Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
2,245.9 |
2,225.0 |
-20.9 |
-0.9% |
2,279.5 |
High |
2,266.0 |
2,244.4 |
-21.6 |
-1.0% |
2,297.1 |
Low |
2,221.5 |
2,208.7 |
-12.8 |
-0.6% |
2,220.5 |
Close |
2,222.7 |
2,236.1 |
13.4 |
0.6% |
2,222.7 |
Range |
44.5 |
35.7 |
-8.8 |
-19.8% |
76.6 |
ATR |
38.4 |
38.2 |
-0.2 |
-0.5% |
0.0 |
Volume |
217,142 |
300,121 |
82,979 |
38.2% |
299,883 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,336.8 |
2,322.2 |
2,255.7 |
|
R3 |
2,301.1 |
2,286.5 |
2,245.9 |
|
R2 |
2,265.4 |
2,265.4 |
2,242.6 |
|
R1 |
2,250.8 |
2,250.8 |
2,239.4 |
2,258.1 |
PP |
2,229.7 |
2,229.7 |
2,229.7 |
2,233.4 |
S1 |
2,215.1 |
2,215.1 |
2,232.8 |
2,222.4 |
S2 |
2,194.0 |
2,194.0 |
2,229.6 |
|
S3 |
2,158.3 |
2,179.4 |
2,226.3 |
|
S4 |
2,122.6 |
2,143.7 |
2,216.5 |
|
|
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 |
2,297.1 |
2,208.7 |
88.4 |
4.0% |
39.8 |
1.8% |
31% |
False |
True |
120,000 |
10 |
2,307.0 |
2,208.7 |
98.3 |
4.4% |
33.8 |
1.5% |
28% |
False |
True |
60,463 |
20 |
2,307.0 |
2,104.7 |
202.3 |
9.0% |
39.0 |
1.7% |
65% |
False |
False |
30,532 |
40 |
2,307.0 |
2,096.4 |
210.6 |
9.4% |
40.2 |
1.8% |
66% |
False |
False |
15,333 |
60 |
2,341.0 |
2,096.4 |
244.6 |
10.9% |
40.8 |
1.8% |
57% |
False |
False |
10,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,396.1 |
2.618 |
2,337.9 |
1.618 |
2,302.2 |
1.000 |
2,280.1 |
0.618 |
2,266.5 |
HIGH |
2,244.4 |
0.618 |
2,230.8 |
0.500 |
2,226.6 |
0.382 |
2,222.3 |
LOW |
2,208.7 |
0.618 |
2,186.6 |
1.000 |
2,173.0 |
1.618 |
2,150.9 |
2.618 |
2,115.2 |
4.250 |
2,057.0 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
2,232.9 |
2,238.9 |
PP |
2,229.7 |
2,237.9 |
S1 |
2,226.6 |
2,237.0 |
|