Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,452.50 |
15,452.25 |
-0.25 |
0.0% |
15,656.00 |
High |
15,565.00 |
15,530.75 |
-34.25 |
-0.2% |
15,708.75 |
Low |
15,350.25 |
15,351.25 |
1.00 |
0.0% |
15,433.50 |
Close |
15,436.75 |
15,387.00 |
-49.75 |
-0.3% |
15,441.50 |
Range |
214.75 |
179.50 |
-35.25 |
-16.4% |
275.25 |
ATR |
167.24 |
168.11 |
0.88 |
0.5% |
0.00 |
Volume |
402,816 |
363,283 |
-39,533 |
-9.8% |
2,164,033 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,961.50 |
15,853.75 |
15,485.75 |
|
R3 |
15,782.00 |
15,674.25 |
15,436.25 |
|
R2 |
15,602.50 |
15,602.50 |
15,420.00 |
|
R1 |
15,494.75 |
15,494.75 |
15,403.50 |
15,459.00 |
PP |
15,423.00 |
15,423.00 |
15,423.00 |
15,405.00 |
S1 |
15,315.25 |
15,315.25 |
15,370.50 |
15,279.50 |
S2 |
15,243.50 |
15,243.50 |
15,354.00 |
|
S3 |
15,064.00 |
15,135.75 |
15,337.75 |
|
S4 |
14,884.50 |
14,956.25 |
15,288.25 |
|
|
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 |
15,691.00 |
15,350.25 |
340.75 |
2.2% |
185.25 |
1.2% |
11% |
False |
False |
477,615 |
10 |
15,708.75 |
15,350.25 |
358.50 |
2.3% |
156.25 |
1.0% |
10% |
False |
False |
484,325 |
20 |
15,708.75 |
14,710.50 |
998.25 |
6.5% |
172.25 |
1.1% |
68% |
False |
False |
497,251 |
40 |
15,708.75 |
14,516.75 |
1,192.00 |
7.7% |
170.25 |
1.1% |
73% |
False |
False |
478,673 |
60 |
15,708.75 |
13,958.50 |
1,750.25 |
11.4% |
170.25 |
1.1% |
82% |
False |
False |
475,418 |
80 |
15,708.75 |
13,348.75 |
2,360.00 |
15.3% |
172.50 |
1.1% |
86% |
False |
False |
393,326 |
100 |
15,708.75 |
12,906.00 |
2,802.75 |
18.2% |
190.25 |
1.2% |
89% |
False |
False |
314,878 |
120 |
15,708.75 |
12,602.00 |
3,106.75 |
20.2% |
193.25 |
1.3% |
90% |
False |
False |
262,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,293.50 |
2.618 |
16,000.75 |
1.618 |
15,821.25 |
1.000 |
15,710.25 |
0.618 |
15,641.75 |
HIGH |
15,530.75 |
0.618 |
15,462.25 |
0.500 |
15,441.00 |
0.382 |
15,419.75 |
LOW |
15,351.25 |
0.618 |
15,240.25 |
1.000 |
15,171.75 |
1.618 |
15,060.75 |
2.618 |
14,881.25 |
4.250 |
14,588.50 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,441.00 |
15,509.00 |
PP |
15,423.00 |
15,468.50 |
S1 |
15,405.00 |
15,427.75 |
|