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 |
1,799.0 |
1,757.4 |
-41.6 |
-2.3% |
1,788.6 |
High |
1,799.4 |
1,771.4 |
-28.0 |
-1.6% |
1,814.2 |
Low |
1,750.0 |
1,751.0 |
1.0 |
0.1% |
1,750.0 |
Close |
1,760.4 |
1,754.9 |
-5.5 |
-0.3% |
1,754.9 |
Range |
49.4 |
20.4 |
-29.0 |
-58.7% |
64.2 |
ATR |
21.9 |
21.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
661 |
2,337 |
1,676 |
253.6% |
7,237 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.3 |
1,808.0 |
1,766.1 |
|
R3 |
1,799.9 |
1,787.6 |
1,760.5 |
|
R2 |
1,779.5 |
1,779.5 |
1,758.6 |
|
R1 |
1,767.2 |
1,767.2 |
1,756.8 |
1,763.2 |
PP |
1,759.1 |
1,759.1 |
1,759.1 |
1,757.1 |
S1 |
1,746.8 |
1,746.8 |
1,753.0 |
1,742.8 |
S2 |
1,738.7 |
1,738.7 |
1,751.2 |
|
S3 |
1,718.3 |
1,726.4 |
1,749.3 |
|
S4 |
1,697.9 |
1,706.0 |
1,743.7 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.6 |
1,924.5 |
1,790.2 |
|
R3 |
1,901.4 |
1,860.3 |
1,772.6 |
|
R2 |
1,837.2 |
1,837.2 |
1,766.7 |
|
R1 |
1,796.1 |
1,796.1 |
1,760.8 |
1,784.6 |
PP |
1,773.0 |
1,773.0 |
1,773.0 |
1,767.3 |
S1 |
1,731.9 |
1,731.9 |
1,749.0 |
1,720.4 |
S2 |
1,708.8 |
1,708.8 |
1,743.1 |
|
S3 |
1,644.6 |
1,667.7 |
1,737.2 |
|
S4 |
1,580.4 |
1,603.5 |
1,719.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,814.2 |
1,750.0 |
64.2 |
3.7% |
25.3 |
1.4% |
8% |
False |
False |
1,447 |
10 |
1,840.4 |
1,750.0 |
90.4 |
5.2% |
23.6 |
1.3% |
5% |
False |
False |
1,368 |
20 |
1,840.4 |
1,750.0 |
90.4 |
5.2% |
19.9 |
1.1% |
5% |
False |
False |
1,016 |
40 |
1,840.7 |
1,682.4 |
158.3 |
9.0% |
20.6 |
1.2% |
46% |
False |
False |
1,106 |
60 |
1,841.1 |
1,682.4 |
158.7 |
9.0% |
17.8 |
1.0% |
46% |
False |
False |
904 |
80 |
1,922.4 |
1,682.4 |
240.0 |
13.7% |
18.0 |
1.0% |
30% |
False |
False |
713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,858.1 |
2.618 |
1,824.8 |
1.618 |
1,804.4 |
1.000 |
1,791.8 |
0.618 |
1,784.0 |
HIGH |
1,771.4 |
0.618 |
1,763.6 |
0.500 |
1,761.2 |
0.382 |
1,758.8 |
LOW |
1,751.0 |
0.618 |
1,738.4 |
1.000 |
1,730.6 |
1.618 |
1,718.0 |
2.618 |
1,697.6 |
4.250 |
1,664.3 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
1,761.2 |
1,780.3 |
PP |
1,759.1 |
1,771.8 |
S1 |
1,757.0 |
1,763.4 |
|