Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
4,134.0 |
4,142.0 |
8.0 |
0.2% |
4,211.0 |
High |
4,175.5 |
4,180.5 |
5.0 |
0.1% |
4,215.5 |
Low |
4,124.0 |
4,126.0 |
2.0 |
0.0% |
4,104.5 |
Close |
4,137.5 |
4,157.5 |
20.0 |
0.5% |
4,137.5 |
Range |
51.5 |
54.5 |
3.0 |
5.8% |
111.0 |
ATR |
41.7 |
42.6 |
0.9 |
2.2% |
0.0 |
Volume |
372,231 |
1,335,296 |
963,065 |
258.7% |
999,162 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,318.2 |
4,292.3 |
4,187.5 |
|
R3 |
4,263.7 |
4,237.8 |
4,172.5 |
|
R2 |
4,209.2 |
4,209.2 |
4,167.5 |
|
R1 |
4,183.3 |
4,183.3 |
4,162.5 |
4,196.3 |
PP |
4,154.7 |
4,154.7 |
4,154.7 |
4,161.1 |
S1 |
4,128.8 |
4,128.8 |
4,152.5 |
4,141.8 |
S2 |
4,100.2 |
4,100.2 |
4,147.5 |
|
S3 |
4,045.7 |
4,074.3 |
4,142.5 |
|
S4 |
3,991.2 |
4,019.8 |
4,127.5 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,485.5 |
4,422.5 |
4,198.6 |
|
R3 |
4,374.5 |
4,311.5 |
4,168.0 |
|
R2 |
4,263.5 |
4,263.5 |
4,157.9 |
|
R1 |
4,200.5 |
4,200.5 |
4,147.7 |
4,176.5 |
PP |
4,152.5 |
4,152.5 |
4,152.5 |
4,140.5 |
S1 |
4,089.5 |
4,089.5 |
4,127.3 |
4,065.5 |
S2 |
4,041.5 |
4,041.5 |
4,117.2 |
|
S3 |
3,930.5 |
3,978.5 |
4,107.0 |
|
S4 |
3,819.5 |
3,867.5 |
4,076.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,215.5 |
4,104.5 |
111.0 |
2.7% |
52.3 |
1.3% |
48% |
False |
False |
466,891 |
10 |
4,221.5 |
4,104.5 |
117.0 |
2.8% |
44.6 |
1.1% |
45% |
False |
False |
254,038 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
37.8 |
0.9% |
60% |
False |
False |
145,718 |
40 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
33.9 |
0.8% |
81% |
False |
False |
77,617 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
35.0 |
0.8% |
81% |
False |
False |
52,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,412.1 |
2.618 |
4,323.2 |
1.618 |
4,268.7 |
1.000 |
4,235.0 |
0.618 |
4,214.2 |
HIGH |
4,180.5 |
0.618 |
4,159.7 |
0.500 |
4,153.3 |
0.382 |
4,146.8 |
LOW |
4,126.0 |
0.618 |
4,092.3 |
1.000 |
4,071.5 |
1.618 |
4,037.8 |
2.618 |
3,983.3 |
4.250 |
3,894.4 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,156.1 |
4,152.5 |
PP |
4,154.7 |
4,147.5 |
S1 |
4,153.3 |
4,142.5 |
|