Trading Metrics calculated at close of trading on 15-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,728.0 |
15,717.0 |
-11.0 |
-0.1% |
15,910.0 |
High |
15,763.0 |
15,791.0 |
28.0 |
0.2% |
15,927.0 |
Low |
15,660.0 |
15,612.0 |
-48.0 |
-0.3% |
15,448.0 |
Close |
15,719.0 |
15,634.0 |
-85.0 |
-0.5% |
15,602.0 |
Range |
103.0 |
179.0 |
76.0 |
73.8% |
479.0 |
ATR |
169.3 |
170.0 |
0.7 |
0.4% |
0.0 |
Volume |
89,104 |
82,939 |
-6,165 |
-6.9% |
342,259 |
|
Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,216.0 |
16,104.0 |
15,732.5 |
|
R3 |
16,037.0 |
15,925.0 |
15,683.2 |
|
R2 |
15,858.0 |
15,858.0 |
15,666.8 |
|
R1 |
15,746.0 |
15,746.0 |
15,650.4 |
15,712.5 |
PP |
15,679.0 |
15,679.0 |
15,679.0 |
15,662.3 |
S1 |
15,567.0 |
15,567.0 |
15,617.6 |
15,533.5 |
S2 |
15,500.0 |
15,500.0 |
15,601.2 |
|
S3 |
15,321.0 |
15,388.0 |
15,584.8 |
|
S4 |
15,142.0 |
15,209.0 |
15,535.6 |
|
|
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 |
15,791.0 |
15,448.0 |
343.0 |
2.2% |
183.2 |
1.2% |
54% |
True |
False |
82,081 |
10 |
15,977.0 |
15,448.0 |
529.0 |
3.4% |
179.7 |
1.1% |
35% |
False |
False |
81,137 |
20 |
16,005.0 |
15,448.0 |
557.0 |
3.6% |
165.2 |
1.1% |
33% |
False |
False |
71,473 |
40 |
16,024.0 |
15,182.0 |
842.0 |
5.4% |
153.9 |
1.0% |
54% |
False |
False |
65,937 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
172.5 |
1.1% |
61% |
False |
False |
68,118 |
80 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
165.4 |
1.1% |
61% |
False |
False |
54,778 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.9% |
167.4 |
1.1% |
68% |
False |
False |
43,835 |
120 |
16,024.0 |
14,450.0 |
1,574.0 |
10.1% |
159.0 |
1.0% |
75% |
False |
False |
36,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,551.8 |
2.618 |
16,259.6 |
1.618 |
16,080.6 |
1.000 |
15,970.0 |
0.618 |
15,901.6 |
HIGH |
15,791.0 |
0.618 |
15,722.6 |
0.500 |
15,701.5 |
0.382 |
15,680.4 |
LOW |
15,612.0 |
0.618 |
15,501.4 |
1.000 |
15,433.0 |
1.618 |
15,322.4 |
2.618 |
15,143.4 |
4.250 |
14,851.3 |
|
|
Fisher Pivots for day following 15-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,701.5 |
15,672.5 |
PP |
15,679.0 |
15,659.7 |
S1 |
15,656.5 |
15,646.8 |
|