Trading Metrics calculated at close of trading on 16-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
34,596 |
34,850 |
254 |
0.7% |
35,352 |
High |
34,885 |
34,942 |
57 |
0.2% |
35,476 |
Low |
34,499 |
34,536 |
37 |
0.1% |
34,598 |
Close |
34,819 |
34,749 |
-70 |
-0.2% |
34,607 |
Range |
386 |
406 |
20 |
5.2% |
878 |
ATR |
355 |
359 |
4 |
1.0% |
0 |
Volume |
83,068 |
45,034 |
-38,034 |
-45.8% |
752,123 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,960 |
35,761 |
34,972 |
|
R3 |
35,554 |
35,355 |
34,861 |
|
R2 |
35,148 |
35,148 |
34,824 |
|
R1 |
34,949 |
34,949 |
34,786 |
34,846 |
PP |
34,742 |
34,742 |
34,742 |
34,691 |
S1 |
34,543 |
34,543 |
34,712 |
34,440 |
S2 |
34,336 |
34,336 |
34,675 |
|
S3 |
33,930 |
34,137 |
34,637 |
|
S4 |
33,524 |
33,731 |
34,526 |
|
|
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 |
35,113 |
34,499 |
614 |
1.8% |
467 |
1.3% |
41% |
False |
False |
111,170 |
10 |
35,504 |
34,499 |
1,005 |
2.9% |
397 |
1.1% |
25% |
False |
False |
139,961 |
20 |
35,504 |
34,494 |
1,010 |
2.9% |
342 |
1.0% |
25% |
False |
False |
139,529 |
40 |
35,547 |
34,494 |
1,053 |
3.0% |
322 |
0.9% |
24% |
False |
False |
136,595 |
60 |
35,547 |
33,623 |
1,924 |
5.5% |
346 |
1.0% |
59% |
False |
False |
140,806 |
80 |
35,547 |
32,902 |
2,645 |
7.6% |
346 |
1.0% |
70% |
False |
False |
122,881 |
100 |
35,547 |
32,902 |
2,645 |
7.6% |
360 |
1.0% |
70% |
False |
False |
98,356 |
120 |
35,547 |
32,635 |
2,912 |
8.4% |
345 |
1.0% |
73% |
False |
False |
81,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,668 |
2.618 |
36,005 |
1.618 |
35,599 |
1.000 |
35,348 |
0.618 |
35,193 |
HIGH |
34,942 |
0.618 |
34,787 |
0.500 |
34,739 |
0.382 |
34,691 |
LOW |
34,536 |
0.618 |
34,285 |
1.000 |
34,130 |
1.618 |
33,879 |
2.618 |
33,473 |
4.250 |
32,811 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
34,746 |
34,760 |
PP |
34,742 |
34,756 |
S1 |
34,739 |
34,753 |
|