Trading Metrics calculated at close of trading on 16-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
15,717.0 |
15,686.0 |
-31.0 |
-0.2% |
15,910.0 |
High |
15,791.0 |
15,746.0 |
-45.0 |
-0.3% |
15,927.0 |
Low |
15,612.0 |
15,637.0 |
25.0 |
0.2% |
15,448.0 |
Close |
15,634.0 |
15,660.0 |
26.0 |
0.2% |
15,602.0 |
Range |
179.0 |
109.0 |
-70.0 |
-39.1% |
479.0 |
ATR |
170.0 |
165.9 |
-4.1 |
-2.4% |
0.0 |
Volume |
82,939 |
55,259 |
-27,680 |
-33.4% |
342,259 |
|
Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,008.0 |
15,943.0 |
15,720.0 |
|
R3 |
15,899.0 |
15,834.0 |
15,690.0 |
|
R2 |
15,790.0 |
15,790.0 |
15,680.0 |
|
R1 |
15,725.0 |
15,725.0 |
15,670.0 |
15,703.0 |
PP |
15,681.0 |
15,681.0 |
15,681.0 |
15,670.0 |
S1 |
15,616.0 |
15,616.0 |
15,650.0 |
15,594.0 |
S2 |
15,572.0 |
15,572.0 |
15,640.0 |
|
S3 |
15,463.0 |
15,507.0 |
15,630.0 |
|
S4 |
15,354.0 |
15,398.0 |
15,600.1 |
|
|
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 |
15,546.0 |
245.0 |
1.6% |
156.0 |
1.0% |
47% |
False |
False |
76,179 |
10 |
15,927.0 |
15,448.0 |
479.0 |
3.1% |
169.6 |
1.1% |
44% |
False |
False |
78,156 |
20 |
16,005.0 |
15,448.0 |
557.0 |
3.6% |
165.3 |
1.1% |
38% |
False |
False |
71,460 |
40 |
16,024.0 |
15,407.0 |
617.0 |
3.9% |
149.9 |
1.0% |
41% |
False |
False |
65,229 |
60 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
171.9 |
1.1% |
63% |
False |
False |
68,221 |
80 |
16,024.0 |
15,032.0 |
992.0 |
6.3% |
165.4 |
1.1% |
63% |
False |
False |
55,469 |
100 |
16,024.0 |
14,795.0 |
1,229.0 |
7.8% |
168.0 |
1.1% |
70% |
False |
False |
44,388 |
120 |
16,024.0 |
14,690.0 |
1,334.0 |
8.5% |
157.9 |
1.0% |
73% |
False |
False |
36,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,209.3 |
2.618 |
16,031.4 |
1.618 |
15,922.4 |
1.000 |
15,855.0 |
0.618 |
15,813.4 |
HIGH |
15,746.0 |
0.618 |
15,704.4 |
0.500 |
15,691.5 |
0.382 |
15,678.6 |
LOW |
15,637.0 |
0.618 |
15,569.6 |
1.000 |
15,528.0 |
1.618 |
15,460.6 |
2.618 |
15,351.6 |
4.250 |
15,173.8 |
|
|
Fisher Pivots for day following 16-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
15,691.5 |
15,701.5 |
PP |
15,681.0 |
15,687.7 |
S1 |
15,670.5 |
15,673.8 |
|