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 |
46,258.04 |
45,050.90 |
-1,207.14 |
-2.6% |
51,945.08 |
High |
47,005.06 |
46,791.86 |
-213.20 |
-0.5% |
52,902.94 |
Low |
44,826.32 |
43,598.41 |
-1,227.91 |
-2.7% |
44,484.42 |
Close |
45,050.90 |
45,180.00 |
129.10 |
0.3% |
45,050.90 |
Range |
2,178.74 |
3,193.45 |
1,014.71 |
46.6% |
8,418.52 |
ATR |
2,709.73 |
2,744.28 |
34.55 |
1.3% |
0.00 |
Volume |
23,460 |
60,407 |
36,947 |
157.5% |
217,148 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54,770.44 |
53,168.67 |
46,936.40 |
|
R3 |
51,576.99 |
49,975.22 |
46,058.20 |
|
R2 |
48,383.54 |
48,383.54 |
45,765.47 |
|
R1 |
46,781.77 |
46,781.77 |
45,472.73 |
47,582.66 |
PP |
45,190.09 |
45,190.09 |
45,190.09 |
45,590.53 |
S1 |
43,588.32 |
43,588.32 |
44,887.27 |
44,389.21 |
S2 |
41,996.64 |
41,996.64 |
44,594.53 |
|
S3 |
38,803.19 |
40,394.87 |
44,301.80 |
|
S4 |
35,609.74 |
37,201.42 |
43,423.60 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72,734.98 |
67,311.46 |
49,681.09 |
|
R3 |
64,316.46 |
58,892.94 |
47,365.99 |
|
R2 |
55,897.94 |
55,897.94 |
46,594.30 |
|
R1 |
50,474.42 |
50,474.42 |
45,822.60 |
48,976.92 |
PP |
47,479.42 |
47,479.42 |
47,479.42 |
46,730.67 |
S1 |
42,055.90 |
42,055.90 |
44,279.20 |
40,558.40 |
S2 |
39,060.90 |
39,060.90 |
43,507.50 |
|
S3 |
30,642.38 |
33,637.38 |
42,735.81 |
|
S4 |
22,223.86 |
25,218.86 |
40,420.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52,902.94 |
43,598.41 |
9,304.53 |
20.6% |
3,466.98 |
7.7% |
17% |
False |
True |
55,511 |
10 |
52,902.94 |
43,598.41 |
9,304.53 |
20.6% |
2,863.67 |
6.3% |
17% |
False |
True |
39,960 |
20 |
52,902.94 |
43,598.41 |
9,304.53 |
20.6% |
2,634.56 |
5.8% |
17% |
False |
True |
33,983 |
40 |
52,902.94 |
29,348.60 |
23,554.34 |
52.1% |
2,684.27 |
5.9% |
67% |
False |
False |
46,895 |
60 |
52,902.94 |
28,957.79 |
23,945.15 |
53.0% |
2,606.17 |
5.8% |
68% |
False |
False |
52,597 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
53.0% |
2,877.37 |
6.4% |
68% |
False |
False |
61,410 |
100 |
59,558.80 |
28,957.79 |
30,601.01 |
67.7% |
3,244.00 |
7.2% |
53% |
False |
False |
64,834 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
79.3% |
3,255.32 |
7.2% |
45% |
False |
False |
61,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60,364.02 |
2.618 |
55,152.31 |
1.618 |
51,958.86 |
1.000 |
49,985.31 |
0.618 |
48,765.41 |
HIGH |
46,791.86 |
0.618 |
45,571.96 |
0.500 |
45,195.14 |
0.382 |
44,818.31 |
LOW |
43,598.41 |
0.618 |
41,624.86 |
1.000 |
40,404.96 |
1.618 |
38,431.41 |
2.618 |
35,237.96 |
4.250 |
30,026.25 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
45,195.14 |
45,470.15 |
PP |
45,190.09 |
45,373.43 |
S1 |
45,185.05 |
45,276.72 |
|