Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
47,930.33 |
47,155.85 |
-774.48 |
-1.6% |
45,050.90 |
High |
48,488.91 |
48,167.74 |
-321.17 |
-0.7% |
48,488.91 |
Low |
47,064.14 |
46,824.47 |
-239.67 |
-0.5% |
43,598.41 |
Close |
47,156.15 |
46,982.06 |
-174.09 |
-0.4% |
46,982.06 |
Range |
1,424.77 |
1,343.27 |
-81.50 |
-5.7% |
4,890.50 |
ATR |
2,562.14 |
2,475.08 |
-87.06 |
-3.4% |
0.00 |
Volume |
21,228 |
17,136 |
-4,092 |
-19.3% |
174,700 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51,354.57 |
50,511.58 |
47,720.86 |
|
R3 |
50,011.30 |
49,168.31 |
47,351.46 |
|
R2 |
48,668.03 |
48,668.03 |
47,228.33 |
|
R1 |
47,825.04 |
47,825.04 |
47,105.19 |
47,574.90 |
PP |
47,324.76 |
47,324.76 |
47,324.76 |
47,199.69 |
S1 |
46,481.77 |
46,481.77 |
46,858.93 |
46,231.63 |
S2 |
45,981.49 |
45,981.49 |
46,735.79 |
|
S3 |
44,638.22 |
45,138.50 |
46,612.66 |
|
S4 |
43,294.95 |
43,795.23 |
46,243.26 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61,027.96 |
58,895.51 |
49,671.84 |
|
R3 |
56,137.46 |
54,005.01 |
48,326.95 |
|
R2 |
51,246.96 |
51,246.96 |
47,878.65 |
|
R1 |
49,114.51 |
49,114.51 |
47,430.36 |
50,180.74 |
PP |
46,356.46 |
46,356.46 |
46,356.46 |
46,889.57 |
S1 |
44,224.01 |
44,224.01 |
46,533.76 |
45,290.24 |
S2 |
41,465.96 |
41,465.96 |
46,085.47 |
|
S3 |
36,575.46 |
39,333.51 |
45,637.17 |
|
S4 |
31,684.96 |
34,443.01 |
44,292.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
48,488.91 |
43,598.41 |
4,890.50 |
10.4% |
2,016.70 |
4.3% |
69% |
False |
False |
34,940 |
10 |
52,902.94 |
43,598.41 |
9,304.53 |
19.8% |
2,681.65 |
5.7% |
36% |
False |
False |
41,811 |
20 |
52,902.94 |
43,598.41 |
9,304.53 |
19.8% |
2,504.99 |
5.3% |
36% |
False |
False |
34,525 |
40 |
52,902.94 |
32,053.79 |
20,849.15 |
44.4% |
2,668.12 |
5.7% |
72% |
False |
False |
43,647 |
60 |
52,902.94 |
29,348.60 |
23,554.34 |
50.1% |
2,474.15 |
5.3% |
75% |
False |
False |
46,539 |
80 |
52,902.94 |
28,957.79 |
23,945.15 |
51.0% |
2,640.60 |
5.6% |
75% |
False |
False |
57,220 |
100 |
59,558.80 |
28,957.79 |
30,601.01 |
65.1% |
3,126.30 |
6.7% |
59% |
False |
False |
63,011 |
120 |
64,789.27 |
28,957.79 |
35,831.48 |
76.3% |
3,187.60 |
6.8% |
50% |
False |
False |
60,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53,876.64 |
2.618 |
51,684.42 |
1.618 |
50,341.15 |
1.000 |
49,511.01 |
0.618 |
48,997.88 |
HIGH |
48,167.74 |
0.618 |
47,654.61 |
0.500 |
47,496.11 |
0.382 |
47,337.60 |
LOW |
46,824.47 |
0.618 |
45,994.33 |
1.000 |
45,481.20 |
1.618 |
44,651.06 |
2.618 |
43,307.79 |
4.250 |
41,115.57 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
47,496.11 |
47,488.58 |
PP |
47,324.76 |
47,319.74 |
S1 |
47,153.41 |
47,150.90 |
|