Trading Metrics calculated at close of trading on 13-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,588.0 |
15,605.0 |
17.0 |
0.1% |
15,910.0 |
High |
15,702.0 |
15,787.0 |
85.0 |
0.5% |
15,927.0 |
Low |
15,546.0 |
15,554.0 |
8.0 |
0.1% |
15,448.0 |
Close |
15,602.0 |
15,700.0 |
98.0 |
0.6% |
15,602.0 |
Range |
156.0 |
233.0 |
77.0 |
49.4% |
479.0 |
ATR |
169.9 |
174.4 |
4.5 |
2.7% |
0.0 |
Volume |
67,389 |
86,207 |
18,818 |
27.9% |
342,259 |
|
Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,379.3 |
16,272.7 |
15,828.2 |
|
R3 |
16,146.3 |
16,039.7 |
15,764.1 |
|
R2 |
15,913.3 |
15,913.3 |
15,742.7 |
|
R1 |
15,806.7 |
15,806.7 |
15,721.4 |
15,860.0 |
PP |
15,680.3 |
15,680.3 |
15,680.3 |
15,707.0 |
S1 |
15,573.7 |
15,573.7 |
15,678.6 |
15,627.0 |
S2 |
15,447.3 |
15,447.3 |
15,657.3 |
|
S3 |
15,214.3 |
15,340.7 |
15,635.9 |
|
S4 |
14,981.3 |
15,107.7 |
15,571.9 |
|
|
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% |
201.6 |
1.3% |
53% |
False |
False |
85,693 |
10 |
16,005.0 |
15,448.0 |
557.0 |
3.5% |
184.7 |
1.2% |
45% |
False |
False |
76,610 |
20 |
16,005.0 |
15,448.0 |
557.0 |
3.5% |
163.7 |
1.0% |
45% |
False |
False |
69,051 |
40 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
163.2 |
1.0% |
67% |
False |
False |
67,345 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
179.3 |
1.1% |
67% |
False |
False |
67,792 |
80 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
166.6 |
1.1% |
67% |
False |
False |
52,630 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
167.1 |
1.1% |
74% |
False |
False |
42,115 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.0% |
158.1 |
1.0% |
79% |
False |
False |
35,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,777.3 |
2.618 |
16,397.0 |
1.618 |
16,164.0 |
1.000 |
16,020.0 |
0.618 |
15,931.0 |
HIGH |
15,787.0 |
0.618 |
15,698.0 |
0.500 |
15,670.5 |
0.382 |
15,643.0 |
LOW |
15,554.0 |
0.618 |
15,410.0 |
1.000 |
15,321.0 |
1.618 |
15,177.0 |
2.618 |
14,944.0 |
4.250 |
14,563.8 |
|
|
Fisher Pivots for day following 13-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,690.2 |
15,672.5 |
PP |
15,680.3 |
15,645.0 |
S1 |
15,670.5 |
15,617.5 |
|