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 |
1,789.8 |
1,794.8 |
5.0 |
0.3% |
1,833.5 |
High |
1,800.2 |
1,810.6 |
10.4 |
0.6% |
1,833.5 |
Low |
1,784.4 |
1,780.6 |
-3.8 |
-0.2% |
1,783.1 |
Close |
1,794.4 |
1,807.1 |
12.7 |
0.7% |
1,792.1 |
Range |
15.8 |
30.0 |
14.2 |
89.9% |
50.4 |
ATR |
22.0 |
22.5 |
0.6 |
2.6% |
0.0 |
Volume |
114,310 |
197,954 |
83,644 |
73.2% |
704,105 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.4 |
1,878.3 |
1,823.6 |
|
R3 |
1,859.4 |
1,848.3 |
1,815.4 |
|
R2 |
1,829.4 |
1,829.4 |
1,812.6 |
|
R1 |
1,818.3 |
1,818.3 |
1,809.9 |
1,823.9 |
PP |
1,799.4 |
1,799.4 |
1,799.4 |
1,802.2 |
S1 |
1,788.3 |
1,788.3 |
1,804.4 |
1,793.9 |
S2 |
1,769.4 |
1,769.4 |
1,801.6 |
|
S3 |
1,739.4 |
1,758.3 |
1,798.9 |
|
S4 |
1,709.4 |
1,728.3 |
1,790.6 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.1 |
1,923.5 |
1,819.8 |
|
R3 |
1,903.7 |
1,873.1 |
1,806.0 |
|
R2 |
1,853.3 |
1,853.3 |
1,801.3 |
|
R1 |
1,822.7 |
1,822.7 |
1,796.7 |
1,812.8 |
PP |
1,802.9 |
1,802.9 |
1,802.9 |
1,798.0 |
S1 |
1,772.3 |
1,772.3 |
1,787.5 |
1,762.4 |
S2 |
1,752.5 |
1,752.5 |
1,782.9 |
|
S3 |
1,702.1 |
1,721.9 |
1,778.2 |
|
S4 |
1,651.7 |
1,671.5 |
1,764.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,810.6 |
1,780.6 |
30.0 |
1.7% |
20.6 |
1.1% |
88% |
True |
True |
152,778 |
10 |
1,836.9 |
1,780.6 |
56.3 |
3.1% |
21.3 |
1.2% |
47% |
False |
True |
162,488 |
20 |
1,836.9 |
1,774.6 |
62.3 |
3.4% |
20.5 |
1.1% |
52% |
False |
False |
151,962 |
40 |
1,837.5 |
1,675.9 |
161.6 |
8.9% |
22.7 |
1.3% |
81% |
False |
False |
152,286 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.0% |
21.9 |
1.2% |
80% |
False |
False |
108,241 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.5 |
1.3% |
53% |
False |
False |
82,358 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.4 |
1.3% |
53% |
False |
False |
66,683 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.6% |
23.3 |
1.3% |
53% |
False |
False |
55,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.1 |
2.618 |
1,889.1 |
1.618 |
1,859.1 |
1.000 |
1,840.6 |
0.618 |
1,829.1 |
HIGH |
1,810.6 |
0.618 |
1,799.1 |
0.500 |
1,795.6 |
0.382 |
1,792.1 |
LOW |
1,780.6 |
0.618 |
1,762.1 |
1.000 |
1,750.6 |
1.618 |
1,732.1 |
2.618 |
1,702.1 |
4.250 |
1,653.1 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,803.3 |
1,803.3 |
PP |
1,799.4 |
1,799.4 |
S1 |
1,795.6 |
1,795.6 |
|