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 |
1,806.6 |
1,795.5 |
-11.1 |
-0.6% |
1,833.5 |
High |
1,808.5 |
1,797.3 |
-11.2 |
-0.6% |
1,833.5 |
Low |
1,791.7 |
1,745.5 |
-46.2 |
-2.6% |
1,783.1 |
Close |
1,794.8 |
1,756.7 |
-38.1 |
-2.1% |
1,792.1 |
Range |
16.8 |
51.8 |
35.0 |
208.3% |
50.4 |
ATR |
22.1 |
24.3 |
2.1 |
9.6% |
0.0 |
Volume |
139,297 |
255,267 |
115,970 |
83.3% |
704,105 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.9 |
1,891.1 |
1,785.2 |
|
R3 |
1,870.1 |
1,839.3 |
1,770.9 |
|
R2 |
1,818.3 |
1,818.3 |
1,766.2 |
|
R1 |
1,787.5 |
1,787.5 |
1,761.4 |
1,777.0 |
PP |
1,766.5 |
1,766.5 |
1,766.5 |
1,761.3 |
S1 |
1,735.7 |
1,735.7 |
1,752.0 |
1,725.2 |
S2 |
1,714.7 |
1,714.7 |
1,747.2 |
|
S3 |
1,662.9 |
1,683.9 |
1,742.5 |
|
S4 |
1,611.1 |
1,632.1 |
1,728.2 |
|
|
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 |
1,745.5 |
65.1 |
3.7% |
26.4 |
1.5% |
17% |
False |
True |
168,614 |
10 |
1,836.9 |
1,745.5 |
91.4 |
5.2% |
25.1 |
1.4% |
12% |
False |
True |
170,894 |
20 |
1,836.9 |
1,745.5 |
91.4 |
5.2% |
22.4 |
1.3% |
12% |
False |
True |
157,813 |
40 |
1,837.5 |
1,675.9 |
161.6 |
9.2% |
23.5 |
1.3% |
50% |
False |
False |
159,652 |
60 |
1,839.0 |
1,675.9 |
163.1 |
9.3% |
22.4 |
1.3% |
50% |
False |
False |
114,744 |
80 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.9 |
1.4% |
33% |
False |
False |
87,162 |
100 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.7 |
1.4% |
33% |
False |
False |
70,589 |
120 |
1,922.4 |
1,675.9 |
246.5 |
14.0% |
23.6 |
1.3% |
33% |
False |
False |
59,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.5 |
2.618 |
1,932.9 |
1.618 |
1,881.1 |
1.000 |
1,849.1 |
0.618 |
1,829.3 |
HIGH |
1,797.3 |
0.618 |
1,777.5 |
0.500 |
1,771.4 |
0.382 |
1,765.3 |
LOW |
1,745.5 |
0.618 |
1,713.5 |
1.000 |
1,693.7 |
1.618 |
1,661.7 |
2.618 |
1,609.9 |
4.250 |
1,525.4 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,771.4 |
1,778.1 |
PP |
1,766.5 |
1,770.9 |
S1 |
1,761.6 |
1,763.8 |
|