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 |
4,437.00 |
4,476.00 |
39.00 |
0.9% |
4,523.25 |
High |
4,477.75 |
4,478.50 |
0.75 |
0.0% |
4,538.50 |
Low |
4,427.50 |
4,433.25 |
5.75 |
0.1% |
4,447.25 |
Close |
4,472.00 |
4,464.25 |
-7.75 |
-0.2% |
4,449.00 |
Range |
50.25 |
45.25 |
-5.00 |
-10.0% |
91.25 |
ATR |
40.84 |
41.16 |
0.31 |
0.8% |
0.00 |
Volume |
1,640,051 |
1,489,822 |
-150,229 |
-9.2% |
2,586,994 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,594.50 |
4,574.50 |
4,489.25 |
|
R3 |
4,549.25 |
4,529.25 |
4,476.75 |
|
R2 |
4,504.00 |
4,504.00 |
4,472.50 |
|
R1 |
4,484.00 |
4,484.00 |
4,468.50 |
4,471.50 |
PP |
4,458.75 |
4,458.75 |
4,458.75 |
4,452.25 |
S1 |
4,438.75 |
4,438.75 |
4,460.00 |
4,426.00 |
S2 |
4,413.50 |
4,413.50 |
4,456.00 |
|
S3 |
4,368.25 |
4,393.50 |
4,451.75 |
|
S4 |
4,323.00 |
4,348.25 |
4,439.25 |
|
|
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 |
4,509.25 |
4,425.25 |
84.00 |
1.9% |
52.25 |
1.2% |
46% |
False |
False |
1,913,119 |
10 |
4,539.50 |
4,425.25 |
114.25 |
2.6% |
43.25 |
1.0% |
34% |
False |
False |
1,033,717 |
20 |
4,539.50 |
4,338.50 |
201.00 |
4.5% |
40.75 |
0.9% |
63% |
False |
False |
521,957 |
40 |
4,539.50 |
4,331.00 |
208.50 |
4.7% |
37.75 |
0.8% |
64% |
False |
False |
262,599 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.3% |
38.50 |
0.9% |
77% |
False |
False |
175,520 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.5% |
38.25 |
0.9% |
82% |
False |
False |
131,753 |
100 |
4,539.50 |
4,011.25 |
528.25 |
11.8% |
41.25 |
0.9% |
86% |
False |
False |
105,443 |
120 |
4,539.50 |
3,910.50 |
629.00 |
14.1% |
40.25 |
0.9% |
88% |
False |
False |
88,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,670.75 |
2.618 |
4,597.00 |
1.618 |
4,551.75 |
1.000 |
4,523.75 |
0.618 |
4,506.50 |
HIGH |
4,478.50 |
0.618 |
4,461.25 |
0.500 |
4,456.00 |
0.382 |
4,450.50 |
LOW |
4,433.25 |
0.618 |
4,405.25 |
1.000 |
4,388.00 |
1.618 |
4,360.00 |
2.618 |
4,314.75 |
4.250 |
4,241.00 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,461.50 |
4,460.25 |
PP |
4,458.75 |
4,456.25 |
S1 |
4,456.00 |
4,452.50 |
|