| 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 |
15,395.50 |
15,516.50 |
121.00 |
0.8% |
15,656.00 |
| High |
15,521.75 |
15,542.00 |
20.25 |
0.1% |
15,708.75 |
| Low |
15,315.25 |
15,369.50 |
54.25 |
0.4% |
15,433.50 |
| Close |
15,504.00 |
15,517.75 |
13.75 |
0.1% |
15,441.50 |
| Range |
206.50 |
172.50 |
-34.00 |
-16.5% |
275.25 |
| ATR |
170.85 |
170.97 |
0.12 |
0.1% |
0.00 |
| Volume |
237,816 |
156,770 |
-81,046 |
-34.1% |
2,164,033 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,994.00 |
15,928.25 |
15,612.50 |
|
| R3 |
15,821.50 |
15,755.75 |
15,565.25 |
|
| R2 |
15,649.00 |
15,649.00 |
15,549.50 |
|
| R1 |
15,583.25 |
15,583.25 |
15,533.50 |
15,616.00 |
| PP |
15,476.50 |
15,476.50 |
15,476.50 |
15,492.75 |
| S1 |
15,410.75 |
15,410.75 |
15,502.00 |
15,443.50 |
| S2 |
15,304.00 |
15,304.00 |
15,486.00 |
|
| S3 |
15,131.50 |
15,238.25 |
15,470.25 |
|
| S4 |
14,959.00 |
15,065.75 |
15,423.00 |
|
|
| 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 |
15,668.00 |
15,315.25 |
352.75 |
2.3% |
201.50 |
1.3% |
57% |
False |
False |
338,394 |
| 10 |
15,708.75 |
15,315.25 |
393.50 |
2.5% |
166.25 |
1.1% |
51% |
False |
False |
425,122 |
| 20 |
15,708.75 |
14,710.50 |
998.25 |
6.4% |
168.00 |
1.1% |
81% |
False |
False |
454,143 |
| 40 |
15,708.75 |
14,710.50 |
998.25 |
6.4% |
168.75 |
1.1% |
81% |
False |
False |
465,195 |
| 60 |
15,708.75 |
14,231.75 |
1,477.00 |
9.5% |
170.00 |
1.1% |
87% |
False |
False |
466,584 |
| 80 |
15,708.75 |
13,451.25 |
2,257.50 |
14.5% |
171.25 |
1.1% |
92% |
False |
False |
398,235 |
| 100 |
15,708.75 |
12,906.00 |
2,802.75 |
18.1% |
190.00 |
1.2% |
93% |
False |
False |
318,816 |
| 120 |
15,708.75 |
12,769.00 |
2,939.75 |
18.9% |
191.75 |
1.2% |
94% |
False |
False |
265,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,275.00 |
|
2.618 |
15,993.50 |
|
1.618 |
15,821.00 |
|
1.000 |
15,714.50 |
|
0.618 |
15,648.50 |
|
HIGH |
15,542.00 |
|
0.618 |
15,476.00 |
|
0.500 |
15,455.75 |
|
0.382 |
15,435.50 |
|
LOW |
15,369.50 |
|
0.618 |
15,263.00 |
|
1.000 |
15,197.00 |
|
1.618 |
15,090.50 |
|
2.618 |
14,918.00 |
|
4.250 |
14,636.50 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,497.00 |
15,488.00 |
| PP |
15,476.50 |
15,458.25 |
| S1 |
15,455.75 |
15,428.50 |
|