Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
4,137.5 |
4,166.0 |
28.5 |
0.7% |
4,142.0 |
High |
4,167.0 |
4,184.0 |
17.0 |
0.4% |
4,184.0 |
Low |
4,126.0 |
4,082.0 |
-44.0 |
-1.1% |
4,082.0 |
Close |
4,139.5 |
4,088.5 |
-51.0 |
-1.2% |
4,088.5 |
Range |
41.0 |
102.0 |
61.0 |
148.8% |
102.0 |
ATR |
43.5 |
47.7 |
4.2 |
9.6% |
0.0 |
Volume |
730,875 |
1,282,881 |
552,006 |
75.5% |
5,599,139 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.2 |
4,358.3 |
4,144.6 |
|
R3 |
4,322.2 |
4,256.3 |
4,116.6 |
|
R2 |
4,220.2 |
4,220.2 |
4,107.2 |
|
R1 |
4,154.3 |
4,154.3 |
4,097.9 |
4,136.3 |
PP |
4,118.2 |
4,118.2 |
4,118.2 |
4,109.1 |
S1 |
4,052.3 |
4,052.3 |
4,079.2 |
4,034.3 |
S2 |
4,016.2 |
4,016.2 |
4,069.8 |
|
S3 |
3,914.2 |
3,950.3 |
4,060.5 |
|
S4 |
3,812.2 |
3,848.3 |
4,032.4 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,424.2 |
4,358.3 |
4,144.6 |
|
R3 |
4,322.2 |
4,256.3 |
4,116.6 |
|
R2 |
4,220.2 |
4,220.2 |
4,107.2 |
|
R1 |
4,154.3 |
4,154.3 |
4,097.9 |
4,136.3 |
PP |
4,118.2 |
4,118.2 |
4,118.2 |
4,109.1 |
S1 |
4,052.3 |
4,052.3 |
4,079.2 |
4,034.3 |
S2 |
4,016.2 |
4,016.2 |
4,069.8 |
|
S3 |
3,914.2 |
3,950.3 |
4,060.5 |
|
S4 |
3,812.2 |
3,848.3 |
4,032.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,184.0 |
4,082.0 |
102.0 |
2.5% |
58.5 |
1.4% |
6% |
True |
True |
1,119,827 |
10 |
4,215.5 |
4,082.0 |
133.5 |
3.3% |
54.9 |
1.3% |
5% |
False |
True |
664,236 |
20 |
4,221.5 |
4,080.5 |
141.0 |
3.4% |
42.6 |
1.0% |
6% |
False |
False |
351,349 |
40 |
4,221.5 |
4,032.0 |
189.5 |
4.6% |
34.3 |
0.8% |
30% |
False |
False |
183,434 |
60 |
4,221.5 |
3,882.0 |
339.5 |
8.3% |
35.8 |
0.9% |
61% |
False |
False |
123,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,617.5 |
2.618 |
4,451.0 |
1.618 |
4,349.0 |
1.000 |
4,286.0 |
0.618 |
4,247.0 |
HIGH |
4,184.0 |
0.618 |
4,145.0 |
0.500 |
4,133.0 |
0.382 |
4,121.0 |
LOW |
4,082.0 |
0.618 |
4,019.0 |
1.000 |
3,980.0 |
1.618 |
3,917.0 |
2.618 |
3,815.0 |
4.250 |
3,648.5 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,133.0 |
4,133.0 |
PP |
4,118.2 |
4,118.2 |
S1 |
4,103.3 |
4,103.3 |
|