Trading Metrics calculated at close of trading on 14-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,605.0 |
15,728.0 |
123.0 |
0.8% |
15,910.0 |
High |
15,787.0 |
15,763.0 |
-24.0 |
-0.2% |
15,927.0 |
Low |
15,554.0 |
15,660.0 |
106.0 |
0.7% |
15,448.0 |
Close |
15,700.0 |
15,719.0 |
19.0 |
0.1% |
15,602.0 |
Range |
233.0 |
103.0 |
-130.0 |
-55.8% |
479.0 |
ATR |
174.4 |
169.3 |
-5.1 |
-2.9% |
0.0 |
Volume |
86,207 |
89,104 |
2,897 |
3.4% |
342,259 |
|
Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,023.0 |
15,974.0 |
15,775.7 |
|
R3 |
15,920.0 |
15,871.0 |
15,747.3 |
|
R2 |
15,817.0 |
15,817.0 |
15,737.9 |
|
R1 |
15,768.0 |
15,768.0 |
15,728.4 |
15,741.0 |
PP |
15,714.0 |
15,714.0 |
15,714.0 |
15,700.5 |
S1 |
15,665.0 |
15,665.0 |
15,709.6 |
15,638.0 |
S2 |
15,611.0 |
15,611.0 |
15,700.1 |
|
S3 |
15,508.0 |
15,562.0 |
15,690.7 |
|
S4 |
15,405.0 |
15,459.0 |
15,662.4 |
|
|
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 |
15,847.0 |
15,448.0 |
399.0 |
2.5% |
199.6 |
1.3% |
68% |
False |
False |
89,701 |
10 |
16,005.0 |
15,448.0 |
557.0 |
3.5% |
186.8 |
1.2% |
49% |
False |
False |
81,840 |
20 |
16,005.0 |
15,448.0 |
557.0 |
3.5% |
163.0 |
1.0% |
49% |
False |
False |
70,511 |
40 |
16,024.0 |
15,077.0 |
947.0 |
6.0% |
154.7 |
1.0% |
68% |
False |
False |
66,263 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
175.7 |
1.1% |
69% |
False |
False |
67,797 |
80 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
164.6 |
1.0% |
69% |
False |
False |
53,743 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
167.1 |
1.1% |
75% |
False |
False |
43,006 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.0% |
157.8 |
1.0% |
81% |
False |
False |
35,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,200.8 |
2.618 |
16,032.7 |
1.618 |
15,929.7 |
1.000 |
15,866.0 |
0.618 |
15,826.7 |
HIGH |
15,763.0 |
0.618 |
15,723.7 |
0.500 |
15,711.5 |
0.382 |
15,699.3 |
LOW |
15,660.0 |
0.618 |
15,596.3 |
1.000 |
15,557.0 |
1.618 |
15,493.3 |
2.618 |
15,390.3 |
4.250 |
15,222.3 |
|
|
Fisher Pivots for day following 14-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,716.5 |
15,701.5 |
PP |
15,714.0 |
15,684.0 |
S1 |
15,711.5 |
15,666.5 |
|