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 |
4,165.0 |
4,137.5 |
-27.5 |
-0.7% |
4,211.0 |
High |
4,168.5 |
4,167.0 |
-1.5 |
0.0% |
4,215.5 |
Low |
4,112.5 |
4,126.0 |
13.5 |
0.3% |
4,104.5 |
Close |
4,121.5 |
4,139.5 |
18.0 |
0.4% |
4,137.5 |
Range |
56.0 |
41.0 |
-15.0 |
-26.8% |
111.0 |
ATR |
43.3 |
43.5 |
0.2 |
0.4% |
0.0 |
Volume |
910,621 |
730,875 |
-179,746 |
-19.7% |
999,162 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,267.2 |
4,244.3 |
4,162.1 |
|
R3 |
4,226.2 |
4,203.3 |
4,150.8 |
|
R2 |
4,185.2 |
4,185.2 |
4,147.0 |
|
R1 |
4,162.3 |
4,162.3 |
4,143.3 |
4,173.8 |
PP |
4,144.2 |
4,144.2 |
4,144.2 |
4,149.9 |
S1 |
4,121.3 |
4,121.3 |
4,135.7 |
4,132.8 |
S2 |
4,103.2 |
4,103.2 |
4,132.0 |
|
S3 |
4,062.2 |
4,080.3 |
4,128.2 |
|
S4 |
4,021.2 |
4,039.3 |
4,117.0 |
|
|
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 |
4,112.5 |
68.0 |
1.6% |
48.4 |
1.2% |
40% |
False |
False |
937,697 |
10 |
4,215.5 |
4,104.5 |
111.0 |
2.7% |
47.1 |
1.1% |
32% |
False |
False |
536,992 |
20 |
4,221.5 |
4,060.5 |
161.0 |
3.9% |
40.9 |
1.0% |
49% |
False |
False |
288,149 |
40 |
4,221.5 |
4,025.0 |
196.5 |
4.7% |
32.4 |
0.8% |
58% |
False |
False |
151,915 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.2% |
34.6 |
0.8% |
76% |
False |
False |
101,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,341.3 |
2.618 |
4,274.3 |
1.618 |
4,233.3 |
1.000 |
4,208.0 |
0.618 |
4,192.3 |
HIGH |
4,167.0 |
0.618 |
4,151.3 |
0.500 |
4,146.5 |
0.382 |
4,141.7 |
LOW |
4,126.0 |
0.618 |
4,100.7 |
1.000 |
4,085.0 |
1.618 |
4,059.7 |
2.618 |
4,018.7 |
4.250 |
3,951.8 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,146.5 |
4,142.8 |
PP |
4,144.2 |
4,141.7 |
S1 |
4,141.8 |
4,140.6 |
|