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 |
1,794.8 |
1,806.6 |
11.8 |
0.7% |
1,833.5 |
High |
1,810.6 |
1,808.5 |
-2.1 |
-0.1% |
1,833.5 |
Low |
1,780.6 |
1,791.7 |
11.1 |
0.6% |
1,783.1 |
Close |
1,807.1 |
1,794.8 |
-12.3 |
-0.7% |
1,792.1 |
Range |
30.0 |
16.8 |
-13.2 |
-44.0% |
50.4 |
ATR |
22.5 |
22.1 |
-0.4 |
-1.8% |
0.0 |
Volume |
197,954 |
139,297 |
-58,657 |
-29.6% |
704,105 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.7 |
1,838.6 |
1,804.0 |
|
R3 |
1,831.9 |
1,821.8 |
1,799.4 |
|
R2 |
1,815.1 |
1,815.1 |
1,797.9 |
|
R1 |
1,805.0 |
1,805.0 |
1,796.3 |
1,801.7 |
PP |
1,798.3 |
1,798.3 |
1,798.3 |
1,796.7 |
S1 |
1,788.2 |
1,788.2 |
1,793.3 |
1,784.9 |
S2 |
1,781.5 |
1,781.5 |
1,791.7 |
|
S3 |
1,764.7 |
1,771.4 |
1,790.2 |
|
S4 |
1,747.9 |
1,754.6 |
1,785.6 |
|
|
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% |
19.7 |
1.1% |
47% |
False |
False |
148,386 |
10 |
1,836.9 |
1,780.6 |
56.3 |
3.1% |
21.1 |
1.2% |
25% |
False |
False |
159,379 |
20 |
1,836.9 |
1,774.6 |
62.3 |
3.5% |
20.6 |
1.1% |
32% |
False |
False |
151,686 |
40 |
1,837.5 |
1,675.9 |
161.6 |
9.0% |
22.7 |
1.3% |
74% |
False |
False |
154,880 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.1% |
21.8 |
1.2% |
73% |
False |
False |
110,524 |
80 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.4 |
1.3% |
48% |
False |
False |
84,016 |
100 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.3 |
1.3% |
48% |
False |
False |
68,052 |
120 |
1,922.4 |
1,675.9 |
246.5 |
13.7% |
23.2 |
1.3% |
48% |
False |
False |
56,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.9 |
2.618 |
1,852.5 |
1.618 |
1,835.7 |
1.000 |
1,825.3 |
0.618 |
1,818.9 |
HIGH |
1,808.5 |
0.618 |
1,802.1 |
0.500 |
1,800.1 |
0.382 |
1,798.1 |
LOW |
1,791.7 |
0.618 |
1,781.3 |
1.000 |
1,774.9 |
1.618 |
1,764.5 |
2.618 |
1,747.7 |
4.250 |
1,720.3 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,800.1 |
1,795.6 |
PP |
1,798.3 |
1,795.3 |
S1 |
1,796.6 |
1,795.1 |
|