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 |
34,916 |
34,596 |
-320 |
-0.9% |
35,352 |
High |
35,021 |
34,885 |
-136 |
-0.4% |
35,476 |
Low |
34,507 |
34,499 |
-8 |
0.0% |
34,598 |
Close |
34,583 |
34,819 |
236 |
0.7% |
34,607 |
Range |
514 |
386 |
-128 |
-24.9% |
878 |
ATR |
353 |
355 |
2 |
0.7% |
0 |
Volume |
110,526 |
83,068 |
-27,458 |
-24.8% |
752,123 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,892 |
35,742 |
35,031 |
|
R3 |
35,506 |
35,356 |
34,925 |
|
R2 |
35,120 |
35,120 |
34,890 |
|
R1 |
34,970 |
34,970 |
34,855 |
35,045 |
PP |
34,734 |
34,734 |
34,734 |
34,772 |
S1 |
34,584 |
34,584 |
34,784 |
34,659 |
S2 |
34,348 |
34,348 |
34,748 |
|
S3 |
33,962 |
34,198 |
34,713 |
|
S4 |
33,576 |
33,812 |
34,607 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,528 |
36,945 |
35,090 |
|
R3 |
36,650 |
36,067 |
34,849 |
|
R2 |
35,772 |
35,772 |
34,768 |
|
R1 |
35,189 |
35,189 |
34,688 |
35,042 |
PP |
34,894 |
34,894 |
34,894 |
34,820 |
S1 |
34,311 |
34,311 |
34,527 |
34,164 |
S2 |
34,016 |
34,016 |
34,446 |
|
S3 |
33,138 |
33,433 |
34,366 |
|
S4 |
32,260 |
32,555 |
34,124 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,192 |
34,499 |
693 |
2.0% |
469 |
1.3% |
46% |
False |
True |
138,544 |
10 |
35,504 |
34,499 |
1,005 |
2.9% |
379 |
1.1% |
32% |
False |
True |
149,312 |
20 |
35,504 |
34,494 |
1,010 |
2.9% |
347 |
1.0% |
32% |
False |
False |
145,579 |
40 |
35,547 |
34,361 |
1,186 |
3.4% |
321 |
0.9% |
39% |
False |
False |
138,891 |
60 |
35,547 |
33,623 |
1,924 |
5.5% |
344 |
1.0% |
62% |
False |
False |
142,263 |
80 |
35,547 |
32,902 |
2,645 |
7.6% |
345 |
1.0% |
72% |
False |
False |
122,321 |
100 |
35,547 |
32,902 |
2,645 |
7.6% |
358 |
1.0% |
72% |
False |
False |
97,909 |
120 |
35,547 |
32,388 |
3,159 |
9.1% |
345 |
1.0% |
77% |
False |
False |
81,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,526 |
2.618 |
35,896 |
1.618 |
35,510 |
1.000 |
35,271 |
0.618 |
35,124 |
HIGH |
34,885 |
0.618 |
34,738 |
0.500 |
34,692 |
0.382 |
34,647 |
LOW |
34,499 |
0.618 |
34,261 |
1.000 |
34,113 |
1.618 |
33,875 |
2.618 |
33,489 |
4.250 |
32,859 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,777 |
34,815 |
PP |
34,734 |
34,810 |
S1 |
34,692 |
34,806 |
|