Trading Metrics calculated at close of trading on 10-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,604.0 |
15,588.0 |
-16.0 |
-0.1% |
15,910.0 |
High |
15,693.0 |
15,702.0 |
9.0 |
0.1% |
15,927.0 |
Low |
15,448.0 |
15,546.0 |
98.0 |
0.6% |
15,448.0 |
Close |
15,626.0 |
15,602.0 |
-24.0 |
-0.2% |
15,602.0 |
Range |
245.0 |
156.0 |
-89.0 |
-36.3% |
479.0 |
ATR |
171.0 |
169.9 |
-1.1 |
-0.6% |
0.0 |
Volume |
84,767 |
67,389 |
-17,378 |
-20.5% |
342,259 |
|
Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,084.7 |
15,999.3 |
15,687.8 |
|
R3 |
15,928.7 |
15,843.3 |
15,644.9 |
|
R2 |
15,772.7 |
15,772.7 |
15,630.6 |
|
R1 |
15,687.3 |
15,687.3 |
15,616.3 |
15,730.0 |
PP |
15,616.7 |
15,616.7 |
15,616.7 |
15,638.0 |
S1 |
15,531.3 |
15,531.3 |
15,587.7 |
15,574.0 |
S2 |
15,460.7 |
15,460.7 |
15,573.4 |
|
S3 |
15,304.7 |
15,375.3 |
15,559.1 |
|
S4 |
15,148.7 |
15,219.3 |
15,516.2 |
|
|
Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,096.0 |
16,828.0 |
15,865.5 |
|
R3 |
16,617.0 |
16,349.0 |
15,733.7 |
|
R2 |
16,138.0 |
16,138.0 |
15,689.8 |
|
R1 |
15,870.0 |
15,870.0 |
15,645.9 |
15,764.5 |
PP |
15,659.0 |
15,659.0 |
15,659.0 |
15,606.3 |
S1 |
15,391.0 |
15,391.0 |
15,558.1 |
15,285.5 |
S2 |
15,180.0 |
15,180.0 |
15,514.2 |
|
S3 |
14,701.0 |
14,912.0 |
15,470.3 |
|
S4 |
14,222.0 |
14,433.0 |
15,338.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,927.0 |
15,448.0 |
479.0 |
3.1% |
192.2 |
1.2% |
32% |
False |
False |
82,875 |
10 |
16,005.0 |
15,448.0 |
557.0 |
3.6% |
176.2 |
1.1% |
28% |
False |
False |
72,753 |
20 |
16,024.0 |
15,448.0 |
576.0 |
3.7% |
157.2 |
1.0% |
27% |
False |
False |
67,261 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.4% |
163.0 |
1.0% |
57% |
False |
False |
67,281 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.4% |
177.8 |
1.1% |
57% |
False |
False |
67,026 |
80 |
16,024.0 |
14,930.0 |
1,094.0 |
7.0% |
167.9 |
1.1% |
61% |
False |
False |
51,554 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.9% |
166.5 |
1.1% |
66% |
False |
False |
41,254 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.1% |
156.3 |
1.0% |
73% |
False |
False |
34,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,365.0 |
2.618 |
16,110.4 |
1.618 |
15,954.4 |
1.000 |
15,858.0 |
0.618 |
15,798.4 |
HIGH |
15,702.0 |
0.618 |
15,642.4 |
0.500 |
15,624.0 |
0.382 |
15,605.6 |
LOW |
15,546.0 |
0.618 |
15,449.6 |
1.000 |
15,390.0 |
1.618 |
15,293.6 |
2.618 |
15,137.6 |
4.250 |
14,883.0 |
|
|
Fisher Pivots for day following 10-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,624.0 |
15,647.5 |
PP |
15,616.7 |
15,632.3 |
S1 |
15,609.3 |
15,617.2 |
|