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 |
1,796.4 |
1,808.3 |
11.9 |
0.7% |
1,834.0 |
High |
1,812.7 |
1,809.6 |
-3.1 |
-0.2% |
1,834.0 |
Low |
1,783.0 |
1,794.1 |
11.1 |
0.6% |
1,785.6 |
Close |
1,809.2 |
1,796.9 |
-12.3 |
-0.7% |
1,794.2 |
Range |
29.7 |
15.5 |
-14.2 |
-47.8% |
48.4 |
ATR |
21.5 |
21.1 |
-0.4 |
-2.0% |
0.0 |
Volume |
1,750 |
930 |
-820 |
-46.9% |
14,229 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.7 |
1,837.3 |
1,805.4 |
|
R3 |
1,831.2 |
1,821.8 |
1,801.2 |
|
R2 |
1,815.7 |
1,815.7 |
1,799.7 |
|
R1 |
1,806.3 |
1,806.3 |
1,798.3 |
1,803.3 |
PP |
1,800.2 |
1,800.2 |
1,800.2 |
1,798.7 |
S1 |
1,790.8 |
1,790.8 |
1,795.5 |
1,787.8 |
S2 |
1,784.7 |
1,784.7 |
1,794.1 |
|
S3 |
1,769.2 |
1,775.3 |
1,792.6 |
|
S4 |
1,753.7 |
1,759.8 |
1,788.4 |
|
|
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 |
1.7% |
19.0 |
1.1% |
47% |
False |
False |
3,037 |
10 |
1,838.7 |
1,783.0 |
55.7 |
3.1% |
20.0 |
1.1% |
25% |
False |
False |
2,916 |
20 |
1,838.7 |
1,776.6 |
62.1 |
3.5% |
19.4 |
1.1% |
33% |
False |
False |
1,946 |
40 |
1,838.7 |
1,680.0 |
158.7 |
8.8% |
21.2 |
1.2% |
74% |
False |
False |
2,102 |
60 |
1,840.3 |
1,680.0 |
160.3 |
8.9% |
20.4 |
1.1% |
73% |
False |
False |
1,959 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
22.0 |
1.2% |
48% |
False |
False |
1,674 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
20.5 |
1.1% |
48% |
False |
False |
1,439 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.5% |
19.4 |
1.1% |
48% |
False |
False |
1,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,875.5 |
2.618 |
1,850.2 |
1.618 |
1,834.7 |
1.000 |
1,825.1 |
0.618 |
1,819.2 |
HIGH |
1,809.6 |
0.618 |
1,803.7 |
0.500 |
1,801.9 |
0.382 |
1,800.0 |
LOW |
1,794.1 |
0.618 |
1,784.5 |
1.000 |
1,778.6 |
1.618 |
1,769.0 |
2.618 |
1,753.5 |
4.250 |
1,728.2 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,801.9 |
1,797.9 |
PP |
1,800.2 |
1,797.5 |
S1 |
1,798.6 |
1,797.2 |
|