4,459.00 |
0.618 |
4,444.50 |
1.000 |
4,435.50 |
1.618 |
4,421.00 |
2.618 |
4,397.50 |
4.250 |
4,359.00 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,470.75 |
4,463.75 |
PP |
4,468.50 |
4,463.00 |
S1 |
4,466.50 |
4,462.50 |
|