Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
45,050.90 |
45,180.00 |
129.10 |
0.3% |
51,945.08 |
High |
46,791.86 |
46,952.94 |
161.08 |
0.3% |
52,902.94 |
Low |
43,598.41 |
44,790.49 |
1,192.08 |
2.7% |
44,484.42 |
Close |
45,180.00 |
46,831.69 |
1,651.69 |
3.7% |
45,050.90 |
Range |
3,193.45 |
2,162.45 |
-1,031.00 |
-32.3% |
8,418.52 |
ATR |
2,744.28 |
2,702.72 |
-41.56 |
-1.5% |
0.00 |
Volume |
60,407 |
20,397 |
-40,010 |
-66.2% |
217,148 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
52,679.06 |
51,917.82 |
48,021.04 |
|
R3 |
50,516.61 |
49,755.37 |
47,426.36 |
|
R2 |
48,354.16 |
48,354.16 |
47,228.14 |
|
R1 |
47,592.92 |
47,592.92 |
47,029.91 |
47,973.54 |
PP |
46,191.71 |
46,191.71 |
46,191.71 |
46,382.02 |
S1 |
45,430.47 |
45,430.47 |
46,633.47 |
45,811.09 |
S2 |
44,029.26 |
44,029.26 |
46,435.24 |
|
S3 |
41,866.81 |
43,268.02 |
46,237.02 |
|
S4 |
39,704.36 |
41,105.57 |
45,642.34 |
|
|
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 |
47,341.88 |
43,598.41 |
3,743.47 |
8.0% |
2,421.84 |
5.2% |
86% |
False |
False |
32,725 |
10 |
52,902.94 |
43,598.41 |
9,304.53 |
19.9% |
2,860.45 |
6.1% |
35% |
False |
False |
40,078 |
20 |
52,902.94 |
43,598.41 |
9,304.53 |
19.9% |
2,618.49 |
5.6% |
35% |
False |
False |
33,742 |
40 |
52,902.94 |
29,348.60 |
23,554.34 |
50.3% |
2,691.04 |
5.7% |
74% |
False |
False |
46,605 |
60 |
52,902.94 |
28,957.79 |
23,945.15 |
51.1% |
2,592.30 |
5.5% |
75% |
False |
False |
51,169 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
51.1% |
2,813.70 |
6.0% |
75% |
False |
False |
59,789 |
100 |
59,558.80 |
28,957.79 |
30,601.01 |
65.3% |
3,223.02 |
6.9% |
58% |
False |
False |
64,338 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
76.5% |
3,240.33 |
6.9% |
50% |
False |
False |
61,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56,143.35 |
2.618 |
52,614.23 |
1.618 |
50,451.78 |
1.000 |
49,115.39 |
0.618 |
48,289.33 |
HIGH |
46,952.94 |
0.618 |
46,126.88 |
0.500 |
45,871.72 |
0.382 |
45,616.55 |
LOW |
44,790.49 |
0.618 |
43,454.10 |
1.000 |
42,628.04 |
1.618 |
41,291.65 |
2.618 |
39,129.20 |
4.250 |
35,600.08 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
46,511.70 |
46,321.71 |
PP |
46,191.71 |
45,811.72 |
S1 |
45,871.72 |
45,301.74 |
|