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 |
15,452.25 |
15,395.50 |
-56.75 |
-0.4% |
15,656.00 |
High |
15,530.75 |
15,521.75 |
-9.00 |
-0.1% |
15,708.75 |
Low |
15,351.25 |
15,315.25 |
-36.00 |
-0.2% |
15,433.50 |
Close |
15,387.00 |
15,504.00 |
117.00 |
0.8% |
15,441.50 |
Range |
179.50 |
206.50 |
27.00 |
15.0% |
275.25 |
ATR |
168.11 |
170.85 |
2.74 |
1.6% |
0.00 |
Volume |
363,283 |
237,816 |
-125,467 |
-34.5% |
2,164,033 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,066.50 |
15,991.75 |
15,617.50 |
|
R3 |
15,860.00 |
15,785.25 |
15,560.75 |
|
R2 |
15,653.50 |
15,653.50 |
15,541.75 |
|
R1 |
15,578.75 |
15,578.75 |
15,523.00 |
15,616.00 |
PP |
15,447.00 |
15,447.00 |
15,447.00 |
15,465.75 |
S1 |
15,372.25 |
15,372.25 |
15,485.00 |
15,409.50 |
S2 |
15,240.50 |
15,240.50 |
15,466.25 |
|
S3 |
15,034.00 |
15,165.75 |
15,447.25 |
|
S4 |
14,827.50 |
14,959.25 |
15,390.50 |
|
|
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 |
15,675.75 |
15,315.25 |
360.50 |
2.3% |
193.00 |
1.2% |
52% |
False |
True |
413,298 |
10 |
15,708.75 |
15,315.25 |
393.50 |
2.5% |
161.00 |
1.0% |
48% |
False |
True |
455,994 |
20 |
15,708.75 |
14,710.50 |
998.25 |
6.4% |
170.75 |
1.1% |
79% |
False |
False |
474,747 |
40 |
15,708.75 |
14,668.25 |
1,040.50 |
6.7% |
168.75 |
1.1% |
80% |
False |
False |
471,384 |
60 |
15,708.75 |
14,066.50 |
1,642.25 |
10.6% |
170.75 |
1.1% |
88% |
False |
False |
470,987 |
80 |
15,708.75 |
13,348.75 |
2,360.00 |
15.2% |
173.00 |
1.1% |
91% |
False |
False |
396,288 |
100 |
15,708.75 |
12,906.00 |
2,802.75 |
18.1% |
190.00 |
1.2% |
93% |
False |
False |
317,252 |
120 |
15,708.75 |
12,668.00 |
3,040.75 |
19.6% |
193.00 |
1.2% |
93% |
False |
False |
264,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,399.50 |
2.618 |
16,062.25 |
1.618 |
15,855.75 |
1.000 |
15,728.25 |
0.618 |
15,649.25 |
HIGH |
15,521.75 |
0.618 |
15,442.75 |
0.500 |
15,418.50 |
0.382 |
15,394.25 |
LOW |
15,315.25 |
0.618 |
15,187.75 |
1.000 |
15,108.75 |
1.618 |
14,981.25 |
2.618 |
14,774.75 |
4.250 |
14,437.50 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,475.50 |
15,482.75 |
PP |
15,447.00 |
15,461.50 |
S1 |
15,418.50 |
15,440.00 |
|