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 |
4,465.75 |
4,437.00 |
-28.75 |
-0.6% |
4,523.25 |
High |
4,479.50 |
4,477.75 |
-1.75 |
0.0% |
4,538.50 |
Low |
4,425.25 |
4,427.50 |
2.25 |
0.1% |
4,447.25 |
Close |
4,434.75 |
4,472.00 |
37.25 |
0.8% |
4,449.00 |
Range |
54.25 |
50.25 |
-4.00 |
-7.4% |
91.25 |
ATR |
40.12 |
40.84 |
0.72 |
1.8% |
0.00 |
Volume |
2,152,610 |
1,640,051 |
-512,559 |
-23.8% |
2,586,994 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,609.75 |
4,591.25 |
4,499.75 |
|
R3 |
4,559.50 |
4,541.00 |
4,485.75 |
|
R2 |
4,509.25 |
4,509.25 |
4,481.25 |
|
R1 |
4,490.75 |
4,490.75 |
4,476.50 |
4,500.00 |
PP |
4,459.00 |
4,459.00 |
4,459.00 |
4,463.75 |
S1 |
4,440.50 |
4,440.50 |
4,467.50 |
4,449.75 |
S2 |
4,408.75 |
4,408.75 |
4,462.75 |
|
S3 |
4,358.50 |
4,390.25 |
4,458.25 |
|
S4 |
4,308.25 |
4,340.00 |
4,444.25 |
|
|
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% |
51.75 |
1.2% |
49% |
False |
False |
1,714,816 |
10 |
4,539.50 |
4,425.25 |
114.25 |
2.6% |
40.75 |
0.9% |
41% |
False |
False |
886,734 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
41.75 |
0.9% |
66% |
False |
False |
447,778 |
40 |
4,539.50 |
4,299.75 |
239.75 |
5.4% |
37.75 |
0.8% |
72% |
False |
False |
225,383 |
60 |
4,539.50 |
4,196.50 |
343.00 |
7.7% |
38.50 |
0.9% |
80% |
False |
False |
150,701 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.4% |
38.50 |
0.9% |
84% |
False |
False |
113,131 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.8% |
41.00 |
0.9% |
87% |
False |
False |
90,545 |
120 |
4,539.50 |
3,880.00 |
659.50 |
14.7% |
40.50 |
0.9% |
90% |
False |
False |
75,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,691.25 |
2.618 |
4,609.25 |
1.618 |
4,559.00 |
1.000 |
4,528.00 |
0.618 |
4,508.75 |
HIGH |
4,477.75 |
0.618 |
4,458.50 |
0.500 |
4,452.50 |
0.382 |
4,446.75 |
LOW |
4,427.50 |
0.618 |
4,396.50 |
1.000 |
4,377.25 |
1.618 |
4,346.25 |
2.618 |
4,296.00 |
4.250 |
4,214.00 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,465.50 |
4,466.00 |
PP |
4,459.00 |
4,460.25 |
S1 |
4,452.50 |
4,454.50 |
|