Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,516.50 |
15,502.75 |
-13.75 |
-0.1% |
15,452.50 |
High |
15,542.00 |
15,547.00 |
5.00 |
0.0% |
15,565.00 |
Low |
15,369.50 |
15,473.75 |
104.25 |
0.7% |
15,315.25 |
Close |
15,517.75 |
15,486.67 |
-31.08 |
-0.2% |
15,486.67 |
Range |
172.50 |
73.25 |
-99.25 |
-57.5% |
249.75 |
ATR |
170.97 |
163.99 |
-6.98 |
-4.1% |
0.00 |
Volume |
156,770 |
7,465 |
-149,305 |
-95.2% |
1,168,150 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,722.25 |
15,677.75 |
15,527.00 |
|
R3 |
15,649.00 |
15,604.50 |
15,506.75 |
|
R2 |
15,575.75 |
15,575.75 |
15,500.00 |
|
R1 |
15,531.25 |
15,531.25 |
15,493.50 |
15,516.75 |
PP |
15,502.50 |
15,502.50 |
15,502.50 |
15,495.25 |
S1 |
15,458.00 |
15,458.00 |
15,480.00 |
15,443.50 |
S2 |
15,429.25 |
15,429.25 |
15,473.25 |
|
S3 |
15,356.00 |
15,384.75 |
15,466.50 |
|
S4 |
15,282.75 |
15,311.50 |
15,446.50 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,205.00 |
16,095.50 |
15,624.00 |
|
R3 |
15,955.25 |
15,845.75 |
15,555.25 |
|
R2 |
15,705.50 |
15,705.50 |
15,532.50 |
|
R1 |
15,596.00 |
15,596.00 |
15,509.50 |
15,650.75 |
PP |
15,455.75 |
15,455.75 |
15,455.75 |
15,483.00 |
S1 |
15,346.25 |
15,346.25 |
15,463.75 |
15,401.00 |
S2 |
15,206.00 |
15,206.00 |
15,441.00 |
|
S3 |
14,956.25 |
15,096.50 |
15,418.00 |
|
S4 |
14,706.50 |
14,846.75 |
15,349.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,565.00 |
15,315.25 |
249.75 |
1.6% |
169.25 |
1.1% |
69% |
False |
False |
233,630 |
10 |
15,708.75 |
15,315.25 |
393.50 |
2.5% |
160.50 |
1.0% |
44% |
False |
False |
379,505 |
20 |
15,708.75 |
14,851.00 |
857.75 |
5.5% |
157.25 |
1.0% |
74% |
False |
False |
417,807 |
40 |
15,708.75 |
14,710.50 |
998.25 |
6.4% |
166.75 |
1.1% |
78% |
False |
False |
454,746 |
60 |
15,708.75 |
14,270.00 |
1,438.75 |
9.3% |
169.75 |
1.1% |
85% |
False |
False |
460,600 |
80 |
15,708.75 |
13,451.25 |
2,257.50 |
14.6% |
170.50 |
1.1% |
90% |
False |
False |
398,312 |
100 |
15,708.75 |
12,906.00 |
2,802.75 |
18.1% |
189.25 |
1.2% |
92% |
False |
False |
318,887 |
120 |
15,708.75 |
12,769.00 |
2,939.75 |
19.0% |
191.00 |
1.2% |
92% |
False |
False |
265,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,858.25 |
2.618 |
15,738.75 |
1.618 |
15,665.50 |
1.000 |
15,620.25 |
0.618 |
15,592.25 |
HIGH |
15,547.00 |
0.618 |
15,519.00 |
0.500 |
15,510.50 |
0.382 |
15,501.75 |
LOW |
15,473.75 |
0.618 |
15,428.50 |
1.000 |
15,400.50 |
1.618 |
15,355.25 |
2.618 |
15,282.00 |
4.250 |
15,162.50 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,510.50 |
15,468.25 |
PP |
15,502.50 |
15,449.75 |
S1 |
15,494.50 |
15,431.00 |
|