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 |
1,808.3 |
1,798.1 |
-10.2 |
-0.6% |
1,834.0 |
High |
1,809.6 |
1,798.6 |
-11.0 |
-0.6% |
1,834.0 |
Low |
1,794.1 |
1,747.5 |
-46.6 |
-2.6% |
1,785.6 |
Close |
1,796.9 |
1,758.7 |
-38.2 |
-2.1% |
1,794.2 |
Range |
15.5 |
51.1 |
35.6 |
229.7% |
48.4 |
ATR |
21.1 |
23.2 |
2.1 |
10.2% |
0.0 |
Volume |
930 |
1,680 |
750 |
80.6% |
14,229 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.6 |
1,891.2 |
1,786.8 |
|
R3 |
1,870.5 |
1,840.1 |
1,772.8 |
|
R2 |
1,819.4 |
1,819.4 |
1,768.1 |
|
R1 |
1,789.0 |
1,789.0 |
1,763.4 |
1,778.7 |
PP |
1,768.3 |
1,768.3 |
1,768.3 |
1,763.1 |
S1 |
1,737.9 |
1,737.9 |
1,754.0 |
1,727.6 |
S2 |
1,717.2 |
1,717.2 |
1,749.3 |
|
S3 |
1,666.1 |
1,686.8 |
1,744.6 |
|
S4 |
1,615.0 |
1,635.7 |
1,730.6 |
|
|
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 |
1,747.5 |
65.2 |
3.7% |
25.8 |
1.5% |
17% |
False |
True |
2,200 |
10 |
1,838.7 |
1,747.5 |
91.2 |
5.2% |
24.1 |
1.4% |
12% |
False |
True |
2,825 |
20 |
1,838.7 |
1,747.5 |
91.2 |
5.2% |
21.2 |
1.2% |
12% |
False |
True |
1,969 |
40 |
1,838.7 |
1,680.0 |
158.7 |
9.0% |
22.0 |
1.3% |
50% |
False |
False |
2,105 |
60 |
1,840.3 |
1,680.0 |
160.3 |
9.1% |
21.0 |
1.2% |
49% |
False |
False |
1,978 |
80 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
22.6 |
1.3% |
32% |
False |
False |
1,679 |
100 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
20.9 |
1.2% |
32% |
False |
False |
1,455 |
120 |
1,923.0 |
1,680.0 |
243.0 |
13.8% |
19.7 |
1.1% |
32% |
False |
False |
1,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.8 |
2.618 |
1,932.4 |
1.618 |
1,881.3 |
1.000 |
1,849.7 |
0.618 |
1,830.2 |
HIGH |
1,798.6 |
0.618 |
1,779.1 |
0.500 |
1,773.1 |
0.382 |
1,767.0 |
LOW |
1,747.5 |
0.618 |
1,715.9 |
1.000 |
1,696.4 |
1.618 |
1,664.8 |
2.618 |
1,613.7 |
4.250 |
1,530.3 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,773.1 |
1,780.1 |
PP |
1,768.3 |
1,773.0 |
S1 |
1,763.5 |
1,765.8 |
|