| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
15,610.00 |
15,561.00 |
-49.00 |
-0.3% |
15,656.00 |
| High |
15,675.75 |
15,668.00 |
-7.75 |
0.0% |
15,708.75 |
| Low |
15,545.75 |
15,433.50 |
-112.25 |
-0.7% |
15,433.50 |
| Close |
15,558.75 |
15,441.50 |
-117.25 |
-0.8% |
15,441.50 |
| Range |
130.00 |
234.50 |
104.50 |
80.4% |
275.25 |
| ATR |
158.13 |
163.58 |
5.46 |
3.4% |
0.00 |
| Volume |
531,288 |
531,288 |
0 |
0.0% |
2,164,033 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,217.75 |
16,064.25 |
15,570.50 |
|
| R3 |
15,983.25 |
15,829.75 |
15,506.00 |
|
| R2 |
15,748.75 |
15,748.75 |
15,484.50 |
|
| R1 |
15,595.25 |
15,595.25 |
15,463.00 |
15,554.75 |
| PP |
15,514.25 |
15,514.25 |
15,514.25 |
15,494.00 |
| S1 |
15,360.75 |
15,360.75 |
15,420.00 |
15,320.25 |
| S2 |
15,279.75 |
15,279.75 |
15,398.50 |
|
| S3 |
15,045.25 |
15,126.25 |
15,377.00 |
|
| S4 |
14,810.75 |
14,891.75 |
15,312.50 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,353.75 |
16,172.75 |
15,593.00 |
|
| R3 |
16,078.50 |
15,897.50 |
15,517.25 |
|
| R2 |
15,803.25 |
15,803.25 |
15,492.00 |
|
| R1 |
15,622.25 |
15,622.25 |
15,466.75 |
15,575.00 |
| PP |
15,528.00 |
15,528.00 |
15,528.00 |
15,504.25 |
| S1 |
15,347.00 |
15,347.00 |
15,416.25 |
15,300.00 |
| S2 |
15,252.75 |
15,252.75 |
15,391.00 |
|
| S3 |
14,977.50 |
15,071.75 |
15,365.75 |
|
| S4 |
14,702.25 |
14,796.50 |
15,290.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,708.75 |
15,433.50 |
275.25 |
1.8% |
151.75 |
1.0% |
3% |
False |
True |
525,380 |
| 10 |
15,708.75 |
15,265.50 |
443.25 |
2.9% |
154.50 |
1.0% |
40% |
False |
False |
493,576 |
| 20 |
15,708.75 |
14,710.50 |
998.25 |
6.5% |
168.00 |
1.1% |
73% |
False |
False |
506,711 |
| 40 |
15,708.75 |
14,445.00 |
1,263.75 |
8.2% |
171.75 |
1.1% |
79% |
False |
False |
491,003 |
| 60 |
15,708.75 |
13,841.75 |
1,867.00 |
12.1% |
173.00 |
1.1% |
86% |
False |
False |
483,198 |
| 80 |
15,708.75 |
12,944.50 |
2,764.25 |
17.9% |
175.75 |
1.1% |
90% |
False |
False |
383,785 |
| 100 |
15,708.75 |
12,906.00 |
2,802.75 |
18.2% |
191.00 |
1.2% |
90% |
False |
False |
307,228 |
| 120 |
15,708.75 |
12,602.00 |
3,106.75 |
20.1% |
194.50 |
1.3% |
91% |
False |
False |
256,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,664.50 |
|
2.618 |
16,282.00 |
|
1.618 |
16,047.50 |
|
1.000 |
15,902.50 |
|
0.618 |
15,813.00 |
|
HIGH |
15,668.00 |
|
0.618 |
15,578.50 |
|
0.500 |
15,550.75 |
|
0.382 |
15,523.00 |
|
LOW |
15,433.50 |
|
0.618 |
15,288.50 |
|
1.000 |
15,199.00 |
|
1.618 |
15,054.00 |
|
2.618 |
14,819.50 |
|
4.250 |
14,437.00 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,550.75 |
15,562.25 |
| PP |
15,514.25 |
15,522.00 |
| S1 |
15,478.00 |
15,481.75 |
|