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 |
4,482.00 |
4,451.75 |
-30.25 |
-0.7% |
4,523.25 |
High |
4,509.25 |
4,483.50 |
-25.75 |
-0.6% |
4,538.50 |
Low |
4,447.25 |
4,434.50 |
-12.75 |
-0.3% |
4,447.25 |
Close |
4,449.00 |
4,459.50 |
10.50 |
0.2% |
4,449.00 |
Range |
62.00 |
49.00 |
-13.00 |
-21.0% |
91.25 |
ATR |
38.26 |
39.03 |
0.77 |
2.0% |
0.00 |
Volume |
1,855,184 |
2,427,929 |
572,745 |
30.9% |
2,586,994 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,606.25 |
4,581.75 |
4,486.50 |
|
R3 |
4,557.25 |
4,532.75 |
4,473.00 |
|
R2 |
4,508.25 |
4,508.25 |
4,468.50 |
|
R1 |
4,483.75 |
4,483.75 |
4,464.00 |
4,496.00 |
PP |
4,459.25 |
4,459.25 |
4,459.25 |
4,465.25 |
S1 |
4,434.75 |
4,434.75 |
4,455.00 |
4,447.00 |
S2 |
4,410.25 |
4,410.25 |
4,450.50 |
|
S3 |
4,361.25 |
4,385.75 |
4,446.00 |
|
S4 |
4,312.25 |
4,336.75 |
4,432.50 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,752.00 |
4,691.75 |
4,499.25 |
|
R3 |
4,660.75 |
4,600.50 |
4,474.00 |
|
R2 |
4,569.50 |
4,569.50 |
4,465.75 |
|
R1 |
4,509.25 |
4,509.25 |
4,457.25 |
4,493.75 |
PP |
4,478.25 |
4,478.25 |
4,478.25 |
4,470.50 |
S1 |
4,418.00 |
4,418.00 |
4,440.75 |
4,402.50 |
S2 |
4,387.00 |
4,387.00 |
4,432.25 |
|
S3 |
4,295.75 |
4,326.75 |
4,424.00 |
|
S4 |
4,204.50 |
4,235.50 |
4,398.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,538.50 |
4,434.50 |
104.00 |
2.3% |
44.75 |
1.0% |
24% |
False |
True |
1,002,984 |
10 |
4,539.50 |
4,434.50 |
105.00 |
2.4% |
36.50 |
0.8% |
24% |
False |
True |
509,615 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
41.75 |
0.9% |
60% |
False |
False |
258,389 |
40 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
39.25 |
0.9% |
75% |
False |
False |
130,655 |
60 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
39.50 |
0.9% |
81% |
False |
False |
87,517 |
80 |
4,539.50 |
4,065.00 |
474.50 |
10.6% |
38.50 |
0.9% |
83% |
False |
False |
65,724 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.8% |
41.00 |
0.9% |
85% |
False |
False |
52,620 |
120 |
4,539.50 |
3,824.00 |
715.50 |
16.0% |
40.50 |
0.9% |
89% |
False |
False |
44,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,691.75 |
2.618 |
4,611.75 |
1.618 |
4,562.75 |
1.000 |
4,532.50 |
0.618 |
4,513.75 |
HIGH |
4,483.50 |
0.618 |
4,464.75 |
0.500 |
4,459.00 |
0.382 |
4,453.25 |
LOW |
4,434.50 |
0.618 |
4,404.25 |
1.000 |
4,385.50 |
1.618 |
4,355.25 |
2.618 |
4,306.25 |
4.250 |
4,226.25 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,459.25 |
4,477.00 |
PP |
4,459.25 |
4,471.25 |
S1 |
4,459.00 |
4,465.50 |
|