Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
7,029.5 |
7,025.0 |
-4.5 |
-0.1% |
6,981.0 |
High |
7,043.0 |
7,061.0 |
18.0 |
0.3% |
7,061.0 |
Low |
6,991.0 |
6,898.0 |
-93.0 |
-1.3% |
6,898.0 |
Close |
6,997.5 |
6,907.0 |
-90.5 |
-1.3% |
6,907.0 |
Range |
52.0 |
163.0 |
111.0 |
213.5% |
163.0 |
ATR |
55.6 |
63.2 |
7.7 |
13.8% |
0.0 |
Volume |
94,527 |
163,945 |
69,418 |
73.4% |
1,177,315 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,444.5 |
7,338.5 |
6,996.5 |
|
R3 |
7,281.5 |
7,175.5 |
6,952.0 |
|
R2 |
7,118.5 |
7,118.5 |
6,937.0 |
|
R1 |
7,012.5 |
7,012.5 |
6,922.0 |
6,984.0 |
PP |
6,955.5 |
6,955.5 |
6,955.5 |
6,941.0 |
S1 |
6,849.5 |
6,849.5 |
6,892.0 |
6,821.0 |
S2 |
6,792.5 |
6,792.5 |
6,877.0 |
|
S3 |
6,629.5 |
6,686.5 |
6,862.0 |
|
S4 |
6,466.5 |
6,523.5 |
6,817.5 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,444.5 |
7,338.5 |
6,996.5 |
|
R3 |
7,281.5 |
7,175.5 |
6,952.0 |
|
R2 |
7,118.5 |
7,118.5 |
6,937.0 |
|
R1 |
7,012.5 |
7,012.5 |
6,922.0 |
6,984.0 |
PP |
6,955.5 |
6,955.5 |
6,955.5 |
6,941.0 |
S1 |
6,849.5 |
6,849.5 |
6,892.0 |
6,821.0 |
S2 |
6,792.5 |
6,792.5 |
6,877.0 |
|
S3 |
6,629.5 |
6,686.5 |
6,862.0 |
|
S4 |
6,466.5 |
6,523.5 |
6,817.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,061.0 |
6,898.0 |
163.0 |
2.4% |
80.0 |
1.2% |
6% |
True |
True |
235,463 |
10 |
7,160.0 |
6,898.0 |
262.0 |
3.8% |
71.5 |
1.0% |
3% |
False |
True |
140,021 |
20 |
7,160.0 |
6,898.0 |
262.0 |
3.8% |
49.0 |
0.7% |
3% |
False |
True |
70,439 |
40 |
7,160.0 |
6,831.0 |
329.0 |
4.8% |
35.0 |
0.5% |
23% |
False |
False |
35,369 |
60 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
30.5 |
0.4% |
41% |
False |
False |
23,581 |
80 |
7,160.0 |
6,730.0 |
430.0 |
6.2% |
29.5 |
0.4% |
41% |
False |
False |
17,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,754.0 |
2.618 |
7,487.5 |
1.618 |
7,324.5 |
1.000 |
7,224.0 |
0.618 |
7,161.5 |
HIGH |
7,061.0 |
0.618 |
6,998.5 |
0.500 |
6,979.5 |
0.382 |
6,960.5 |
LOW |
6,898.0 |
0.618 |
6,797.5 |
1.000 |
6,735.0 |
1.618 |
6,634.5 |
2.618 |
6,471.5 |
4.250 |
6,205.0 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
6,979.5 |
6,979.5 |
PP |
6,955.5 |
6,955.5 |
S1 |
6,931.0 |
6,931.0 |
|