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 |
4,167.5 |
4,165.0 |
-2.5 |
-0.1% |
4,211.0 |
High |
4,173.0 |
4,168.5 |
-4.5 |
-0.1% |
4,215.5 |
Low |
4,134.0 |
4,112.5 |
-21.5 |
-0.5% |
4,104.5 |
Close |
4,158.0 |
4,121.5 |
-36.5 |
-0.9% |
4,137.5 |
Range |
39.0 |
56.0 |
17.0 |
43.6% |
111.0 |
ATR |
42.3 |
43.3 |
1.0 |
2.3% |
0.0 |
Volume |
1,339,466 |
910,621 |
-428,845 |
-32.0% |
999,162 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,302.2 |
4,267.8 |
4,152.3 |
|
R3 |
4,246.2 |
4,211.8 |
4,136.9 |
|
R2 |
4,190.2 |
4,190.2 |
4,131.8 |
|
R1 |
4,155.8 |
4,155.8 |
4,126.6 |
4,145.0 |
PP |
4,134.2 |
4,134.2 |
4,134.2 |
4,128.8 |
S1 |
4,099.8 |
4,099.8 |
4,116.4 |
4,089.0 |
S2 |
4,078.2 |
4,078.2 |
4,111.2 |
|
S3 |
4,022.2 |
4,043.8 |
4,106.1 |
|
S4 |
3,966.2 |
3,987.8 |
4,090.7 |
|
|
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 |
4,180.5 |
4,104.5 |
76.0 |
1.8% |
52.3 |
1.3% |
22% |
False |
False |
860,956 |
10 |
4,221.5 |
4,104.5 |
117.0 |
2.8% |
48.3 |
1.2% |
15% |
False |
False |
465,994 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
39.5 |
1.0% |
38% |
False |
False |
252,626 |
40 |
4,221.5 |
3,941.5 |
280.0 |
6.8% |
32.9 |
0.8% |
64% |
False |
False |
133,645 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
34.8 |
0.8% |
71% |
False |
False |
89,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,406.5 |
2.618 |
4,315.1 |
1.618 |
4,259.1 |
1.000 |
4,224.5 |
0.618 |
4,203.1 |
HIGH |
4,168.5 |
0.618 |
4,147.1 |
0.500 |
4,140.5 |
0.382 |
4,133.9 |
LOW |
4,112.5 |
0.618 |
4,077.9 |
1.000 |
4,056.5 |
1.618 |
4,021.9 |
2.618 |
3,965.9 |
4.250 |
3,874.5 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,140.5 |
4,146.5 |
PP |
4,134.2 |
4,138.2 |
S1 |
4,127.8 |
4,129.8 |
|