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 |
447.32 |
444.92 |
-2.40 |
-0.5% |
448.64 |
High |
448.36 |
445.37 |
-2.99 |
-0.7% |
448.92 |
Low |
444.02 |
441.02 |
-3.00 |
-0.7% |
441.02 |
Close |
447.17 |
441.40 |
-5.77 |
-1.3% |
441.40 |
Range |
4.34 |
4.35 |
0.01 |
0.2% |
7.90 |
ATR |
3.62 |
3.80 |
0.18 |
5.0% |
0.00 |
Volume |
77,786,700 |
118,425,000 |
40,638,300 |
52.2% |
436,939,600 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455.65 |
452.87 |
443.79 |
|
R3 |
451.30 |
448.52 |
442.60 |
|
R2 |
446.95 |
446.95 |
442.20 |
|
R1 |
444.17 |
444.17 |
441.80 |
443.39 |
PP |
442.60 |
442.60 |
442.60 |
442.20 |
S1 |
439.82 |
439.82 |
441.00 |
439.04 |
S2 |
438.25 |
438.25 |
440.60 |
|
S3 |
433.90 |
435.47 |
440.20 |
|
S4 |
429.55 |
431.12 |
439.01 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467.48 |
462.34 |
445.75 |
|
R3 |
459.58 |
454.44 |
443.57 |
|
R2 |
451.68 |
451.68 |
442.85 |
|
R1 |
446.54 |
446.54 |
442.12 |
445.16 |
PP |
443.78 |
443.78 |
443.78 |
443.09 |
S1 |
438.64 |
438.64 |
440.68 |
437.26 |
S2 |
435.88 |
435.88 |
439.95 |
|
S3 |
427.98 |
430.74 |
439.23 |
|
S4 |
420.08 |
422.84 |
437.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
448.92 |
441.02 |
7.90 |
1.8% |
4.72 |
1.1% |
5% |
False |
True |
87,387,920 |
10 |
453.63 |
441.02 |
12.61 |
2.9% |
4.06 |
0.9% |
3% |
False |
True |
73,994,580 |
20 |
454.05 |
439.71 |
14.34 |
3.2% |
3.31 |
0.7% |
12% |
False |
False |
64,023,805 |
40 |
454.05 |
435.99 |
18.06 |
4.1% |
3.10 |
0.7% |
30% |
False |
False |
60,736,598 |
60 |
454.05 |
421.97 |
32.08 |
7.3% |
3.20 |
0.7% |
61% |
False |
False |
62,750,390 |
80 |
454.05 |
414.70 |
39.35 |
8.9% |
3.09 |
0.7% |
68% |
False |
False |
61,853,670 |
100 |
454.05 |
404.00 |
50.05 |
11.3% |
3.32 |
0.8% |
75% |
False |
False |
65,526,446 |
120 |
454.05 |
393.02 |
61.03 |
13.8% |
3.25 |
0.7% |
79% |
False |
False |
66,570,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
463.86 |
2.618 |
456.76 |
1.618 |
452.41 |
1.000 |
449.72 |
0.618 |
448.06 |
HIGH |
445.37 |
0.618 |
443.71 |
0.500 |
443.20 |
0.382 |
442.68 |
LOW |
441.02 |
0.618 |
438.33 |
1.000 |
436.67 |
1.618 |
433.98 |
2.618 |
429.63 |
4.250 |
422.53 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
443.20 |
444.72 |
PP |
442.60 |
443.61 |
S1 |
442.00 |
442.51 |
|