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 |
45,180.00 |
46,827.31 |
1,647.31 |
3.6% |
51,945.08 |
High |
46,952.94 |
48,447.79 |
1,494.85 |
3.2% |
52,902.94 |
Low |
44,790.49 |
46,488.24 |
1,697.75 |
3.8% |
44,484.42 |
Close |
46,831.69 |
47,930.38 |
1,098.69 |
2.3% |
45,050.90 |
Range |
2,162.45 |
1,959.55 |
-202.90 |
-9.4% |
8,418.52 |
ATR |
2,702.72 |
2,649.63 |
-53.08 |
-2.0% |
0.00 |
Volume |
20,397 |
55,532 |
35,135 |
172.3% |
217,148 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53,500.79 |
52,675.13 |
49,008.13 |
|
R3 |
51,541.24 |
50,715.58 |
48,469.26 |
|
R2 |
49,581.69 |
49,581.69 |
48,289.63 |
|
R1 |
48,756.03 |
48,756.03 |
48,110.01 |
49,168.86 |
PP |
47,622.14 |
47,622.14 |
47,622.14 |
47,828.55 |
S1 |
46,796.48 |
46,796.48 |
47,750.75 |
47,209.31 |
S2 |
45,662.59 |
45,662.59 |
47,571.13 |
|
S3 |
43,703.04 |
44,836.93 |
47,391.50 |
|
S4 |
41,743.49 |
42,877.38 |
46,852.63 |
|
|
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 |
48,447.79 |
43,598.41 |
4,849.38 |
10.1% |
2,248.65 |
4.7% |
89% |
True |
False |
36,540 |
10 |
52,902.94 |
43,598.41 |
9,304.53 |
19.4% |
2,860.74 |
6.0% |
47% |
False |
False |
42,981 |
20 |
52,902.94 |
43,598.41 |
9,304.53 |
19.4% |
2,588.34 |
5.4% |
47% |
False |
False |
35,118 |
40 |
52,902.94 |
29,502.39 |
23,400.55 |
48.8% |
2,697.77 |
5.6% |
79% |
False |
False |
45,496 |
60 |
52,902.94 |
28,957.79 |
23,945.15 |
50.0% |
2,549.14 |
5.3% |
79% |
False |
False |
50,129 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
50.0% |
2,752.91 |
5.7% |
79% |
False |
False |
58,887 |
100 |
59,558.80 |
28,957.79 |
30,601.01 |
63.8% |
3,197.01 |
6.7% |
62% |
False |
False |
63,739 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
74.8% |
3,226.05 |
6.7% |
53% |
False |
False |
60,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56,775.88 |
2.618 |
53,577.89 |
1.618 |
51,618.34 |
1.000 |
50,407.34 |
0.618 |
49,658.79 |
HIGH |
48,447.79 |
0.618 |
47,699.24 |
0.500 |
47,468.02 |
0.382 |
47,236.79 |
LOW |
46,488.24 |
0.618 |
45,277.24 |
1.000 |
44,528.69 |
1.618 |
43,317.69 |
2.618 |
41,358.14 |
4.250 |
38,160.15 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
47,776.26 |
47,294.62 |
PP |
47,622.14 |
46,658.86 |
S1 |
47,468.02 |
46,023.10 |
|