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 |
2,238.4 |
2,205.6 |
-32.8 |
-1.5% |
2,279.5 |
High |
2,253.2 |
2,233.3 |
-19.9 |
-0.9% |
2,297.1 |
Low |
2,196.1 |
2,199.4 |
3.3 |
0.2% |
2,220.5 |
Close |
2,205.5 |
2,229.8 |
24.3 |
1.1% |
2,222.7 |
Range |
57.1 |
33.9 |
-23.2 |
-40.6% |
76.6 |
ATR |
39.6 |
39.2 |
-0.4 |
-1.0% |
0.0 |
Volume |
268,657 |
192,091 |
-76,566 |
-28.5% |
299,883 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,322.5 |
2,310.1 |
2,248.4 |
|
R3 |
2,288.6 |
2,276.2 |
2,239.1 |
|
R2 |
2,254.7 |
2,254.7 |
2,236.0 |
|
R1 |
2,242.3 |
2,242.3 |
2,232.9 |
2,248.5 |
PP |
2,220.8 |
2,220.8 |
2,220.8 |
2,224.0 |
S1 |
2,208.4 |
2,208.4 |
2,226.7 |
2,214.6 |
S2 |
2,186.9 |
2,186.9 |
2,223.6 |
|
S3 |
2,153.0 |
2,174.5 |
2,220.5 |
|
S4 |
2,119.1 |
2,140.6 |
2,211.2 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,476.6 |
2,426.2 |
2,264.8 |
|
R3 |
2,400.0 |
2,349.6 |
2,243.8 |
|
R2 |
2,323.4 |
2,323.4 |
2,236.7 |
|
R1 |
2,273.0 |
2,273.0 |
2,229.7 |
2,259.9 |
PP |
2,246.8 |
2,246.8 |
2,246.8 |
2,240.2 |
S1 |
2,196.4 |
2,196.4 |
2,215.7 |
2,183.3 |
S2 |
2,170.2 |
2,170.2 |
2,208.7 |
|
S3 |
2,093.6 |
2,119.8 |
2,201.6 |
|
S4 |
2,017.0 |
2,043.2 |
2,180.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,269.0 |
2,196.1 |
72.9 |
3.3% |
43.9 |
2.0% |
46% |
False |
False |
208,963 |
10 |
2,307.0 |
2,196.1 |
110.9 |
5.0% |
38.1 |
1.7% |
30% |
False |
False |
106,422 |
20 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
39.4 |
1.8% |
62% |
False |
False |
53,512 |
40 |
2,307.0 |
2,104.7 |
202.3 |
9.1% |
39.1 |
1.8% |
62% |
False |
False |
26,843 |
60 |
2,341.0 |
2,096.4 |
244.6 |
11.0% |
40.1 |
1.8% |
55% |
False |
False |
17,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,377.4 |
2.618 |
2,322.1 |
1.618 |
2,288.2 |
1.000 |
2,267.2 |
0.618 |
2,254.3 |
HIGH |
2,233.3 |
0.618 |
2,220.4 |
0.500 |
2,216.4 |
0.382 |
2,212.3 |
LOW |
2,199.4 |
0.618 |
2,178.4 |
1.000 |
2,165.5 |
1.618 |
2,144.5 |
2.618 |
2,110.6 |
4.250 |
2,055.3 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
2,225.3 |
2,228.1 |
PP |
2,220.8 |
2,226.4 |
S1 |
2,216.4 |
2,224.7 |
|