Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
4,459.25 |
4,411.75 |
-47.50 |
-1.1% |
4,451.75 |
High |
4,472.50 |
4,418.00 |
-54.50 |
-1.2% |
4,483.50 |
Low |
4,406.50 |
4,293.75 |
-112.75 |
-2.6% |
4,406.50 |
Close |
4,421.75 |
4,348.25 |
-73.50 |
-1.7% |
4,421.75 |
Range |
66.00 |
124.25 |
58.25 |
88.3% |
77.00 |
ATR |
42.93 |
49.01 |
6.08 |
14.2% |
0.00 |
Volume |
1,968,041 |
2,711,340 |
743,299 |
37.8% |
9,678,453 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.00 |
4,661.50 |
4,416.50 |
|
R3 |
4,601.75 |
4,537.25 |
4,382.50 |
|
R2 |
4,477.50 |
4,477.50 |
4,371.00 |
|
R1 |
4,413.00 |
4,413.00 |
4,359.75 |
4,383.00 |
PP |
4,353.25 |
4,353.25 |
4,353.25 |
4,338.50 |
S1 |
4,288.75 |
4,288.75 |
4,336.75 |
4,259.00 |
S2 |
4,229.00 |
4,229.00 |
4,325.50 |
|
S3 |
4,104.75 |
4,164.50 |
4,314.00 |
|
S4 |
3,980.50 |
4,040.25 |
4,280.00 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,668.25 |
4,622.00 |
4,464.00 |
|
R3 |
4,591.25 |
4,545.00 |
4,443.00 |
|
R2 |
4,514.25 |
4,514.25 |
4,435.75 |
|
R1 |
4,468.00 |
4,468.00 |
4,428.75 |
4,452.50 |
PP |
4,437.25 |
4,437.25 |
4,437.25 |
4,429.50 |
S1 |
4,391.00 |
4,391.00 |
4,414.75 |
4,375.50 |
S2 |
4,360.25 |
4,360.25 |
4,407.75 |
|
S3 |
4,283.25 |
4,314.00 |
4,400.50 |
|
S4 |
4,206.25 |
4,237.00 |
4,379.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,479.50 |
4,293.75 |
185.75 |
4.3% |
68.00 |
1.6% |
29% |
False |
True |
1,992,372 |
10 |
4,538.50 |
4,293.75 |
244.75 |
5.6% |
56.50 |
1.3% |
22% |
False |
True |
1,497,678 |
20 |
4,539.50 |
4,293.75 |
245.75 |
5.7% |
43.50 |
1.0% |
22% |
False |
True |
755,319 |
40 |
4,539.50 |
4,293.75 |
245.75 |
5.7% |
40.75 |
0.9% |
22% |
False |
True |
379,507 |
60 |
4,539.50 |
4,214.25 |
325.25 |
7.5% |
41.00 |
0.9% |
41% |
False |
False |
253,456 |
80 |
4,539.50 |
4,117.00 |
422.50 |
9.7% |
39.75 |
0.9% |
55% |
False |
False |
190,241 |
100 |
4,539.50 |
4,011.25 |
528.25 |
12.1% |
42.75 |
1.0% |
64% |
False |
False |
152,236 |
120 |
4,539.50 |
3,923.00 |
616.50 |
14.2% |
41.25 |
0.9% |
69% |
False |
False |
127,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,946.00 |
2.618 |
4,743.25 |
1.618 |
4,619.00 |
1.000 |
4,542.25 |
0.618 |
4,494.75 |
HIGH |
4,418.00 |
0.618 |
4,370.50 |
0.500 |
4,356.00 |
0.382 |
4,341.25 |
LOW |
4,293.75 |
0.618 |
4,217.00 |
1.000 |
4,169.50 |
1.618 |
4,092.75 |
2.618 |
3,968.50 |
4.250 |
3,765.75 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
4,356.00 |
4,386.00 |
PP |
4,353.25 |
4,373.50 |
S1 |
4,350.75 |
4,361.00 |
|