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 |
4,142.0 |
4,167.5 |
25.5 |
0.6% |
4,211.0 |
High |
4,180.5 |
4,173.0 |
-7.5 |
-0.2% |
4,215.5 |
Low |
4,126.0 |
4,134.0 |
8.0 |
0.2% |
4,104.5 |
Close |
4,157.5 |
4,158.0 |
0.5 |
0.0% |
4,137.5 |
Range |
54.5 |
39.0 |
-15.5 |
-28.4% |
111.0 |
ATR |
42.6 |
42.3 |
-0.3 |
-0.6% |
0.0 |
Volume |
1,335,296 |
1,339,466 |
4,170 |
0.3% |
999,162 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,272.0 |
4,254.0 |
4,179.5 |
|
R3 |
4,233.0 |
4,215.0 |
4,168.7 |
|
R2 |
4,194.0 |
4,194.0 |
4,165.2 |
|
R1 |
4,176.0 |
4,176.0 |
4,161.6 |
4,165.5 |
PP |
4,155.0 |
4,155.0 |
4,155.0 |
4,149.8 |
S1 |
4,137.0 |
4,137.0 |
4,154.4 |
4,126.5 |
S2 |
4,116.0 |
4,116.0 |
4,150.9 |
|
S3 |
4,077.0 |
4,098.0 |
4,147.3 |
|
S4 |
4,038.0 |
4,059.0 |
4,136.6 |
|
|
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 |
4,193.5 |
4,104.5 |
89.0 |
2.1% |
53.9 |
1.3% |
60% |
False |
False |
705,182 |
10 |
4,221.5 |
4,104.5 |
117.0 |
2.8% |
47.4 |
1.1% |
46% |
False |
False |
381,895 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
38.1 |
0.9% |
61% |
False |
False |
210,232 |
40 |
4,221.5 |
3,902.5 |
319.0 |
7.7% |
32.6 |
0.8% |
80% |
False |
False |
110,906 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
34.3 |
0.8% |
81% |
False |
False |
74,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,338.8 |
2.618 |
4,275.1 |
1.618 |
4,236.1 |
1.000 |
4,212.0 |
0.618 |
4,197.1 |
HIGH |
4,173.0 |
0.618 |
4,158.1 |
0.500 |
4,153.5 |
0.382 |
4,148.9 |
LOW |
4,134.0 |
0.618 |
4,109.9 |
1.000 |
4,095.0 |
1.618 |
4,070.9 |
2.618 |
4,031.9 |
4.250 |
3,968.3 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,156.5 |
4,156.1 |
PP |
4,155.0 |
4,154.2 |
S1 |
4,153.5 |
4,152.3 |
|