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 |
1,791.3 |
1,796.4 |
5.1 |
0.3% |
1,834.0 |
High |
1,802.1 |
1,812.7 |
10.6 |
0.6% |
1,834.0 |
Low |
1,786.8 |
1,783.0 |
-3.8 |
-0.2% |
1,785.6 |
Close |
1,796.5 |
1,809.2 |
12.7 |
0.7% |
1,794.2 |
Range |
15.3 |
29.7 |
14.4 |
94.1% |
48.4 |
ATR |
20.9 |
21.5 |
0.6 |
3.0% |
0.0 |
Volume |
3,755 |
1,750 |
-2,005 |
-53.4% |
14,229 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.7 |
1,879.7 |
1,825.5 |
|
R3 |
1,861.0 |
1,850.0 |
1,817.4 |
|
R2 |
1,831.3 |
1,831.3 |
1,814.6 |
|
R1 |
1,820.3 |
1,820.3 |
1,811.9 |
1,825.8 |
PP |
1,801.6 |
1,801.6 |
1,801.6 |
1,804.4 |
S1 |
1,790.6 |
1,790.6 |
1,806.5 |
1,796.1 |
S2 |
1,771.9 |
1,771.9 |
1,803.8 |
|
S3 |
1,742.2 |
1,760.9 |
1,801.0 |
|
S4 |
1,712.5 |
1,731.2 |
1,792.9 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.8 |
1,920.4 |
1,820.8 |
|
R3 |
1,901.4 |
1,872.0 |
1,807.5 |
|
R2 |
1,853.0 |
1,853.0 |
1,803.1 |
|
R1 |
1,823.6 |
1,823.6 |
1,798.6 |
1,814.1 |
PP |
1,804.6 |
1,804.6 |
1,804.6 |
1,799.9 |
S1 |
1,775.2 |
1,775.2 |
1,789.8 |
1,765.7 |
S2 |
1,756.2 |
1,756.2 |
1,785.3 |
|
S3 |
1,707.8 |
1,726.8 |
1,780.9 |
|
S4 |
1,659.4 |
1,678.4 |
1,767.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.7 |
1,783.0 |
29.7 |
1.6% |
19.9 |
1.1% |
88% |
True |
True |
3,257 |
10 |
1,838.7 |
1,783.0 |
55.7 |
3.1% |
20.1 |
1.1% |
47% |
False |
True |
2,902 |
20 |
1,838.7 |
1,776.6 |
62.1 |
3.4% |
19.4 |
1.1% |
52% |
False |
False |
1,986 |
40 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
21.3 |
1.2% |
81% |
False |
False |
2,112 |
60 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
20.5 |
1.1% |
81% |
False |
False |
1,948 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
22.0 |
1.2% |
53% |
False |
False |
1,668 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
20.5 |
1.1% |
53% |
False |
False |
1,432 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.4% |
19.4 |
1.1% |
53% |
False |
False |
1,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,938.9 |
2.618 |
1,890.5 |
1.618 |
1,860.8 |
1.000 |
1,842.4 |
0.618 |
1,831.1 |
HIGH |
1,812.7 |
0.618 |
1,801.4 |
0.500 |
1,797.9 |
0.382 |
1,794.3 |
LOW |
1,783.0 |
0.618 |
1,764.6 |
1.000 |
1,753.3 |
1.618 |
1,734.9 |
2.618 |
1,705.2 |
4.250 |
1,656.8 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,805.4 |
1,805.4 |
PP |
1,801.6 |
1,801.6 |
S1 |
1,797.9 |
1,797.9 |
|