Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,561.00 |
15,452.50 |
-108.50 |
-0.7% |
15,656.00 |
High |
15,668.00 |
15,565.00 |
-103.00 |
-0.7% |
15,708.75 |
Low |
15,433.50 |
15,350.25 |
-83.25 |
-0.5% |
15,433.50 |
Close |
15,441.50 |
15,436.75 |
-4.75 |
0.0% |
15,441.50 |
Range |
234.50 |
214.75 |
-19.75 |
-8.4% |
275.25 |
ATR |
163.58 |
167.24 |
3.65 |
2.2% |
0.00 |
Volume |
531,288 |
402,816 |
-128,472 |
-24.2% |
2,164,033 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,095.00 |
15,980.50 |
15,554.75 |
|
R3 |
15,880.25 |
15,765.75 |
15,495.75 |
|
R2 |
15,665.50 |
15,665.50 |
15,476.00 |
|
R1 |
15,551.00 |
15,551.00 |
15,456.50 |
15,501.00 |
PP |
15,450.75 |
15,450.75 |
15,450.75 |
15,425.50 |
S1 |
15,336.25 |
15,336.25 |
15,417.00 |
15,286.00 |
S2 |
15,236.00 |
15,236.00 |
15,397.50 |
|
S3 |
15,021.25 |
15,121.50 |
15,377.75 |
|
S4 |
14,806.50 |
14,906.75 |
15,318.75 |
|
|
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 |
15,350.25 |
358.50 |
2.3% |
169.75 |
1.1% |
24% |
False |
True |
513,369 |
10 |
15,708.75 |
15,350.25 |
358.50 |
2.3% |
158.25 |
1.0% |
24% |
False |
True |
489,753 |
20 |
15,708.75 |
14,710.50 |
998.25 |
6.5% |
174.50 |
1.1% |
73% |
False |
False |
508,626 |
40 |
15,708.75 |
14,445.00 |
1,263.75 |
8.2% |
171.75 |
1.1% |
78% |
False |
False |
487,598 |
60 |
15,708.75 |
13,958.50 |
1,750.25 |
11.3% |
170.50 |
1.1% |
84% |
False |
False |
478,953 |
80 |
15,708.75 |
13,140.00 |
2,568.75 |
16.6% |
175.00 |
1.1% |
89% |
False |
False |
388,798 |
100 |
15,708.75 |
12,906.00 |
2,802.75 |
18.2% |
190.75 |
1.2% |
90% |
False |
False |
311,251 |
120 |
15,708.75 |
12,602.00 |
3,106.75 |
20.1% |
194.75 |
1.3% |
91% |
False |
False |
259,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,477.75 |
2.618 |
16,127.25 |
1.618 |
15,912.50 |
1.000 |
15,779.75 |
0.618 |
15,697.75 |
HIGH |
15,565.00 |
0.618 |
15,483.00 |
0.500 |
15,457.50 |
0.382 |
15,432.25 |
LOW |
15,350.25 |
0.618 |
15,217.50 |
1.000 |
15,135.50 |
1.618 |
15,002.75 |
2.618 |
14,788.00 |
4.250 |
14,437.50 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,457.50 |
15,513.00 |
PP |
15,450.75 |
15,487.50 |
S1 |
15,443.75 |
15,462.25 |
|