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 |
4,451.75 |
4,465.75 |
14.00 |
0.3% |
4,523.25 |
High |
4,483.50 |
4,479.50 |
-4.00 |
-0.1% |
4,538.50 |
Low |
4,434.50 |
4,425.25 |
-9.25 |
-0.2% |
4,447.25 |
Close |
4,459.50 |
4,434.75 |
-24.75 |
-0.6% |
4,449.00 |
Range |
49.00 |
54.25 |
5.25 |
10.7% |
91.25 |
ATR |
39.03 |
40.12 |
1.09 |
2.8% |
0.00 |
Volume |
2,427,929 |
2,152,610 |
-275,319 |
-11.3% |
2,586,994 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.25 |
4,576.25 |
4,464.50 |
|
R3 |
4,555.00 |
4,522.00 |
4,449.75 |
|
R2 |
4,500.75 |
4,500.75 |
4,444.75 |
|
R1 |
4,467.75 |
4,467.75 |
4,439.75 |
4,457.00 |
PP |
4,446.50 |
4,446.50 |
4,446.50 |
4,441.25 |
S1 |
4,413.50 |
4,413.50 |
4,429.75 |
4,403.00 |
S2 |
4,392.25 |
4,392.25 |
4,424.75 |
|
S3 |
4,338.00 |
4,359.25 |
4,419.75 |
|
S4 |
4,283.75 |
4,305.00 |
4,405.00 |
|
|
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 |
4,519.75 |
4,425.25 |
94.50 |
2.1% |
48.25 |
1.1% |
10% |
False |
True |
1,419,886 |
10 |
4,539.50 |
4,425.25 |
114.25 |
2.6% |
38.75 |
0.9% |
8% |
False |
True |
724,184 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
42.25 |
1.0% |
48% |
False |
False |
365,906 |
40 |
4,539.50 |
4,243.00 |
296.50 |
6.7% |
38.25 |
0.9% |
65% |
False |
False |
184,419 |
60 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
39.25 |
0.9% |
75% |
False |
False |
123,379 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
38.25 |
0.9% |
75% |
False |
False |
92,631 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.9% |
41.00 |
0.9% |
80% |
False |
False |
74,145 |
120 |
4,539.50 |
3,824.00 |
715.50 |
16.1% |
40.50 |
0.9% |
85% |
False |
False |
62,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,710.00 |
2.618 |
4,621.50 |
1.618 |
4,567.25 |
1.000 |
4,533.75 |
0.618 |
4,513.00 |
HIGH |
4,479.50 |
0.618 |
4,458.75 |
0.500 |
4,452.50 |
0.382 |
4,446.00 |
LOW |
4,425.25 |
0.618 |
4,391.75 |
1.000 |
4,371.00 |
1.618 |
4,337.50 |
2.618 |
4,283.25 |
4.250 |
4,194.75 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,452.50 |
4,467.25 |
PP |
4,446.50 |
4,456.50 |
S1 |
4,440.50 |
4,445.50 |
|